| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1223628.424 | 98062.2421 | -1321690.6661 | 389832.7252 | -4285370.5932 | 4675203.3184 |
| Total P&L (%) | -1223.6284 | 98.0622 | -1321.6907 | 389.8327 | -4285.3706 | 4675.2033 |
| Avg Daily Profit (%) | -0.6232 | 0.0499 | -0.6731 | 0.081 | 0 | 0.1971 |
| Buy And Hold Return (%) | 1552.439 | 1552.439 | 1552.439 | 1552.439 | 1552.439 | 1552.439 |
| Max Trade Drawdown | -1311221 | -123666 | -1389491 | -9047659 | -8000447 | -2427558 |
| Profit Factor | 0.3868 | 1.297 | 0.2063 | 1.0204 | 0.6435 | 1.6557 |
| Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
| Winning Trades | 126 | 64 | 62 | 120 | 60 | 60 |
| Losing Trades | 41 | 19 | 22 | 47 | 23 | 24 |
| Profitability (%) | 75.4491 | 77.1084 | 73.8095 | 71.8563 | 72.2892 | 71.4286 |
| Ratio Avg Win / Avg Loss | 0.1259 | 0.385 | 0.0732 | 0.3996 | 0.2467 | 0.6623 |
| Largest Winning Trade | 34972 | 34972 | 21977 | 5697991 | 1206552 | 5697991 |
| Largest Losing Trade | -1059078 | -65263 | -1059078 | -5852630 | -5852630 | -1544594 |
| Avg Bars in Trades | 44 | 51 | 37 | 44 | 51 | 37 |
| Avg Bars in Winners | 12 | 10 | 14 | 13 | 11 | 16 |
| Avg Bars in Losers | 141 | 188 | 101 | 122 | 156 | 88 |
| Bars Traded | 7391 | 4280 | 3112 | 7391 | 4280 | 3112 |
| Profit Streak | 415.2808 | 0 | 570.0308 | 415.2808 | 0 | 570.0308 |
| Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576018 | -290134 | -576375 | -446154 | -577942 | 337094 |
{
"trading_pair": "MATIC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7854,
"evaluation_days": 1963.5,
"actual_first_datapoint_time": 1556280000000,
"first_datapoint_time": 1560470400000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1760057063913,
"expiration_time": 1731015792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 194,
"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": [
[
-1223628.4240493926,
98062.2420627585,
-1321690.6661121515,
389832.7251665998,
-4285370.593233803,
4675203.318400401
],
[
-1223.628424,
98.062242,
-1321.690666,
389.832725,
-4285.370593,
4675.203318
],
[
-0.623187,
0.049943,
-0.67313,
0.080954,
0,
0.197088
],
[
1552.439024,
1552.439024,
1552.439024,
1552.439024,
1552.439024,
1552.439024
],
[
-1311221,
-123666,
-1389491,
-9047659,
-8000447,
-2427558
],
[
0.386799,
1.296961,
0.206314,
1.020356,
0.643479,
1.655653
],
[
167,
83,
84,
167,
83,
84
],
[
126,
64,
62,
120,
60,
60
],
[
41,
19,
22,
47,
23,
24
],
[
75.449102,
77.108434,
73.809524,
71.856287,
72.289157,
71.428571
],
[
0.125863,
0.385035,
0.073208,
0.39964,
0.246667,
0.662261
],
[
34972,
34972,
21977,
5697991,
1206552,
5697991
],
[
-1059078,
-65263,
-1059078,
-5852630,
-5852630,
-1544594
],
[
44,
51,
37,
44,
51,
37
],
[
12,
10,
14,
13,
11,
16
],
[
141,
188,
101,
122,
156,
88
],
[
7391,
4280,
3112,
7391,
4280,
3112
],
[
415.280832,
0,
570.030832,
415.280832,
0,
570.030832
],
[
1,
0,
5,
1,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576018,
-290134,
-576375,
-446154,
-577942,
337094
]
]
}
{
"trading_pair": "MATIC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7854,
"evaluation_days": 1963.5,
"actual_first_datapoint_time": 1556280000000,
"first_datapoint_time": 1560470400000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1760057063913,
"expiration_time": 1731015792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 194,
"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) |
|---|