Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1653150.1421 | 69690.6405 | -1722840.7826 | -26915.4061 | -4106250.6602 | 4079335.2541 |
Total P&L (%) | -1653.1501 | 69.6906 | -1722.8408 | -26.9154 | -4106.2507 | 4079.3353 |
Avg Daily Profit (%) | -0.8419 | 0.0355 | -0.8774 | -0.016 | 0 | 0.1903 |
Buy And Hold Return (%) | 1234.0366 | 1234.0366 | 1234.0366 | 1234.0366 | 1234.0366 | 1234.0366 |
Max Trade Drawdown | -1787043 | -138489 | -1822776 | -8182249 | -4159906 | -4917678 |
Profit Factor | 0.3571 | 1.169 | 0.202 | 0.9986 | 0.5212 | 1.3613 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 231 | 115 | 116 | 213 | 104 | 109 |
Losing Trades | 63 | 32 | 31 | 81 | 43 | 38 |
Profitability (%) | 78.5714 | 78.2313 | 78.9116 | 72.449 | 70.7483 | 74.1497 |
Ratio Avg Win / Avg Loss | 0.0974 | 0.3253 | 0.054 | 0.3798 | 0.2155 | 0.4746 |
Largest Winning Trade | 41976 | 41976 | 15838 | 12444210 | 1889796 | 12444210 |
Largest Losing Trade | -1528694 | -57721 | -1528694 | -2441119 | -2076903 | -2441119 |
Avg Bars in Trades | 25 | 26 | 24 | 25 | 26 | 24 |
Avg Bars in Winners | 9 | 9 | 8 | 10 | 10 | 9 |
Avg Bars in Losers | 87 | 88 | 86 | 67 | 67 | 67 |
Bars Traded | 7613 | 3961 | 3653 | 7613 | 3961 | 3653 |
Profit Streak | 402.4201 | 0 | 559.1701 | 402.4201 | 0 | 559.1701 |
Trades During Streak | 1 | 0 | 13 | 1 | 0 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574673 | -343547 | -575152 | -575466 | -577975 | 310932 |
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{ "first_band": { "type": "ssf", "factors": { "length": 4, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 153, "offset": 0, "std": 4.68803 } } }
{ "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": [ [ -1653150.1421211476, 69690.6405203855, -1722840.7826415335, -26915.4060960528, -4106250.660222051, 4079335.2541259998 ], [ -1653.150142, 69.690641, -1722.840783, -26.915406, -4106.25066, 4079.335254 ], [ -0.84194, 0.035493, -0.877434, -0.015968, 0, 0.190287 ], [ 1234.036568, 1234.036568, 1234.036568, 1234.036568, 1234.036568, 1234.036568 ], [ -1787043, -138489, -1822776, -8182249, -4159906, -4917678 ], [ 0.357093, 1.16896, 0.201981, 0.998645, 0.521192, 1.361256 ], [ 294, 147, 147, 294, 147, 147 ], [ 231, 115, 116, 213, 104, 109 ], [ 63, 32, 31, 81, 43, 38 ], [ 78.571429, 78.231293, 78.911565, 72.44898, 70.748299, 74.14966 ], [ 0.097389, 0.325276, 0.053978, 0.379767, 0.215493, 0.474566 ], [ 41976, 41976, 15838, 12444210, 1889796, 12444210 ], [ -1528694, -57721, -1528694, -2441119, -2076903, -2441119 ], [ 25, 26, 24, 25, 26, 24 ], [ 9, 9, 8, 10, 10, 9 ], [ 87, 88, 86, 67, 67, 67 ], [ 7613, 3961, 3653, 7613, 3961, 3653 ], [ 402.420128, 0, 559.170128, 402.420128, 0, 559.170128 ], [ 1, 0, 13, 1, 0, 13 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574673, -343547, -575152, -575466, -577975, 310932 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1558612800000, "last_datapoint_time": 1725926400000, "evaluation_time": 1758924299069, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 4, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 153, "offset": 0, "std": 4.68803 } } }
# | 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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