Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1997575.6049 | 2155042.0152 | -157466.4103 | -20258.8025 | 190259.6493 | -210518.4518 |
Total P&L (%) | 1997.5756 | 2155.042 | -157.4664 | -20.2588 | 190.2596 | -210.5185 |
Avg Daily Profit (%) | 1.0176 | 1.0978 | -0.0802 | -0.0115 | 0.0543 | 0 |
Buy And Hold Return (%) | 1400.1977 | 1400.1977 | 1400.1977 | 1400.1977 | 1400.1977 | 1400.1977 |
Max Trade Drawdown | -321801 | -120160 | -229378 | -253644 | -136426 | -270254 |
Profit Factor | 3.3775 | 7.158 | 0.6788 | 0.9793 | 1.4885 | 0.6439 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 42.0455 | 43.1818 | 40.9091 | 42.0455 | 43.1818 | 40.9091 |
Ratio Avg Win / Avg Loss | 4.6555 | 9.4184 | 0.9805 | 1.3499 | 1.9586 | 0.93 |
Largest Winning Trade | 1907008 | 1907008 | 67664 | 148365 | 148365 | 74668 |
Largest Losing Trade | -62379 | -62379 | -55105 | -145133 | -55658 | -145133 |
Avg Bars in Trades | 131 | 120 | 141 | 131 | 120 | 141 |
Avg Bars in Winners | 203 | 192 | 216 | 203 | 192 | 216 |
Avg Bars in Losers | 78 | 65 | 90 | 78 | 65 | 90 |
Bars Traded | 11551 | 5304 | 6247 | 11551 | 5304 | 6247 |
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 | -16090 | 338332 | -584254 | -581969 | -286431 | -584254 |
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{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 42 } }, "second_band": { "type": "ssf", "factors": { "length": 122, "offset": 0, "poles": 3 } } }
{ "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": [ [ 1997575.6049026866, 2155042.015185582, -157466.410282896, -20258.8024837269, 190259.6493049, -210518.4517886269 ], [ 1997.575605, 2155.042015, -157.46641, -20.258802, 190.259649, -210.518452 ], [ 1.017614, 1.097831, -0.080217, -0.011532, 0.054299, 0 ], [ 1400.197707, 1400.197707, 1400.197707, 1400.197707, 1400.197707, 1400.197707 ], [ -321801, -120160, -229378, -253644, -136426, -270254 ], [ 3.377549, 7.157961, 0.678786, 0.97934, 1.488504, 0.643862 ], [ 88, 44, 44, 88, 44, 44 ], [ 37, 19, 18, 37, 19, 18 ], [ 51, 25, 26, 51, 25, 26 ], [ 42.045455, 43.181818, 40.909091, 42.045455, 43.181818, 40.909091 ], [ 4.655541, 9.41837, 0.980468, 1.349901, 1.958558, 0.930023 ], [ 1907008, 1907008, 67664, 148365, 148365, 74668 ], [ -62379, -62379, -55105, -145133, -55658, -145133 ], [ 131, 120, 141, 131, 120, 141 ], [ 203, 192, 216, 203, 192, 216 ], [ 78, 65, 90, 78, 65, 90 ], [ 11551, 5304, 6247, 11551, 5304, 6247 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -16090, 338332, -584254, -581969, -286431, -584254 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1558728000000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759372675843, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 42 } }, "second_band": { "type": "ssf", "factors": { "length": 122, "offset": 0, "poles": 3 } } }
# | 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) |
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