Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5524673.57 | 5624771.6639 | -100098.0939 | 164245.1889 | 84664.0391 | 79581.1498 |
Total P&L (%) | 5524.6736 | 5624.7717 | -100.0981 | 164.2452 | 84.664 | 79.5812 |
Avg Daily Profit (%) | 2.8144 | 2.8654 | -0.051 | 0.0495 | 0.0313 | 0.0298 |
Buy And Hold Return (%) | 1867.8423 | 1867.8423 | 1867.8423 | 1867.8423 | 1867.8423 | 1867.8423 |
Max Trade Drawdown | -290015 | -85809 | -237831 | -123153 | -123153 | -109372 |
Profit Factor | 10.5495 | 24.3602 | 0.7036 | 1.2776 | 1.2928 | 1.2631 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 42.8571 | 45.7143 | 40 | 42.8571 | 45.7143 | 40 |
Ratio Avg Win / Avg Loss | 14.066 | 28.9277 | 1.0554 | 1.7034 | 1.5352 | 1.8946 |
Largest Winning Trade | 5668799 | 5668799 | 49630 | 132229 | 132229 | 126389 |
Largest Losing Trade | -60535 | -60535 | -59545 | -123153 | -123153 | -76004 |
Avg Bars in Trades | 162 | 144 | 179 | 162 | 144 | 179 |
Avg Bars in Winners | 258 | 229 | 291 | 258 | 229 | 291 |
Avg Bars in Losers | 89 | 73 | 104 | 89 | 73 | 104 |
Bars Traded | 11342 | 5058 | 6284 | 11342 | 5058 | 6284 |
Profit Streak | 0 | 0 | 662.4683 | 0 | 0 | 662.4683 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81261 | 673552 | -582052 | -393064 | -317441 | -320783 |
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559534400000, "last_datapoint_time": 1725926400000, "evaluation_time": 1758798861378, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 225, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 66, "offset": 0, "std": 1.07502 } } }
{ "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": [ [ 5524673.570043452, 5624771.663912655, -100098.0938692017, 164245.1889318695, 84664.0390966277, 79581.1498352418 ], [ 5524.67357, 5624.771664, -100.098094, 164.245189, 84.664039, 79.58115 ], [ 2.814403, 2.865396, -0.050992, 0.049513, 0.031251, 0.029829 ], [ 1867.842324, 1867.842324, 1867.842324, 1867.842324, 1867.842324, 1867.842324 ], [ -290015, -85809, -237831, -123153, -123153, -109372 ], [ 10.549486, 24.360151, 0.703629, 1.277583, 1.29278, 1.263057 ], [ 70, 35, 35, 70, 35, 35 ], [ 30, 16, 14, 30, 16, 14 ], [ 40, 19, 21, 40, 19, 21 ], [ 42.857143, 45.714286, 40, 42.857143, 45.714286, 40 ], [ 14.065981, 28.927679, 1.055444, 1.703444, 1.535176, 1.894586 ], [ 5668799, 5668799, 49630, 132229, 132229, 126389 ], [ -60535, -60535, -59545, -123153, -123153, -76004 ], [ 162, 144, 179, 162, 144, 179 ], [ 258, 229, 291, 258, 229, 291 ], [ 89, 73, 104, 89, 73, 104 ], [ 11342, 5058, 6284, 11342, 5058, 6284 ], [ 0, 0, 662.468303, 0, 0, 662.468303 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -81261, 673552, -582052, -393064, -317441, -320783 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11778, "evaluation_days": 1963, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559534400000, "last_datapoint_time": 1725926400000, "evaluation_time": 1758798861378, "expiration_time": 1731014496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 225, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 66, "offset": 0, "std": 1.07502 } } }
# | 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) |
---|