Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1684079.7989 | 70713.4425 | -1754793.2414 | 125647.7442 | -7164603.3954 | 7290251.1396 |
Total P&L (%) | -1684.0798 | 70.7134 | -1754.7932 | 125.6477 | -7164.6034 | 7290.2511 |
Avg Daily Profit (%) | -0.9889 | 0.0415 | -1.0304 | 0.0478 | 0 | 0.253 |
Buy And Hold Return (%) | 1986.9087 | 1986.9087 | 1986.9087 | 1986.9087 | 1986.9087 | 1986.9087 |
Max Trade Drawdown | -1831842 | -123817 | -1848490 | -7952276 | -7341589 | -4024197 |
Profit Factor | 0.274 | 1.2714 | 0.1478 | 1.0069 | 0.1949 | 1.7824 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 48 | 22 | 26 | 44 | 19 | 25 |
Losing Trades | 34 | 19 | 15 | 38 | 22 | 16 |
Profitability (%) | 58.5366 | 53.6585 | 63.4146 | 53.6585 | 46.3415 | 60.9756 |
Ratio Avg Win / Avg Loss | 0.1941 | 1.098 | 0.0853 | 0.8696 | 0.2257 | 1.1407 |
Largest Winning Trade | 63661 | 63661 | 56561 | 14572644 | 911940 | 14572644 |
Largest Losing Trade | -1532499 | -59639 | -1532499 | -2984219 | -2984219 | -2883851 |
Avg Bars in Trades | 242 | 245 | 238 | 242 | 245 | 238 |
Avg Bars in Winners | 114 | 107 | 120 | 127 | 117 | 135 |
Avg Bars in Losers | 422 | 406 | 443 | 374 | 357 | 399 |
Bars Traded | 19854 | 10078 | 9776 | 19854 | 10078 | 9776 |
Profit Streak | 409.2007 | 0 | 564.2841 | 409.2007 | 0 | 564.2841 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -587585 | -302801 | -577669 | -517178 | -582165 | 397298 |
{ "trading_pair": "MATIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20436, "evaluation_days": 1703, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580392800000, "last_datapoint_time": 1725933600000, "evaluation_time": 1759596544316, "expiration_time": 1731230611200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 218, "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": [ [ -1684079.798896349, 70713.4425148165, -1754793.2414111658, 125647.7441562614, -7164603.395403378, 7290251.139559639 ], [ -1684.079799, 70.713443, -1754.793241, 125.647744, -7164.603395, 7290.25114 ], [ -0.98889, 0.041523, -1.030413, 0.047798, 0, 0.252976 ], [ 1986.908691, 1986.908691, 1986.908691, 1986.908691, 1986.908691, 1986.908691 ], [ -1831842, -123817, -1848490, -7952276, -7341589, -4024197 ], [ 0.273994, 1.271387, 0.147782, 1.006897, 0.194946, 1.782354 ], [ 82, 41, 41, 82, 41, 41 ], [ 48, 22, 26, 44, 19, 25 ], [ 34, 19, 15, 38, 22, 16 ], [ 58.536585, 53.658537, 63.414634, 53.658537, 46.341463, 60.97561 ], [ 0.194079, 1.098016, 0.085259, 0.869593, 0.225727, 1.140707 ], [ 63661, 63661, 56561, 14572644, 911940, 14572644 ], [ -1532499, -59639, -1532499, -2984219, -2984219, -2883851 ], [ 242, 245, 238, 242, 245, 238 ], [ 114, 107, 120, 127, 117, 135 ], [ 422, 406, 443, 374, 357, 399 ], [ 19854, 10078, 9776, 19854, 10078, 9776 ], [ 409.200744, 0, 564.284078, 409.200744, 0, 564.284078 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -587585, -302801, -577669, -517178, -582165, 397298 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20436, "evaluation_days": 1703, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580392800000, "last_datapoint_time": 1725933600000, "evaluation_time": 1759596544316, "expiration_time": 1731230611200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 218, "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) |
---|