Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6458740.4529 | 6576502.4931 | -117762.0403 | 326935.275 | 1627366.7569 | -1300431.482 |
Total P&L (%) | 6458.7405 | 6576.5025 | -117.762 | 326.9353 | 1627.3668 | -1300.4315 |
Avg Daily Profit (%) | 3.7926 | 3.8617 | -0.0692 | 0.0853 | 0.1674 | 0 |
Buy And Hold Return (%) | 2108.3818 | 2108.3818 | 2108.3818 | 2108.3818 | 2108.3818 | 2108.3818 |
Max Trade Drawdown | -172216 | -115972 | -106023 | -3809491 | -2781736 | -1622627 |
Profit Factor | 10.8373 | 17.6159 | 0.5484 | 1.0303 | 1.2344 | 0.6605 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Profitability (%) | 34.127 | 33.3333 | 34.9206 | 34.127 | 33.3333 | 34.9206 |
Ratio Avg Win / Avg Loss | 20.9184 | 35.2317 | 1.022 | 1.9888 | 2.4688 | 1.231 |
Largest Winning Trade | 6607884 | 6607884 | 27345 | 2854207 | 2854207 | 508273 |
Largest Losing Trade | -39138 | -39138 | -27162 | -1416146 | -1416146 | -520783 |
Avg Bars in Trades | 155 | 254 | 55 | 155 | 254 | 55 |
Avg Bars in Winners | 269 | 486 | 63 | 269 | 486 | 63 |
Avg Bars in Losers | 95 | 138 | 51 | 95 | 138 | 51 |
Bars Traded | 19555 | 16052 | 3503 | 19555 | 16052 | 3503 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 554345 | -132092 | -731933 | -436772 | -310663 | -731933 |
{ "trading_pair": "MATIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20436, "evaluation_days": 1703, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579680000000, "last_datapoint_time": 1725933600000, "evaluation_time": 1759620613506, "expiration_time": 1731230611200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 66, "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": [ [ 6458740.452867075, 6576502.493124036, -117762.0402569599, 326935.2749731942, 1627366.7569339995, -1300431.4819608047 ], [ 6458.740453, 6576.502493, -117.76204, 326.935275, 1627.366757, -1300.431482 ], [ 3.792566, 3.861716, -0.06915, 0.085266, 0.167444, 0 ], [ 2108.381839, 2108.381839, 2108.381839, 2108.381839, 2108.381839, 2108.381839 ], [ -172216, -115972, -106023, -3809491, -2781736, -1622627 ], [ 10.837256, 17.61587, 0.548394, 1.030344, 1.23438, 0.660537 ], [ 126, 63, 63, 126, 63, 63 ], [ 43, 21, 22, 43, 21, 22 ], [ 83, 42, 41, 83, 42, 41 ], [ 34.126984, 33.333333, 34.920635, 34.126984, 33.333333, 34.920635 ], [ 20.918425, 35.231741, 1.022007, 1.988804, 2.468759, 1.231001 ], [ 6607884, 6607884, 27345, 2854207, 2854207, 508273 ], [ -39138, -39138, -27162, -1416146, -1416146, -520783 ], [ 155, 254, 55, 155, 254, 55 ], [ 269, 486, 63, 269, 486, 63 ], [ 95, 138, 51, 95, 138, 51 ], [ 19555, 16052, 3503, 19555, 16052, 3503 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 554345, -132092, -731933, -436772, -310663, -731933 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20436, "evaluation_days": 1703, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579680000000, "last_datapoint_time": 1725933600000, "evaluation_time": 1759620613506, "expiration_time": 1731230611200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 66, "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) |
---|