Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1788649.2252 | 92098.3031 | -1880747.5283 | 708110.8975 | -8992658.3997 | 9700769.2972 |
Total P&L (%) | -1788.6492 | 92.0983 | -1880.7475 | 708.1109 | -8992.6584 | 9700.7693 |
Avg Daily Profit (%) | -0.9112 | 0.0469 | -0.9581 | 0.1065 | 0 | 0.2338 |
Buy And Hold Return (%) | 1373.3981 | 1373.3981 | 1373.3981 | 1373.3981 | 1373.3981 | 1373.3981 |
Max Trade Drawdown | -1949967 | -80570 | -1987429 | -10106561 | -9339180 | -5494952 |
Profit Factor | 0.2754 | 1.3652 | 0.1514 | 1.0312 | 0.173 | 1.8206 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 52 | 25 | 27 | 48 | 22 | 26 |
Losing Trades | 30 | 16 | 14 | 34 | 19 | 15 |
Profitability (%) | 63.4146 | 60.9756 | 65.8537 | 58.5366 | 53.6585 | 63.4146 |
Ratio Avg Win / Avg Loss | 0.1589 | 0.8737 | 0.0785 | 0.7304 | 0.1495 | 1.0503 |
Largest Winning Trade | 45369 | 45369 | 38010 | 18929629 | 520766 | 18929629 |
Largest Losing Trade | -1721047 | -57697 | -1721047 | -3615374 | -3064875 | -3615374 |
Avg Bars in Trades | 139 | 144 | 134 | 139 | 144 | 134 |
Avg Bars in Winners | 66 | 68 | 64 | 74 | 74 | 75 |
Avg Bars in Losers | 266 | 262 | 269 | 230 | 224 | 237 |
Bars Traded | 11428 | 5906 | 5522 | 11428 | 5906 | 5522 |
Profit Streak | 443.8534 | 443.8534 | 566.52 | 443.8534 | 443.8534 | 566.52 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -586200 | -295169 | -577352 | -410094 | -579683 | 496034 |
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1558872000000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759811331293, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 179, "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": [ [ -1788649.2251980754, 92098.3031041315, -1880747.5283022067, 708110.897494441, -8992658.39966665, 9700769.29716109 ], [ -1788.649225, 92.098303, -1880.747528, 708.110897, -8992.6584, 9700.769297 ], [ -0.911181, 0.046917, -0.958099, 0.106502, 0, 0.233846 ], [ 1373.398058, 1373.398058, 1373.398058, 1373.398058, 1373.398058, 1373.398058 ], [ -1949967, -80570, -1987429, -10106561, -9339180, -5494952 ], [ 0.275441, 1.365159, 0.151437, 1.031199, 0.173048, 1.820569 ], [ 82, 41, 41, 82, 41, 41 ], [ 52, 25, 27, 48, 22, 26 ], [ 30, 16, 14, 34, 19, 15 ], [ 63.414634, 60.97561, 65.853659, 58.536585, 53.658537, 63.414634 ], [ 0.158909, 0.873702, 0.078523, 0.730433, 0.149451, 1.050328 ], [ 45369, 45369, 38010, 18929629, 520766, 18929629 ], [ -1721047, -57697, -1721047, -3615374, -3064875, -3615374 ], [ 139, 144, 134, 139, 144, 134 ], [ 66, 68, 64, 74, 74, 75 ], [ 266, 262, 269, 230, 224, 237 ], [ 11428, 5906, 5522, 11428, 5906, 5522 ], [ 443.853371, 443.853371, 566.520038, 443.853371, 443.853371, 566.520038 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -586200, -295169, -577352, -410094, -579683, 496034 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1558872000000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759811331293, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 179, "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) |
---|