Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1858868.8348 | 24040.5134 | -1882909.3483 | 1142924.5265 | -5139754.0787 | 6282678.6052 |
Total P&L (%) | -1858.8688 | 24.0405 | -1882.9093 | 1142.9245 | -5139.7541 | 6282.6786 |
Avg Daily Profit (%) | -0.9465 | 0.0122 | -0.9587 | 0.1284 | 0 | 0.2118 |
Buy And Hold Return (%) | 1712.709 | 1712.709 | 1712.709 | 1712.709 | 1712.709 | 1712.709 |
Max Trade Drawdown | -1994905 | -109511 | -1976415 | -9030379 | -7949668 | -3941648 |
Profit Factor | 0.2077 | 1.0978 | 0.1035 | 1.0556 | 0.5516 | 1.6913 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 54 | 28 | 26 | 54 | 27 | 27 |
Losing Trades | 24 | 11 | 13 | 24 | 12 | 12 |
Profitability (%) | 69.2308 | 71.7949 | 66.6667 | 69.2308 | 69.2308 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.0923 | 0.4313 | 0.0518 | 0.4692 | 0.2451 | 0.7517 |
Largest Winning Trade | 29428 | 29428 | 24213 | 11317615 | 1472542 | 11317615 |
Largest Losing Trade | -1606542 | -59396 | -1606542 | -4949547 | -4949547 | -3865781 |
Avg Bars in Trades | 48 | 50 | 46 | 48 | 50 | 46 |
Avg Bars in Winners | 20 | 22 | 18 | 23 | 23 | 22 |
Avg Bars in Losers | 110 | 121 | 101 | 105 | 111 | 100 |
Bars Traded | 3780 | 1977 | 1803 | 3780 | 1977 | 1803 |
Profit Streak | 404.2645 | 0 | 551.2645 | 404.2645 | 0 | 551.2645 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -616199 | -454023 | -577262 | -383408 | -578264 | 356281 |
{ "trading_pair": "MATIC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3928, "evaluation_days": 1964, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1561334400000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759256450581, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 118, "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": [ [ -1858868.8348361829, 24040.5134276766, -1882909.3482638595, 1142924.5264715748, -5139754.078694062, 6282678.60516564 ], [ -1858.868835, 24.040513, -1882.909348, 1142.924526, -5139.754079, 6282.678605 ], [ -0.946471, 0.012241, -0.958711, 0.128395, 0, 0.211842 ], [ 1712.70903, 1712.70903, 1712.70903, 1712.70903, 1712.70903, 1712.70903 ], [ -1994905, -109511, -1976415, -9030379, -7949668, -3941648 ], [ 0.207706, 1.097807, 0.103544, 1.055619, 0.551568, 1.691341 ], [ 78, 39, 39, 78, 39, 39 ], [ 54, 28, 26, 54, 27, 27 ], [ 24, 11, 13, 24, 12, 12 ], [ 69.230769, 71.794872, 66.666667, 69.230769, 69.230769, 69.230769 ], [ 0.092314, 0.431281, 0.051772, 0.469164, 0.245141, 0.751707 ], [ 29428, 29428, 24213, 11317615, 1472542, 11317615 ], [ -1606542, -59396, -1606542, -4949547, -4949547, -3865781 ], [ 48, 50, 46, 48, 50, 46 ], [ 20, 22, 18, 23, 23, 22 ], [ 110, 121, 101, 105, 111, 100 ], [ 3780, 1977, 1803, 3780, 1977, 1803 ], [ 404.264474, 0, 551.264474, 404.264474, 0, 551.264474 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -616199, -454023, -577262, -383408, -578264, 356281 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3928, "evaluation_days": 1964, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1561334400000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759256450581, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 118, "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) |
---|