Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1287329.2474 | 210358.1144 | -1497687.3618 | 201691.9713 | -3700276.4673 | 3901968.4386 |
Total P&L (%) | -1287.3292 | 210.3581 | -1497.6874 | 201.692 | -3700.2765 | 3901.9684 |
Avg Daily Profit (%) | -0.6558 | 0.1072 | -0.763 | 0.0563 | 0 | 0.1881 |
Buy And Hold Return (%) | 1446.0473 | 1446.0473 | 1446.0473 | 1446.0473 | 1446.0473 | 1446.0473 |
Max Trade Drawdown | -1532296 | -86513 | -1631743 | -4705428 | -4199169 | -2468658 |
Profit Factor | 0.4102 | 1.7762 | 0.2165 | 1.0198 | 0.2448 | 1.7351 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 51 | 24 | 27 | 49 | 22 | 27 |
Losing Trades | 35 | 19 | 16 | 37 | 21 | 16 |
Profitability (%) | 59.3023 | 55.814 | 62.7907 | 56.9767 | 51.1628 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.2815 | 1.4062 | 0.1283 | 0.77 | 0.2337 | 1.0282 |
Largest Winning Trade | 70362 | 70362 | 60027 | 7863384 | 344224 | 7863384 |
Largest Losing Trade | -1335054 | -54686 | -1335054 | -1792035 | -1792035 | -1670050 |
Avg Bars in Trades | 133 | 132 | 135 | 133 | 132 | 135 |
Avg Bars in Winners | 76 | 80 | 73 | 81 | 80 | 81 |
Avg Bars in Losers | 216 | 197 | 239 | 203 | 186 | 226 |
Bars Traded | 11503 | 5678 | 5825 | 11503 | 5678 | 5825 |
Profit Streak | 436.3316 | 436.3316 | 477.3316 | 436.3316 | 436.3316 | 477.3316 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578003 | -212054 | -578108 | -481547 | -579991 | 338561 |
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1558713600000, "last_datapoint_time": 1725926400000, "evaluation_time": 1758859054498, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 96, "offset": 0, "a": 0.66418 } } }
{ "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": [ [ -1287329.2474233215, 210358.11437146, -1497687.3617947819, 201691.9712653473, -3700276.4673134754, 3901968.438578822 ], [ -1287.329247, 210.358114, -1497.687362, 201.691971, -3700.276467, 3901.968439 ], [ -0.655797, 0.107162, -0.762958, 0.056268, 0, 0.188122 ], [ 1446.04727, 1446.04727, 1446.04727, 1446.04727, 1446.04727, 1446.04727 ], [ -1532296, -86513, -1631743, -4705428, -4199169, -2468658 ], [ 0.410193, 1.776205, 0.216534, 1.019758, 0.244819, 1.735056 ], [ 86, 43, 43, 86, 43, 43 ], [ 51, 24, 27, 49, 22, 27 ], [ 35, 19, 16, 37, 21, 16 ], [ 59.302326, 55.813953, 62.790698, 56.976744, 51.162791, 62.790698 ], [ 0.281505, 1.406162, 0.128317, 0.770021, 0.233691, 1.028182 ], [ 70362, 70362, 60027, 7863384, 344224, 7863384 ], [ -1335054, -54686, -1335054, -1792035, -1792035, -1670050 ], [ 133, 132, 135, 133, 132, 135 ], [ 76, 80, 73, 81, 80, 81 ], [ 216, 197, 239, 203, 186, 226 ], [ 11503, 5678, 5825, 11503, 5678, 5825 ], [ 436.331649, 436.331649, 477.331649, 436.331649, 436.331649, 477.331649 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578003, -212054, -578108, -481547, -579991, 338561 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1558713600000, "last_datapoint_time": 1725926400000, "evaluation_time": 1758859054498, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 96, "offset": 0, "a": 0.66418 } } }
# | 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) |
---|