| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1760785.4836 | 87561.6333 | -1848347.1169 | 134532.1723 | -3620748.8238 | 3755280.996 |
| Total P&L (%) | -1760.7855 | 87.5616 | -1848.3471 | 134.5322 | -3620.7488 | 3755.281 |
| Avg Daily Profit (%) | -0.8965 | 0.0446 | -0.9411 | 0.0434 | 0 | 0.1861 |
| Buy And Hold Return (%) | 1184.7951 | 1184.7951 | 1184.7951 | 1184.7951 | 1184.7951 | 1184.7951 |
| Max Trade Drawdown | -1914103 | -86279 | -1957864 | -4090098 | -3814429 | -2178357 |
| Profit Factor | 0.2928 | 1.3066 | 0.1614 | 1.0132 | 0.2631 | 1.7094 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 59 | 29 | 30 | 55 | 26 | 29 |
| Losing Trades | 33 | 17 | 16 | 37 | 20 | 17 |
| Profitability (%) | 64.1304 | 63.0435 | 65.2174 | 59.7826 | 56.5217 | 63.0435 |
| Ratio Avg Win / Avg Loss | 0.1638 | 0.7659 | 0.0861 | 0.6816 | 0.2024 | 1.0021 |
| Largest Winning Trade | 50570 | 50570 | 50495 | 7532124 | 499842 | 7532124 |
| Largest Losing Trade | -1643447 | -59690 | -1643447 | -1468641 | -1286881 | -1468641 |
| Avg Bars in Trades | 62 | 63 | 60 | 62 | 63 | 60 |
| Avg Bars in Winners | 30 | 31 | 28 | 32 | 33 | 32 |
| Avg Bars in Losers | 119 | 119 | 119 | 105 | 103 | 107 |
| Bars Traded | 5710 | 2936 | 2774 | 5710 | 2936 | 2774 |
| Profit Streak | 438.7941 | 438.7941 | 557.7941 | 438.7941 | 438.7941 | 557.7941 |
| Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577084 | -298333 | -577380 | -505545 | -579273 | 367296 |
{
"trading_pair": "MATIC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5892,
"evaluation_days": 1964,
"actual_first_datapoint_time": 1556265600000,
"first_datapoint_time": 1558454400000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1759028609615,
"expiration_time": 1731017088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 38,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 77,
"offset": 0,
"std": 2.81789
}
}
} {
"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": [
[
-1760785.4836171775,
87561.6332868165,
-1848347.1169039945,
134532.1722628188,
-3620748.8237692593,
3755280.9960320774
],
[
-1760.785484,
87.561633,
-1848.347117,
134.532172,
-3620.748824,
3755.280996
],
[
-0.89653,
0.044583,
-0.941114,
0.043412,
0,
0.186122
],
[
1184.795124,
1184.795124,
1184.795124,
1184.795124,
1184.795124,
1184.795124
],
[
-1914103,
-86279,
-1957864,
-4090098,
-3814429,
-2178357
],
[
0.292809,
1.306565,
0.161446,
1.01318,
0.263137,
1.70938
],
[
92,
46,
46,
92,
46,
46
],
[
59,
29,
30,
55,
26,
29
],
[
33,
17,
16,
37,
20,
17
],
[
64.130435,
63.043478,
65.217391,
59.782609,
56.521739,
63.043478
],
[
0.163775,
0.765917,
0.086105,
0.681594,
0.202413,
1.00205
],
[
50570,
50570,
50495,
7532124,
499842,
7532124
],
[
-1643447,
-59690,
-1643447,
-1468641,
-1286881,
-1468641
],
[
62,
63,
60,
62,
63,
60
],
[
30,
31,
28,
32,
33,
32
],
[
119,
119,
119,
105,
103,
107
],
[
5710,
2936,
2774,
5710,
2936,
2774
],
[
438.794093,
438.794093,
557.794093,
438.794093,
438.794093,
557.794093
],
[
3,
1,
4,
3,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577084,
-298333,
-577380,
-505545,
-579273,
367296
]
]
}
{
"trading_pair": "MATIC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5892,
"evaluation_days": 1964,
"actual_first_datapoint_time": 1556265600000,
"first_datapoint_time": 1558454400000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1759028609615,
"expiration_time": 1731017088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 38,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 77,
"offset": 0,
"std": 2.81789
}
}
}
| # | 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) |
|---|