Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1099381.5737 | 213019.608 | -1312401.1817 | 1063565.4912 | -5797613.8931 | 6861179.3843 |
Total P&L (%) | -1099.3816 | 213.0196 | -1312.4012 | 1063.5655 | -5797.6139 | 6861.1794 |
Avg Daily Profit (%) | -0.5599 | 0.1085 | -0.6684 | 0.1251 | 0 | 0.2163 |
Buy And Hold Return (%) | 1593.75 | 1593.75 | 1593.75 | 1593.75 | 1593.75 | 1593.75 |
Max Trade Drawdown | -1377142 | -76366 | -1440436 | -15893222 | -6382174 | -10393964 |
Profit Factor | 0.3683 | 2.0857 | 0.1501 | 1.0473 | 0.3927 | 1.5304 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 50 | 25 | 25 | 50 | 24 | 26 |
Losing Trades | 26 | 13 | 13 | 26 | 14 | 12 |
Profitability (%) | 65.7895 | 65.7895 | 65.7895 | 65.7895 | 63.1579 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.1915 | 1.0846 | 0.0781 | 0.5446 | 0.2291 | 0.7063 |
Largest Winning Trade | 71933 | 71933 | 46218 | 17481162 | 1460051 | 17481162 |
Largest Losing Trade | -1295152 | -52755 | -1295152 | -10354260 | -5538961 | -10354260 |
Avg Bars in Trades | 99 | 104 | 93 | 99 | 104 | 93 |
Avg Bars in Winners | 67 | 73 | 62 | 72 | 76 | 69 |
Avg Bars in Losers | 158 | 165 | 151 | 150 | 154 | 145 |
Bars Traded | 7528 | 3987 | 3541 | 7528 | 3987 | 3541 |
Profit Streak | 397.2133 | 0 | 645.7133 | 397.2133 | 0 | 645.7133 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -631645 | -209016 | -577337 | -412438 | -579059 | 354001 |
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1560708000000, "last_datapoint_time": 1725926400000, "evaluation_time": 1758992832226, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 205, "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": [ [ -1099381.5736606875, 213019.6080406051, -1312401.1817012925, 1063565.4911797498, -5797613.893131669, 6861179.384311424 ], [ -1099.381574, 213.019608, -1312.401182, 1063.565491, -5797.613893, 6861.179384 ], [ -0.559909, 0.10849, -0.668399, 0.125063, 0, 0.216324 ], [ 1593.75, 1593.75, 1593.75, 1593.75, 1593.75, 1593.75 ], [ -1377142, -76366, -1440436, -15893222, -6382174, -10393964 ], [ 0.368324, 2.085741, 0.150121, 1.047309, 0.392657, 1.530413 ], [ 76, 38, 38, 76, 38, 38 ], [ 50, 25, 25, 50, 24, 26 ], [ 26, 13, 13, 26, 14, 12 ], [ 65.789474, 65.789474, 65.789474, 65.789474, 63.157895, 68.421053 ], [ 0.191528, 1.084585, 0.078063, 0.544601, 0.22905, 0.706345 ], [ 71933, 71933, 46218, 17481162, 1460051, 17481162 ], [ -1295152, -52755, -1295152, -10354260, -5538961, -10354260 ], [ 99, 104, 93, 99, 104, 93 ], [ 67, 73, 62, 72, 76, 69 ], [ 158, 165, 151, 150, 154, 145 ], [ 7528, 3987, 3541, 7528, 3987, 3541 ], [ 397.213336, 0, 645.713336, 397.213336, 0, 645.713336 ], [ 1, 0, 6, 1, 0, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -631645, -209016, -577337, -412438, -579059, 354001 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1560708000000, "last_datapoint_time": 1725926400000, "evaluation_time": 1758992832226, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 205, "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) |
---|