| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -5330788.2076 | 123325.4917 | -5454113.6993 | -15930080.0587 | 13066818.8715 | -28996898.9302 |
| Total P&L (%) | -5330.7882 | 123.3255 | -5454.1137 | -15930.0801 | 13066.8189 | -28996.8989 |
| Avg Daily Profit (%) | -2.7143 | 0.0628 | -2.777 | 0 | 0.2488 | 0 |
| Buy And Hold Return (%) | 1511.0403 | 1511.0403 | 1511.0403 | 1511.0403 | 1511.0403 | 1511.0403 |
| Max Trade Drawdown | -5562079 | -87788 | -5580776 | -70476316 | -37982395 | -41878204 |
| Profit Factor | 0.0992 | 1.5651 | 0.0431 | 0.876 | 1.2149 | 0.5717 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 68 | 33 | 35 | 50 | 27 | 23 |
| Losing Trades | 26 | 14 | 12 | 44 | 20 | 24 |
| Profitability (%) | 72.3404 | 70.2128 | 74.4681 | 53.1915 | 57.4468 | 48.9362 |
| Ratio Avg Win / Avg Loss | 0.0379 | 0.664 | 0.0148 | 0.7709 | 0.8999 | 0.5966 |
| Largest Winning Trade | 33234 | 33234 | 28690 | 30405511 | 30405511 | 12820556 |
| Largest Losing Trade | -5553819 | -58348 | -5553819 | -30997978 | -14072803 | -30997978 |
| Avg Bars in Trades | 60 | 58 | 61 | 60 | 58 | 61 |
| Avg Bars in Winners | 31 | 24 | 38 | 69 | 74 | 64 |
| Avg Bars in Losers | 133 | 138 | 128 | 48 | 36 | 58 |
| Bars Traded | 5646 | 2750 | 2896 | 5646 | 2750 | 2896 |
| Profit Streak | 403.9149 | 0 | 633.5816 | 0 | 589.2483 | 0 |
| Trades During Streak | 1 | 0 | 5 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576768 | -272121 | -576159 | -580113 | 300851 | -581110 |
{
"trading_pair": "MATIC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5892,
"evaluation_days": 1964,
"actual_first_datapoint_time": 1556265600000,
"first_datapoint_time": 1561795200000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1759183050919,
"expiration_time": 1731017088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 51,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 66,
"offset": 127
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
-5330788.207590648,
123325.4916817813,
-5454113.69927243,
-15930080.058739454,
13066818.87148917,
-28996898.930228632
],
[
-5330.788208,
123.325492,
-5454.113699,
-15930.080059,
13066.818871,
-28996.89893
],
[
-2.714251,
0.062793,
-2.777044,
0,
0.248796,
0
],
[
1511.04034,
1511.04034,
1511.04034,
1511.04034,
1511.04034,
1511.04034
],
[
-5562079,
-87788,
-5580776,
-70476316,
-37982395,
-41878204
],
[
0.099235,
1.565104,
0.04311,
0.876035,
1.214913,
0.571713
],
[
94,
47,
47,
94,
47,
47
],
[
68,
33,
35,
50,
27,
23
],
[
26,
14,
12,
44,
20,
24
],
[
72.340426,
70.212766,
74.468085,
53.191489,
57.446809,
48.93617
],
[
0.037943,
0.663983,
0.014781,
0.770911,
0.899935,
0.59657
],
[
33234,
33234,
28690,
30405511,
30405511,
12820556
],
[
-5553819,
-58348,
-5553819,
-30997978,
-14072803,
-30997978
],
[
60,
58,
61,
60,
58,
61
],
[
31,
24,
38,
69,
74,
64
],
[
133,
138,
128,
48,
36,
58
],
[
5646,
2750,
2896,
5646,
2750,
2896
],
[
403.914941,
0,
633.581608,
0,
589.248275,
0
],
[
1,
0,
5,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576768,
-272121,
-576159,
-580113,
300851,
-581110
]
]
}
{
"trading_pair": "MATIC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5892,
"evaluation_days": 1964,
"actual_first_datapoint_time": 1556265600000,
"first_datapoint_time": 1561795200000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1759183050919,
"expiration_time": 1731017088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 51,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 66,
"offset": 127
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|