| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 8317124.0209 | 8379937.084 | -62813.0631 | 1540173.6738 | 3200072.042 | -1659898.3683 |
| Total P&L (%) | 8317.124 | 8379.9371 | -62.8131 | 1540.1737 | 3200.072 | -1659.8984 |
| Avg Daily Profit (%) | 4.2359 | 4.2679 | -0.032 | 0.1426 | 0.1782 | 0 |
| Buy And Hold Return (%) | 1731.0811 | 1731.0811 | 1731.0811 | 1731.0811 | 1731.0811 | 1731.0811 |
| Max Trade Drawdown | -136240 | -79918 | -101144 | -5693128 | -3298191 | -2626756 |
| Profit Factor | 23.6096 | 37.0517 | 0.5361 | 1.178 | 1.5562 | 0.4274 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
| Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Profitability (%) | 45.7627 | 48.2759 | 43.3333 | 45.7627 | 48.2759 | 43.3333 |
| Ratio Avg Win / Avg Loss | 27.9817 | 39.6983 | 0.7011 | 1.3962 | 1.6674 | 0.5589 |
| Largest Winning Trade | 8371126 | 8371126 | 18030 | 5918879 | 5918879 | 564987 |
| Largest Losing Trade | -66241 | -66241 | -24734 | -3153689 | -3153689 | -1159592 |
| Avg Bars in Trades | 118 | 221 | 18 | 118 | 221 | 18 |
| Avg Bars in Winners | 192 | 350 | 21 | 192 | 350 | 21 |
| Avg Bars in Losers | 56 | 101 | 15 | 56 | 101 | 15 |
| Bars Traded | 6985 | 6429 | 556 | 6985 | 6429 | 556 |
| Profit Streak | 0 | 538.1085 | 0 | 0 | 538.1085 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -158182 | 836318 | -583140 | -373937 | 106128 | -583140 |
{
"trading_pair": "MATIC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7854,
"evaluation_days": 1963.5,
"actual_first_datapoint_time": 1556280000000,
"first_datapoint_time": 1561399200000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1759350973688,
"expiration_time": 1731015792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 43,
"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": [
[
8317124.020868415,
8379937.083962569,
-62813.0630941565,
1540173.6737595892,
3200072.0420293533,
-1659898.3682697644
],
[
8317.124021,
8379.937084,
-62.813063,
1540.173674,
3200.072042,
-1659.898368
],
[
4.235867,
4.267857,
-0.03199,
0.142571,
0.178235,
0
],
[
1731.081081,
1731.081081,
1731.081081,
1731.081081,
1731.081081,
1731.081081
],
[
-136240,
-79918,
-101144,
-5693128,
-3298191,
-2626756
],
[
23.609568,
37.051733,
0.536149,
1.178009,
1.556212,
0.427407
],
[
59,
29,
30,
59,
29,
30
],
[
27,
14,
13,
27,
14,
13
],
[
32,
15,
17,
32,
15,
17
],
[
45.762712,
48.275862,
43.333333,
45.762712,
48.275862,
43.333333
],
[
27.98171,
39.698285,
0.701119,
1.396158,
1.66737,
0.558917
],
[
8371126,
8371126,
18030,
5918879,
5918879,
564987
],
[
-66241,
-66241,
-24734,
-3153689,
-3153689,
-1159592
],
[
118,
221,
18,
118,
221,
18
],
[
192,
350,
21,
192,
350,
21
],
[
56,
101,
15,
56,
101,
15
],
[
6985,
6429,
556,
6985,
6429,
556
],
[
0,
538.108492,
0,
0,
538.108492,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-158182,
836318,
-583140,
-373937,
106128,
-583140
]
]
}
{
"trading_pair": "MATIC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7854,
"evaluation_days": 1963.5,
"actual_first_datapoint_time": 1556280000000,
"first_datapoint_time": 1561399200000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1759350973688,
"expiration_time": 1731015792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 43,
"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) |
|---|