Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5422872.0848 | 5574401.9783 | -151529.8935 | 40391.9318 | 287478.0506 | -247086.1188 |
Total P&L (%) | 5422.8721 | 5574.402 | -151.5299 | 40.3919 | 287.4781 | -247.0861 |
Avg Daily Profit (%) | 2.7618 | 2.839 | -0.0772 | 0.0173 | 0.069 | 0 |
Buy And Hold Return (%) | 1471.6653 | 1471.6653 | 1471.6653 | 1471.6653 | 1471.6653 | 1471.6653 |
Max Trade Drawdown | -215269 | -80989 | -200816 | -489693 | -239126 | -304635 |
Profit Factor | 10.6363 | 21.1992 | 0.4716 | 1.0444 | 1.6503 | 0.472 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 20 | 14 | 6 | 20 | 14 | 6 |
Losing Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Profitability (%) | 29.4118 | 41.1765 | 17.6471 | 29.4118 | 41.1765 | 17.6471 |
Ratio Avg Win / Avg Loss | 25.5271 | 30.2846 | 2.2009 | 2.5065 | 2.3576 | 2.2026 |
Largest Winning Trade | 5695353 | 5695353 | 48171 | 462051 | 462051 | 85264 |
Largest Losing Trade | -49303 | -49303 | -40165 | -115661 | -115661 | -79138 |
Avg Bars in Trades | 110 | 106 | 114 | 110 | 106 | 114 |
Avg Bars in Winners | 227 | 183 | 332 | 227 | 183 | 332 |
Avg Bars in Losers | 61 | 52 | 68 | 61 | 52 | 68 |
Bars Traded | 7517 | 3618 | 3899 | 7517 | 3618 | 3899 |
Profit Streak | 0 | 0 | 551.7028 | 0 | 0 | 551.7028 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103253 | 633772 | -639655 | -630283 | -266897 | -639655 |
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1560945600000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759207925744, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 216, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 28, "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": [ [ 5422872.084801208, 5574401.978254552, -151529.8934533457, 40391.9318196081, 287478.0505896395, -247086.1187700313 ], [ 5422.872085, 5574.401978, -151.529893, 40.391932, 287.478051, -247.086119 ], [ 2.76184, 2.839013, -0.077173, 0.01728, 0.069007, 0 ], [ 1471.665286, 1471.665286, 1471.665286, 1471.665286, 1471.665286, 1471.665286 ], [ -215269, -80989, -200816, -489693, -239126, -304635 ], [ 10.636274, 21.199221, 0.471625, 1.044386, 1.650297, 0.471982 ], [ 68, 34, 34, 68, 34, 34 ], [ 20, 14, 6, 20, 14, 6 ], [ 48, 20, 28, 48, 20, 28 ], [ 29.411765, 41.176471, 17.647059, 29.411765, 41.176471, 17.647059 ], [ 25.527058, 30.284601, 2.200918, 2.506526, 2.357568, 2.202585 ], [ 5695353, 5695353, 48171, 462051, 462051, 85264 ], [ -49303, -49303, -40165, -115661, -115661, -79138 ], [ 110, 106, 114, 110, 106, 114 ], [ 227, 183, 332, 227, 183, 332 ], [ 61, 52, 68, 61, 52, 68 ], [ 7517, 3618, 3899, 7517, 3618, 3899 ], [ 0, 0, 551.702844, 0, 0, 551.702844 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -103253, 633772, -639655, -630283, -266897, -639655 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1560945600000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759207925744, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 216, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 28, "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) |
---|