| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 955620.5261 | 860660.3521 | 94960.174 | 16356788.6224 | 9165425.669 | 7191362.9534 |
| Total P&L (%) | 955.6205 | 860.6604 | 94.9602 | 16356.7886 | 9165.4257 | 7191.363 |
| Avg Daily Profit (%) | 0.5611 | 0.5054 | 0.0558 | 0.3001 | 0.2663 | 0.2522 |
| Buy And Hold Return (%) | 2121.3115 | 2121.3115 | 2121.3115 | 2121.3115 | 2121.3115 | 2121.3115 |
| Max Trade Drawdown | -128323 | -70538 | -180236 | -6217012 | -5930092 | -2916542 |
| Profit Factor | 1.7163 | 2.5413 | 1.1224 | 1.3598 | 1.4337 | 1.2957 |
| Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
| Winning Trades | 200 | 110 | 90 | 200 | 110 | 90 |
| Losing Trades | 214 | 97 | 117 | 214 | 97 | 117 |
| Profitability (%) | 48.3092 | 53.1401 | 43.4783 | 48.3092 | 53.1401 | 43.4783 |
| Ratio Avg Win / Avg Loss | 1.8364 | 2.2409 | 1.4591 | 1.455 | 1.2642 | 1.6844 |
| Largest Winning Trade | 212743 | 212743 | 57647 | 3667676 | 3667676 | 3375892 |
| Largest Losing Trade | -58172 | -31861 | -58172 | -2060574 | -2060574 | -1558635 |
| Avg Bars in Trades | 48 | 50 | 46 | 48 | 50 | 46 |
| Avg Bars in Winners | 59 | 57 | 63 | 59 | 57 | 63 |
| Avg Bars in Losers | 38 | 43 | 34 | 38 | 43 | 34 |
| Bars Traded | 20159 | 10469 | 9690 | 20159 | 10469 | 9690 |
| 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 | -149894 | -149350 | -372108 | 390580 | 306105 | 175671 |
{
"trading_pair": "MATIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20436,
"evaluation_days": 1703,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579615200000,
"last_datapoint_time": 1725933600000,
"evaluation_time": 1759853755837,
"expiration_time": 1731230611200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 82,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 124,
"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": [
[
955620.5260995096,
860660.3521264554,
94960.1739730541,
16356788.622384217,
9165425.66895504,
7191362.953429184
],
[
955.620526,
860.660352,
94.960174,
16356.788622,
9165.425669,
7191.362953
],
[
0.561139,
0.505379,
0.055761,
0.300116,
0.266289,
0.252183
],
[
2121.311475,
2121.311475,
2121.311475,
2121.311475,
2121.311475,
2121.311475
],
[
-128323,
-70538,
-180236,
-6217012,
-5930092,
-2916542
],
[
1.716305,
2.541259,
1.122421,
1.359839,
1.43367,
1.295681
],
[
414,
207,
207,
414,
207,
207
],
[
200,
110,
90,
200,
110,
90
],
[
214,
97,
117,
214,
97,
117
],
[
48.309179,
53.140097,
43.478261,
48.309179,
53.140097,
43.478261
],
[
1.836446,
2.240928,
1.459148,
1.455028,
1.264237,
1.684386
],
[
212743,
212743,
57647,
3667676,
3667676,
3375892
],
[
-58172,
-31861,
-58172,
-2060574,
-2060574,
-1558635
],
[
48,
50,
46,
48,
50,
46
],
[
59,
57,
63,
59,
57,
63
],
[
38,
43,
34,
38,
43,
34
],
[
20159,
10469,
9690,
20159,
10469,
9690
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149894,
-149350,
-372108,
390580,
306105,
175671
]
]
}
{
"trading_pair": "MATIC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 20436,
"evaluation_days": 1703,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579615200000,
"last_datapoint_time": 1725933600000,
"evaluation_time": 1759853755837,
"expiration_time": 1731230611200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 82,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 124,
"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) |
|---|