| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 4261316.314 | 4344998.2789 | -83681.9649 | -254538.5206 | -152995.5095 | -101543.0111 |
| Total P&L (%) | 4261.3163 | 4344.9983 | -83.682 | -254.5385 | -152.9955 | -101.543 |
| Avg Daily Profit (%) | 2.1703 | 2.2129 | -0.0426 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 1785.6859 | 1785.6859 | 1785.6859 | 1785.6859 | 1785.6859 | 1785.6859 |
| Max Trade Drawdown | -205258 | -62327 | -189340 | -591104 | -362072 | -229031 |
| Profit Factor | 7.8525 | 16.7903 | 0.7586 | 0.7644 | 0.7397 | 0.794 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 25 | 13 | 12 | 28 | 15 | 13 |
| Losing Trades | 34 | 17 | 17 | 31 | 15 | 16 |
| Profitability (%) | 42.3729 | 43.3333 | 41.3793 | 47.4576 | 50 | 44.8276 |
| Ratio Avg Win / Avg Loss | 10.6794 | 21.9565 | 1.0747 | 0.8463 | 0.7397 | 0.9772 |
| Largest Winning Trade | 4286930 | 4286930 | 58985 | 74206 | 74206 | 68743 |
| Largest Losing Trade | -108028 | -62327 | -108028 | -125389 | -125389 | -102470 |
| Avg Bars in Trades | 130 | 125 | 134 | 130 | 125 | 134 |
| Avg Bars in Winners | 201 | 202 | 199 | 91 | 81 | 103 |
| Avg Bars in Losers | 77 | 66 | 89 | 165 | 170 | 160 |
| Bars Traded | 7686 | 3772 | 3914 | 7686 | 3772 | 3914 |
| Profit Streak | 0 | 0 | 590.9821 | 394.7321 | 548.4821 | 0 |
| Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -163895 | 586079 | -581560 | -760680 | -579866 | -582844 |
{
"trading_pair": "MATIC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7854,
"evaluation_days": 1963.5,
"actual_first_datapoint_time": 1556280000000,
"first_datapoint_time": 1559498400000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1758821652983,
"expiration_time": 1731015792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 172,
"offset": 0,
"poles": 2
}
}
}
{
"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": [
[
4261316.313973734,
4344998.278921271,
-83681.9649475382,
-254538.520585756,
-152995.5094832469,
-101543.0111025091
],
[
4261.316314,
4344.998279,
-83.681965,
-254.538521,
-152.995509,
-101.543011
],
[
2.170266,
2.212884,
-0.042619,
0,
0,
0
],
[
1785.685885,
1785.685885,
1785.685885,
1785.685885,
1785.685885,
1785.685885
],
[
-205258,
-62327,
-189340,
-591104,
-362072,
-229031
],
[
7.852481,
16.790271,
0.75863,
0.764433,
0.739678,
0.793955
],
[
59,
30,
29,
59,
30,
29
],
[
25,
13,
12,
28,
15,
13
],
[
34,
17,
17,
31,
15,
16
],
[
42.372881,
43.333333,
41.37931,
47.457627,
50,
44.827586
],
[
10.679374,
21.956508,
1.074725,
0.846336,
0.739678,
0.977176
],
[
4286930,
4286930,
58985,
74206,
74206,
68743
],
[
-108028,
-62327,
-108028,
-125389,
-125389,
-102470
],
[
130,
125,
134,
130,
125,
134
],
[
201,
202,
199,
91,
81,
103
],
[
77,
66,
89,
165,
170,
160
],
[
7686,
3772,
3914,
7686,
3772,
3914
],
[
0,
0,
590.982095,
394.732095,
548.482095,
0
],
[
0,
0,
2,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-163895,
586079,
-581560,
-760680,
-579866,
-582844
]
]
}
{
"trading_pair": "MATIC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7854,
"evaluation_days": 1963.5,
"actual_first_datapoint_time": 1556280000000,
"first_datapoint_time": 1559498400000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1758821652983,
"expiration_time": 1731015792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 172,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|