Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1131476.566 | 157546.4616 | -1289023.0276 | 921099.9062 | -4462390.887 | 5383490.7933 |
Total P&L (%) | -1131.4766 | 157.5465 | -1289.023 | 921.0999 | -4462.3909 | 5383.4908 |
Avg Daily Profit (%) | -0.5761 | 0.0802 | -0.6563 | 0.1184 | 0 | 0.2041 |
Buy And Hold Return (%) | 1506.9462 | 1506.9462 | 1506.9462 | 1506.9462 | 1506.9462 | 1506.9462 |
Max Trade Drawdown | -1506700 | -91326 | -1496626 | -8063211 | -5500369 | -4531987 |
Profit Factor | 0.4078 | 1.5561 | 0.208 | 1.0547 | 0.4336 | 1.6013 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 48 | 26 | 22 | 50 | 27 | 23 |
Losing Trades | 34 | 15 | 19 | 32 | 14 | 18 |
Profitability (%) | 58.5366 | 63.4146 | 53.6585 | 60.9756 | 65.8537 | 56.0976 |
Ratio Avg Win / Avg Loss | 0.2889 | 0.8977 | 0.1796 | 0.675 | 0.2248 | 1.2532 |
Largest Winning Trade | 82590 | 82590 | 60529 | 11890084 | 1035835 | 11890084 |
Largest Losing Trade | -962010 | -67522 | -962010 | -3856823 | -2477237 | -3856823 |
Avg Bars in Trades | 46 | 45 | 47 | 46 | 45 | 47 |
Avg Bars in Winners | 30 | 30 | 30 | 32 | 30 | 33 |
Avg Bars in Losers | 69 | 72 | 67 | 69 | 75 | 65 |
Bars Traded | 3835 | 1884 | 1951 | 3835 | 1884 | 1951 |
Profit Streak | 434.6469 | 434.6469 | 555.6469 | 434.6469 | 434.6469 | 555.6469 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -586832 | -249286 | -578916 | -368071 | -578102 | 344436 |
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{ "first_band": { "type": "bbm", "factors": { "length": 48, "offset": 0, "std": 4.91149 } }, "second_band": { "type": "pwma", "factors": { "length": 83, "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": [ [ -1131476.5660012292, 157546.4615630574, -1289023.0275642863, 921099.9062335759, -4462390.88704857, 5383490.793282143 ], [ -1131.476566, 157.546462, -1289.023028, 921.099906, -4462.390887, 5383.490793 ], [ -0.576108, 0.080217, -0.656325, 0.118373, 0, 0.204094 ], [ 1506.946209, 1506.946209, 1506.946209, 1506.946209, 1506.946209, 1506.946209 ], [ -1506700, -91326, -1496626, -8063211, -5500369, -4531987 ], [ 0.407843, 1.556092, 0.207955, 1.054725, 0.433607, 1.601316 ], [ 82, 41, 41, 82, 41, 41 ], [ 48, 26, 22, 50, 27, 23 ], [ 34, 15, 19, 32, 14, 18 ], [ 58.536585, 63.414634, 53.658537, 60.97561, 65.853659, 56.097561 ], [ 0.288889, 0.897745, 0.179598, 0.675024, 0.224833, 1.253204 ], [ 82590, 82590, 60529, 11890084, 1035835, 11890084 ], [ -962010, -67522, -962010, -3856823, -2477237, -3856823 ], [ 46, 45, 47, 46, 45, 47 ], [ 30, 30, 30, 32, 30, 33 ], [ 69, 72, 67, 69, 75, 65 ], [ 3835, 1884, 1951, 3835, 1884, 1951 ], [ 434.646919, 434.646919, 555.646919, 434.646919, 434.646919, 555.646919 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -586832, -249286, -578916, -368071, -578102, 344436 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3928, "evaluation_days": 1964, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559822400000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759375893819, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 48, "offset": 0, "std": 4.91149 } }, "second_band": { "type": "pwma", "factors": { "length": 83, "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) |
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