Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1301381.9153 | 237150.3803 | -1538532.2956 | 740598.6335 | -10514844.719 | 11255443.3525 |
Total P&L (%) | -1301.3819 | 237.1504 | -1538.5323 | 740.5986 | -10514.8447 | 11255.4434 |
Avg Daily Profit (%) | -0.6628 | 0.1208 | -0.7836 | 0.1085 | 0 | 0.2413 |
Buy And Hold Return (%) | 4260.9195 | 4260.9195 | 4260.9195 | 4260.9195 | 4260.9195 | 4260.9195 |
Max Trade Drawdown | -1629637 | -80591 | -1702194 | -12280860 | -11632831 | -6630520 |
Profit Factor | 0.4152 | 1.9518 | 0.2215 | 1.0242 | 0.2703 | 1.6966 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 55 | 27 | 28 | 53 | 25 | 28 |
Losing Trades | 31 | 16 | 15 | 33 | 18 | 15 |
Profitability (%) | 63.9535 | 62.7907 | 65.1163 | 61.6279 | 58.1395 | 65.1163 |
Ratio Avg Win / Avg Loss | 0.234 | 1.1566 | 0.1187 | 0.6377 | 0.1946 | 0.9089 |
Largest Winning Trade | 67485 | 67485 | 63623 | 22491136 | 907205 | 22491136 |
Largest Losing Trade | -1386716 | -57971 | -1386716 | -4697544 | -4643384 | -4697544 |
Avg Bars in Trades | 89 | 88 | 89 | 89 | 88 | 89 |
Avg Bars in Winners | 49 | 51 | 47 | 51 | 50 | 52 |
Avg Bars in Losers | 159 | 152 | 167 | 149 | 141 | 157 |
Bars Traded | 7668 | 3819 | 3848 | 7668 | 3819 | 3848 |
Profit Streak | 436.1108 | 436.1108 | 555.8608 | 436.1108 | 436.1108 | 555.8608 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577123 | -192655 | -577433 | -405709 | -579086 | 314740 |
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1557964800000, "last_datapoint_time": 1725926400000, "evaluation_time": 1758854375437, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 78, "offset": 0, "a": 0.65529 } } }
{ "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": [ [ -1301381.9153228467, 237150.3802584931, -1538532.2955813396, 740598.6335370194, -10514844.718965407, 11255443.352502419 ], [ -1301.381915, 237.15038, -1538.532296, 740.598634, -10514.844719, 11255.443353 ], [ -0.662787, 0.120779, -0.783566, 0.108485, 0, 0.241303 ], [ 4260.91954, 4260.91954, 4260.91954, 4260.91954, 4260.91954, 4260.91954 ], [ -1629637, -80591, -1702194, -12280860, -11632831, -6630520 ], [ 0.415214, 1.951779, 0.221483, 1.024229, 0.270258, 1.696578 ], [ 86, 43, 43, 86, 43, 43 ], [ 55, 27, 28, 53, 25, 28 ], [ 31, 16, 15, 33, 18, 15 ], [ 63.953488, 62.790698, 65.116279, 61.627907, 58.139535, 65.116279 ], [ 0.23403, 1.15661, 0.118652, 0.637727, 0.194586, 0.908881 ], [ 67485, 67485, 63623, 22491136, 907205, 22491136 ], [ -1386716, -57971, -1386716, -4697544, -4643384, -4697544 ], [ 89, 88, 89, 89, 88, 89 ], [ 49, 51, 47, 51, 50, 52 ], [ 159, 152, 167, 149, 141, 157 ], [ 7668, 3819, 3848, 7668, 3819, 3848 ], [ 436.110827, 436.110827, 555.860827, 436.110827, 436.110827, 555.860827 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577123, -192655, -577433, -405709, -579086, 314740 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1557964800000, "last_datapoint_time": 1725926400000, "evaluation_time": 1758854375437, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 78, "offset": 0, "a": 0.65529 } } }
# | 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) |
---|