Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6041671.4238 | 6177763.9948 | -136092.571 | 6798.7525 | 6926.908 | -128.1555 |
Total P&L (%) | 6041.6714 | 6177.764 | -136.0926 | 6.7988 | 6.9269 | -0.1282 |
Avg Daily Profit (%) | 3.077 | 3.1463 | -0.0693 | 0.0034 | 0.0034 | -0.0001 |
Buy And Hold Return (%) | 1786.6236 | 1786.6236 | 1786.6236 | 1786.6236 | 1786.6236 | 1786.6236 |
Max Trade Drawdown | -309285 | -116588 | -232036 | -72690 | -41283 | -69422 |
Profit Factor | 11.0169 | 21.8179 | 0.5558 | 1.0244 | 1.0415 | 0.9989 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 29.5082 | 32.2581 | 26.6667 | 29.5082 | 32.2581 | 26.6667 |
Ratio Avg Win / Avg Loss | 26.3183 | 45.8175 | 1.5285 | 2.4472 | 2.1872 | 2.7469 |
Largest Winning Trade | 6295597 | 6295597 | 47736 | 82698 | 82698 | 43495 |
Largest Losing Trade | -65677 | -58146 | -65677 | -27812 | -27812 | -19033 |
Avg Bars in Trades | 124 | 123 | 125 | 124 | 123 | 125 |
Avg Bars in Winners | 274 | 252 | 302 | 274 | 252 | 302 |
Avg Bars in Losers | 61 | 61 | 61 | 61 | 61 | 61 |
Bars Traded | 7602 | 3825 | 3777 | 7602 | 3825 | 3777 |
Profit Streak | 0 | 0 | 905.0673 | 0 | 0 | 905.0673 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155324 | 507138 | -599173 | -722917 | -534702 | -599173 |
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{ "first_band": { "type": "sma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 139, "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": [ [ 6041671.423801824, 6177763.994807781, -136092.5710059547, 6798.7524898478, 6926.907972554, -128.1554827062 ], [ 6041.671424, 6177.763995, -136.092571, 6.798752, 6.926908, -0.128155 ], [ 3.076991, 3.146302, -0.069311, 0.00335, 0.003411, -6.5e-5 ], [ 1786.62357, 1786.62357, 1786.62357, 1786.62357, 1786.62357, 1786.62357 ], [ -309285, -116588, -232036, -72690, -41283, -69422 ], [ 11.016946, 21.817875, 0.555822, 1.024399, 1.041536, 0.998855 ], [ 61, 31, 30, 61, 31, 30 ], [ 18, 10, 8, 18, 10, 8 ], [ 43, 21, 22, 43, 21, 22 ], [ 29.508197, 32.258065, 26.666667, 29.508197, 32.258065, 26.666667 ], [ 26.31826, 45.817537, 1.528511, 2.447175, 2.187226, 2.74685 ], [ 6295597, 6295597, 47736, 82698, 82698, 43495 ], [ -65677, -58146, -65677, -27812, -27812, -19033 ], [ 124, 123, 125, 124, 123, 125 ], [ 274, 252, 302, 274, 252, 302 ], [ 61, 61, 61, 61, 61, 61 ], [ 7602, 3825, 3777, 7602, 3825, 3777 ], [ 0, 0, 905.067303, 0, 0, 905.067303 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -155324, 507138, -599173, -722917, -534702, -599173 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559282400000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759693015013, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 139, "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) |
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