Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1601090.1362 | 151452.1934 | -1752542.3296 | -90455.4356 | -3960485.856 | 3870030.4203 |
Total P&L (%) | -1601.0901 | 151.4522 | -1752.5423 | -90.4554 | -3960.4859 | 3870.0304 |
Avg Daily Profit (%) | -0.8152 | 0.0771 | -0.8923 | -0.1195 | 0 | 0.1876 |
Buy And Hold Return (%) | 1595.2636 | 1595.2636 | 1595.2636 | 1595.2636 | 1595.2636 | 1595.2636 |
Max Trade Drawdown | -1767135 | -149292 | -1866784 | -8214423 | -4187336 | -4174168 |
Profit Factor | 0.3916 | 1.3565 | 0.2058 | 0.9908 | 0.1893 | 1.7787 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 185 | 91 | 94 | 181 | 86 | 95 |
Losing Trades | 119 | 61 | 58 | 123 | 66 | 57 |
Profitability (%) | 60.8553 | 59.8684 | 61.8421 | 59.5395 | 56.5789 | 62.5 |
Ratio Avg Win / Avg Loss | 0.2519 | 0.9093 | 0.127 | 0.6733 | 0.1453 | 1.0672 |
Largest Winning Trade | 70456 | 70456 | 25183 | 8018250 | 112417 | 8018250 |
Largest Losing Trade | -1642752 | -52707 | -1642752 | -3219009 | -3219009 | -3049224 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 34 | 33 | 35 | 33 | 32 | 34 |
Bars Traded | 5665 | 2830 | 2835 | 5665 | 2830 | 2835 |
Profit Streak | 389.3801 | 0 | 393.0468 | 389.3801 | 0 | 393.0468 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576917 | -255204 | -577760 | -577087 | -579406 | 332895 |
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{ "first_band": { "type": "alma", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 200, "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": [ [ -1601090.1362182621, 151452.1933753182, -1752542.3295935807, -90455.4356013278, -3960485.855951034, 3870030.420349702 ], [ -1601.090136, 151.452193, -1752.54233, -90.455436, -3960.485856, 3870.03042 ], [ -0.815219, 0.077114, -0.892333, -0.119541, 0, 0.187618 ], [ 1595.263628, 1595.263628, 1595.263628, 1595.263628, 1595.263628, 1595.263628 ], [ -1767135, -149292, -1866784, -8214423, -4187336, -4174168 ], [ 0.391584, 1.3565, 0.205823, 0.990821, 0.189279, 1.7787 ], [ 304, 152, 152, 304, 152, 152 ], [ 185, 91, 94, 181, 86, 95 ], [ 119, 61, 58, 123, 66, 57 ], [ 60.855263, 59.868421, 61.842105, 59.539474, 56.578947, 62.5 ], [ 0.251884, 0.909302, 0.126997, 0.673321, 0.145261, 1.06722 ], [ 70456, 70456, 25183, 8018250, 112417, 8018250 ], [ -1642752, -52707, -1642752, -3219009, -3219009, -3049224 ], [ 18, 18, 18, 18, 18, 18 ], [ 8, 8, 8, 8, 8, 8 ], [ 34, 33, 35, 33, 32, 34 ], [ 5665, 2830, 2835, 5665, 2830, 2835 ], [ 389.3801, 0, 393.046766, 389.3801, 0, 393.046766 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576917, -255204, -577760, -577087, -579406, 332895 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5892, "evaluation_days": 1964, "actual_first_datapoint_time": 1556265600000, "first_datapoint_time": 1561996800000, "last_datapoint_time": 1725926400000, "evaluation_time": 1758992840620, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 200, "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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