Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5171421.2816 | 139425.7803 | -5310847.0619 | -12424466.4267 | 52190643.4207 | -64615109.8475 |
Total P&L (%) | -5171.4213 | 139.4258 | -5310.8471 | -12424.4664 | 52190.6434 | -64615.1098 |
Avg Daily Profit (%) | -2.6344 | 0.071 | -2.7055 | 0 | 0.3194 | 0 |
Buy And Hold Return (%) | 1596.78 | 1596.78 | 1596.78 | 1596.78 | 1596.78 | 1596.78 |
Max Trade Drawdown | -5538164 | -72779 | -5472217 | -87487773 | -11821101 | -87487773 |
Profit Factor | 0.1182 | 1.5356 | 0.0524 | 0.919 | 2.4262 | 0.4466 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 53 | 26 | 27 | 51 | 25 | 26 |
Losing Trades | 31 | 16 | 15 | 33 | 17 | 16 |
Profitability (%) | 63.0952 | 61.9048 | 64.2857 | 60.7143 | 59.5238 | 61.9048 |
Ratio Avg Win / Avg Loss | 0.0692 | 0.945 | 0.0291 | 0.5946 | 1.6498 | 0.2748 |
Largest Winning Trade | 57920 | 41821 | 57920 | 38828408 | 38828408 | 15000752 |
Largest Losing Trade | -5409423 | -65157 | -5409423 | -87487773 | -10693663 | -87487773 |
Avg Bars in Trades | 136 | 138 | 134 | 136 | 138 | 134 |
Avg Bars in Winners | 73 | 79 | 68 | 140 | 149 | 132 |
Avg Bars in Losers | 244 | 236 | 253 | 130 | 124 | 137 |
Bars Traded | 11491 | 5837 | 5655 | 11491 | 5837 | 5655 |
Profit Streak | 426.8582 | 426.8582 | 551.1915 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577239 | -261852 | -577548 | -578886 | 538513 | -579191 |
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559030400000, "last_datapoint_time": 1725926400000, "evaluation_time": 1758846944457, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 142, "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": [ [ -5171421.281636643, 139425.7803046041, -5310847.061941246, -12424466.42674052, 52190643.42072373, -64615109.84746424 ], [ -5171.421282, 139.42578, -5310.847062, -12424.466427, 52190.643421, -64615.109847 ], [ -2.634448, 0.071027, -2.705475, 0, 0.319378, 0 ], [ 1596.779964, 1596.779964, 1596.779964, 1596.779964, 1596.779964, 1596.779964 ], [ -5538164, -72779, -5472217, -87487773, -11821101, -87487773 ], [ 0.118237, 1.535618, 0.052405, 0.918984, 2.426248, 0.446621 ], [ 84, 42, 42, 84, 42, 42 ], [ 53, 26, 27, 51, 25, 26 ], [ 31, 16, 15, 33, 17, 16 ], [ 63.095238, 61.904762, 64.285714, 60.714286, 59.52381, 61.904762 ], [ 0.069157, 0.944996, 0.029114, 0.594636, 1.649849, 0.274844 ], [ 57920, 41821, 57920, 38828408, 38828408, 15000752 ], [ -5409423, -65157, -5409423, -87487773, -10693663, -87487773 ], [ 136, 138, 134, 136, 138, 134 ], [ 73, 79, 68, 140, 149, 132 ], [ 244, 236, 253, 130, 124, 137 ], [ 11491, 5837, 5655, 11491, 5837, 5655 ], [ 426.858153, 426.858153, 551.191487, 0, 0, 0 ], [ 3, 1, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577239, -261852, -577548, -578886, 538513, -579191 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559030400000, "last_datapoint_time": 1725926400000, "evaluation_time": 1758846944457, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 142, "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) |
---|