Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4078722.2626 | 4170595.6725 | -91873.4099 | 44714.5348 | 153855.1262 | -109140.5914 |
Total P&L (%) | 4078.7223 | 4170.5957 | -91.8734 | 44.7145 | 153.8551 | -109.1406 |
Avg Daily Profit (%) | 2.0773 | 2.1241 | -0.0468 | 0.0188 | 0.0475 | 0 |
Buy And Hold Return (%) | 1588.4735 | 1588.4735 | 1588.4735 | 1588.4735 | 1588.4735 | 1588.4735 |
Max Trade Drawdown | -204855 | -69337 | -239114 | -252146 | -135880 | -252609 |
Profit Factor | 7.2766 | 15.5595 | 0.7472 | 1.0617 | 1.4656 | 0.7232 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 48.2353 | 45.2381 | 51.1628 | 48.2353 | 45.2381 | 51.1628 |
Ratio Avg Win / Avg Loss | 7.809 | 18.8352 | 0.7132 | 1.1394 | 1.7742 | 0.6903 |
Largest Winning Trade | 4124527 | 4124527 | 52875 | 271491 | 271491 | 89948 |
Largest Losing Trade | -77677 | -43110 | -77677 | -112115 | -112115 | -100964 |
Avg Bars in Trades | 88 | 126 | 52 | 88 | 126 | 52 |
Avg Bars in Winners | 129 | 193 | 74 | 129 | 193 | 74 |
Avg Bars in Losers | 51 | 70 | 29 | 51 | 70 | 29 |
Bars Traded | 7553 | 5301 | 2252 | 7553 | 5301 | 2252 |
Profit Streak | 484.7661 | 484.7661 | 506.5161 | 484.7661 | 484.7661 | 506.5161 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 726663 | 654317 | -579240 | -485257 | -294324 | -579240 |
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1561096800000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759666987026, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 176, "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": [ [ 4078722.26255069, 4170595.6724912496, -91873.40994056, 44714.5347873235, 153855.1261506848, -109140.5913633614 ], [ 4078.722263, 4170.595672, -91.87341, 44.714535, 153.855126, -109.140591 ], [ 2.077271, 2.124062, -0.046791, 0.018825, 0.047457, 0 ], [ 1588.47352, 1588.47352, 1588.47352, 1588.47352, 1588.47352, 1588.47352 ], [ -204855, -69337, -239114, -252146, -135880, -252609 ], [ 7.2766, 15.559472, 0.747168, 1.061706, 1.465644, 0.72315 ], [ 85, 42, 43, 85, 42, 43 ], [ 41, 19, 22, 41, 19, 22 ], [ 44, 23, 21, 44, 23, 21 ], [ 48.235294, 45.238095, 51.162791, 48.235294, 45.238095, 51.162791 ], [ 7.809035, 18.835151, 0.713206, 1.139392, 1.7742, 0.69028 ], [ 4124527, 4124527, 52875, 271491, 271491, 89948 ], [ -77677, -43110, -77677, -112115, -112115, -100964 ], [ 88, 126, 52, 88, 126, 52 ], [ 129, 193, 74, 129, 193, 74 ], [ 51, 70, 29, 51, 70, 29 ], [ 7553, 5301, 2252, 7553, 5301, 2252 ], [ 484.766053, 484.766053, 506.516053, 484.766053, 484.766054, 506.516054 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 726663, 654317, -579240, -485257, -294324, -579240 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1561096800000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759666987026, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 176, "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) |
---|