Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49784.4659 | -1484.8916 | 51269.3575 | 48873.1331 | -1290.6302 | 50163.7633 |
Total P&L (%) | 49.7845 | -1.4849 | 51.2694 | 48.8731 | -1.2906 | 50.1638 |
Avg Daily Profit (%) | 0.3523 | -0.0105 | 0.3628 | 0.282 | -0.0092 | 0.2881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23053 | -24471 | -11210 | -21459 | -22770 | -10909 |
Profit Factor | 1.6629 | 0.9659 | 2.6256 | 1.6831 | 0.9684 | 2.6365 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 27 | 8 | 19 | 27 | 8 | 19 |
Losing Trades | 38 | 24 | 14 | 38 | 24 | 14 |
Profitability (%) | 41.5385 | 25 | 57.5758 | 41.5385 | 25 | 57.5758 |
Ratio Avg Win / Avg Loss | 2.3404 | 2.8977 | 1.9347 | 2.3688 | 2.9053 | 1.9427 |
Largest Winning Trade | 27114 | 24623 | 27114 | 31755 | 23140 | 31755 |
Largest Losing Trade | -8492 | -8492 | -5066 | -7419 | -7419 | -5015 |
Avg Bars in Trades | 100 | 75 | 124 | 100 | 75 | 124 |
Avg Bars in Winners | 125 | 114 | 129 | 125 | 114 | 129 |
Avg Bars in Losers | 82 | 62 | 117 | 82 | 62 | 117 |
Bars Traded | 6518 | 2413 | 4105 | 6518 | 2413 | 4105 |
Profit Streak | 404.0454 | 406.7746 | 404.0454 | 404.0454 | 406.7746 | 404.0454 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129658 | -609035 | 451464 | -130301 | -609035 | 426587 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 101, "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": [ [ 49784.4658982427, -1484.8915831829, 51269.3574814256, 48873.1331085461, -1290.630176151, 50163.7632846971 ], [ 49.784466, -1.484892, 51.269357, 48.873133, -1.29063, 50.163763 ], [ 0.352307, -0.010508, 0.362815, 0.281994, -0.009192, 0.28812 ], [ 10, 10, 10, 10, 10, 10 ], [ -23053, -24471, -11210, -21459, -22770, -10909 ], [ 1.662897, 0.965914, 2.625608, 1.683111, 0.968439, 2.636546 ], [ 65, 32, 33, 65, 32, 33 ], [ 27, 8, 19, 27, 8, 19 ], [ 38, 24, 14, 38, 24, 14 ], [ 41.538462, 25, 57.575758, 41.538462, 25, 57.575758 ], [ 2.340374, 2.897741, 1.934659, 2.368823, 2.905316, 1.942718 ], [ 27114, 24623, 27114, 31755, 23140, 31755 ], [ -8492, -8492, -5066, -7419, -7419, -5015 ], [ 100, 75, 124, 100, 75, 124 ], [ 125, 114, 129, 125, 114, 129 ], [ 82, 62, 117, 82, 62, 117 ], [ 6518, 2413, 4105, 6518, 2413, 4105 ], [ 404.0454, 406.774566, 404.0454, 404.0454, 406.774566, 404.0454 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -129658, -609035, 451464, -130301, -609035, 426587 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "30m", "packets": 25000, "actual_packets": 6783, "evaluation_days": 141.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714082400000, "last_datapoint_time": 1725935400000, "evaluation_time": 1758956722541, "expiration_time": 1728527400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 101, "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) |
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