Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175431.8611 | 82114.6291 | 93317.2321 | 288544.4223 | 80296.5898 | 208247.8326 |
Total P&L (%) | 175.4319 | 82.1146 | 93.3172 | 288.5444 | 80.2966 | 208.2478 |
Avg Daily Profit (%) | 0.265 | 0.124 | 0.1409 | 0.2052 | 0.0891 | 0.1702 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32390 | -44327 | -21419 | -114032 | -156244 | -41825 |
Profit Factor | 1.8616 | 1.7396 | 2.0079 | 1.7004 | 1.3151 | 2.3248 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 40.8602 | 34.0426 | 47.8261 | 40.8602 | 34.0426 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.6944 | 3.3705 | 2.1904 | 2.461 | 2.5481 | 2.5362 |
Largest Winning Trade | 51477 | 51477 | 26636 | 98103 | 98103 | 53388 |
Largest Losing Trade | -9661 | -7915 | -9661 | -30010 | -30010 | -16159 |
Avg Bars in Trades | 165 | 157 | 173 | 165 | 157 | 173 |
Avg Bars in Winners | 296 | 306 | 289 | 296 | 306 | 289 |
Avg Bars in Losers | 74 | 80 | 67 | 74 | 80 | 67 |
Bars Traded | 15380 | 7406 | 7974 | 15380 | 7406 | 7974 |
Profit Streak | 413.0828 | 417.3328 | 0 | 413.0828 | 417.3328 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319256 | -29801 | -1955 | 289663 | -78422 | 392435 |
{ "trading_pair": "MATIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 15890, "evaluation_days": 662.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669366800000, "last_datapoint_time": 1725933600000, "evaluation_time": 1759773555506, "expiration_time": 1730052288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 92, "offset": 0 } } }
{ "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": [ [ 175431.8611317035, 82114.6290745368, 93317.2320571668, 288544.4223222225, 80296.5897651821, 208247.8325570404 ], [ 175.431861, 82.114629, 93.317232, 288.544422, 80.29659, 208.247833 ], [ 0.264971, 0.124025, 0.140946, 0.205206, 0.089067, 0.170175 ], [ 10, 10, 10, 10, 10, 10 ], [ -32390, -44327, -21419, -114032, -156244, -41825 ], [ 1.861606, 1.739618, 2.007884, 1.70035, 1.315124, 2.32481 ], [ 93, 47, 46, 93, 47, 46 ], [ 38, 16, 22, 38, 16, 22 ], [ 55, 31, 24, 55, 31, 24 ], [ 40.860215, 34.042553, 47.826087, 40.860215, 34.042553, 47.826087 ], [ 2.694429, 3.37051, 2.190418, 2.461033, 2.548053, 2.536157 ], [ 51477, 51477, 26636, 98103, 98103, 53388 ], [ -9661, -7915, -9661, -30010, -30010, -16159 ], [ 165, 157, 173, 165, 157, 173 ], [ 296, 306, 289, 296, 306, 289 ], [ 74, 80, 67, 74, 80, 67 ], [ 15380, 7406, 7974, 15380, 7406, 7974 ], [ 413.082818, 417.332818, 0, 413.082818, 417.332818, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319256, -29801, -1955, 289663, -78422, 392435 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 15890, "evaluation_days": 662.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669366800000, "last_datapoint_time": 1725933600000, "evaluation_time": 1759773555506, "expiration_time": 1730052288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 92, "offset": 0 } } }
# | 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) |
---|