| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 5038968.3538 | 5059493.2116 | -20524.8578 | 1575160.8533 | 3802738.8413 | -2227577.988 |
| Total P&L (%) | 5038.9684 | 5059.4932 | -20.5249 | 1575.1609 | 3802.7388 | -2227.578 |
| Avg Daily Profit (%) | 2.9589 | 2.9709 | -0.0121 | 0.1656 | 0.2154 | 0 |
| Buy And Hold Return (%) | 2292.1816 | 2292.1816 | 2292.1816 | 2292.1816 | 2292.1816 | 2292.1816 |
| Max Trade Drawdown | -127597 | -106851 | -43963 | -7732863 | -5591071 | -2486618 |
| Profit Factor | 14.796 | 19.2593 | 0.7672 | 1.1107 | 1.3586 | 0.3856 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
| Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
| Profitability (%) | 39.2405 | 33.3333 | 45 | 39.2405 | 33.3333 | 45 |
| Ratio Avg Win / Avg Loss | 22.9099 | 38.5185 | 0.9377 | 1.7198 | 2.7173 | 0.4713 |
| Largest Winning Trade | 5054167 | 5054167 | 11069 | 6145886 | 6145886 | 141467 |
| Largest Losing Trade | -43976 | -43976 | -13600 | -1976707 | -1976707 | -770213 |
| Avg Bars in Trades | 242 | 485 | 5 | 242 | 485 | 5 |
| Avg Bars in Winners | 309 | 729 | 5 | 309 | 729 | 5 |
| Avg Bars in Losers | 200 | 364 | 5 | 200 | 364 | 5 |
| Bars Traded | 19184 | 18951 | 233 | 19184 | 18951 | 233 |
| Profit Streak | 463.6518 | 463.6518 | 555.8185 | 463.6518 | 463.6518 | 555.8185 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -16122 | 439040 | -581457 | -289803 | -5315 | -581457 |
{
"trading_pair": "MATIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20436,
"evaluation_days": 1703,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579910400000,
"last_datapoint_time": 1725933600000,
"evaluation_time": 1760146717411,
"expiration_time": 1731230611200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
5038968.353753933,
5059493.211598802,
-20524.8578448686,
1575160.8532779831,
3802738.841287095,
-2227577.988009111
],
[
5038.968354,
5059.493212,
-20.524858,
1575.160853,
3802.738841,
-2227.577988
],
[
2.958877,
2.97093,
-0.012052,
0.165639,
0.215397,
0
],
[
2292.181589,
2292.181589,
2292.181589,
2292.181589,
2292.181589,
2292.181589
],
[
-127597,
-106851,
-43963,
-7732863,
-5591071,
-2486618
],
[
14.796003,
19.259259,
0.767177,
1.110701,
1.358632,
0.385583
],
[
79,
39,
40,
79,
39,
40
],
[
31,
13,
18,
31,
13,
18
],
[
48,
26,
22,
48,
26,
22
],
[
39.240506,
33.333333,
45,
39.240506,
33.333333,
45
],
[
22.90994,
38.518517,
0.937661,
1.719795,
2.717264,
0.471268
],
[
5054167,
5054167,
11069,
6145886,
6145886,
141467
],
[
-43976,
-43976,
-13600,
-1976707,
-1976707,
-770213
],
[
242,
485,
5,
242,
485,
5
],
[
309,
729,
5,
309,
729,
5
],
[
200,
364,
5,
200,
364,
5
],
[
19184,
18951,
233,
19184,
18951,
233
],
[
463.651822,
463.651822,
555.818488,
463.651822,
463.651822,
555.818489
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-16122,
439040,
-581457,
-289803,
-5315,
-581457
]
]
}
{
"trading_pair": "MATIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20436,
"evaluation_days": 1703,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579910400000,
"last_datapoint_time": 1725933600000,
"evaluation_time": 1760146717411,
"expiration_time": 1731230611200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|