Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1795136.2937 | 127954.8106 | -1923091.1043 | 105081.8356 | -5557524.4813 | 5662606.3169 |
Total P&L (%) | -1795.1363 | 127.9548 | -1923.0911 | 105.0818 | -5557.5245 | 5662.6063 |
Avg Daily Profit (%) | -0.914 | 0.0652 | -0.9792 | 0.0366 | 0 | 0.2066 |
Buy And Hold Return (%) | 1468.4167 | 1468.4167 | 1468.4167 | 1468.4167 | 1468.4167 | 1468.4167 |
Max Trade Drawdown | -1960326 | -100783 | -2028516 | -11130644 | -6074254 | -7187708 |
Profit Factor | 0.335 | 1.3417 | 0.1729 | 1.0037 | 0.5734 | 1.3656 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 131 | 65 | 66 | 125 | 61 | 64 |
Losing Trades | 47 | 24 | 23 | 53 | 28 | 25 |
Profitability (%) | 73.5955 | 73.0337 | 74.1573 | 70.2247 | 68.5393 | 71.9101 |
Ratio Avg Win / Avg Loss | 0.1202 | 0.4954 | 0.0603 | 0.4256 | 0.2632 | 0.5334 |
Largest Winning Trade | 53455 | 53455 | 23186 | 16244349 | 2915597 | 16244349 |
Largest Losing Trade | -1778419 | -61531 | -1778419 | -4441991 | -4441991 | -4271791 |
Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Winners | 7 | 8 | 7 | 8 | 8 | 8 |
Avg Bars in Losers | 59 | 65 | 53 | 52 | 56 | 47 |
Bars Traded | 3827 | 2122 | 1705 | 3827 | 2122 | 1705 |
Profit Streak | 407.2584 | 0 | 563.7584 | 407.2584 | 0 | 563.7584 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575923 | -269819 | -575988 | -523537 | -578135 | 326162 |
{ "trading_pair": "MATIC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3928, "evaluation_days": 1964, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1558872000000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759342326445, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 61, "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": [ [ -1795136.2937327977, 127954.810569599, -1923091.1043023965, 105081.8355750617, -5557524.481283376, 5662606.316858437 ], [ -1795.136294, 127.954811, -1923.091104, 105.081836, -5557.524481, 5662.606317 ], [ -0.914021, 0.06515, -0.979171, 0.036577, 0, 0.206627 ], [ 1468.416701, 1468.416701, 1468.416701, 1468.416701, 1468.416701, 1468.416701 ], [ -1960326, -100783, -2028516, -11130644, -6074254, -7187708 ], [ 0.335024, 1.341748, 0.172912, 1.003685, 0.573403, 1.365553 ], [ 178, 89, 89, 178, 89, 89 ], [ 131, 65, 66, 125, 61, 64 ], [ 47, 24, 23, 53, 28, 25 ], [ 73.595506, 73.033708, 74.157303, 70.224719, 68.539326, 71.910112 ], [ 0.120199, 0.495415, 0.060257, 0.425562, 0.263201, 0.533419 ], [ 53455, 53455, 23186, 16244349, 2915597, 16244349 ], [ -1778419, -61531, -1778419, -4441991, -4441991, -4271791 ], [ 21, 23, 19, 21, 23, 19 ], [ 7, 8, 7, 8, 8, 8 ], [ 59, 65, 53, 52, 56, 47 ], [ 3827, 2122, 1705, 3827, 2122, 1705 ], [ 407.258408, 0, 563.758408, 407.258408, 0, 563.758408 ], [ 1, 0, 8, 1, 0, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575923, -269819, -575988, -523537, -578135, 326162 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3928, "evaluation_days": 1964, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1558872000000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759342326445, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 61, "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) |
---|