Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1822361.6061 | 80415.8539 | -1902777.46 | 1060960.3162 | -4331727.7446 | 5392688.0609 |
Total P&L (%) | -1822.3616 | 80.4159 | -1902.7775 | 1060.9603 | -4331.7277 | 5392.6881 |
Avg Daily Profit (%) | -0.9279 | 0.0409 | -0.9688 | 0.1249 | 0 | 0.2042 |
Buy And Hold Return (%) | 2023.1114 | 2023.1114 | 2023.1114 | 2023.1114 | 2023.1114 | 2023.1114 |
Max Trade Drawdown | -1935394 | -100749 | -1961248 | -12741997 | -10242103 | -3881833 |
Profit Factor | 0.2669 | 1.2717 | 0.1311 | 1.0335 | 0.7497 | 1.3744 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 148 | 73 | 75 | 146 | 71 | 75 |
Losing Trades | 41 | 21 | 20 | 43 | 23 | 20 |
Profitability (%) | 78.3069 | 77.6596 | 78.9474 | 77.2487 | 75.5319 | 78.9474 |
Ratio Avg Win / Avg Loss | 0.0739 | 0.3658 | 0.035 | 0.3044 | 0.2428 | 0.3665 |
Largest Winning Trade | 23403 | 23403 | 15155 | 10159563 | 1539329 | 10159563 |
Largest Losing Trade | -1690136 | -64097 | -1690136 | -6748270 | -6748270 | -3371147 |
Avg Bars in Trades | 29 | 30 | 27 | 29 | 30 | 27 |
Avg Bars in Winners | 8 | 8 | 8 | 9 | 8 | 10 |
Avg Bars in Losers | 104 | 107 | 101 | 96 | 98 | 94 |
Bars Traded | 5544 | 2892 | 2652 | 5544 | 2892 | 2652 |
Profit Streak | 406.2801 | 0 | 561.6135 | 406.2801 | 0 | 561.6135 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575255 | -302186 | -575419 | -371610 | -577493 | 320240 |
{ "trading_pair": "MATIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5892, "evaluation_days": 1964, "actual_first_datapoint_time": 1556265600000, "first_datapoint_time": 1562371200000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759329802464, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 213, "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": [ [ -1822361.60613956, 80415.8539053375, -1902777.4600448988, 1060960.3162397628, -4331727.744636696, 5392688.060876455 ], [ -1822.361606, 80.415854, -1902.77746, 1060.960316, -4331.727745, 5392.688061 ], [ -0.927883, 0.040945, -0.968828, 0.124917, 0, 0.20418 ], [ 2023.11136, 2023.11136, 2023.11136, 2023.11136, 2023.11136, 2023.11136 ], [ -1935394, -100749, -1961248, -12741997, -10242103, -3881833 ], [ 0.266931, 1.271711, 0.131141, 1.033463, 0.749651, 1.374422 ], [ 189, 94, 95, 189, 94, 95 ], [ 148, 73, 75, 146, 71, 75 ], [ 41, 21, 20, 43, 23, 20 ], [ 78.306878, 77.659574, 78.947368, 77.248677, 75.531915, 78.947368 ], [ 0.073947, 0.365835, 0.034971, 0.304376, 0.242845, 0.366513 ], [ 23403, 23403, 15155, 10159563, 1539329, 10159563 ], [ -1690136, -64097, -1690136, -6748270, -6748270, -3371147 ], [ 29, 30, 27, 29, 30, 27 ], [ 8, 8, 8, 9, 8, 10 ], [ 104, 107, 101, 96, 98, 94 ], [ 5544, 2892, 2652, 5544, 2892, 2652 ], [ 406.280121, 0, 561.613454, 406.280121, 0, 561.613454 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575255, -302186, -575419, -371610, -577493, 320240 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5892, "evaluation_days": 1964, "actual_first_datapoint_time": 1556265600000, "first_datapoint_time": 1562371200000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759329802464, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 213, "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) |
---|