| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 6225601.1901 | 6282533.8705 | -56932.6804 | 470686.2218 | 353857.0217 | 116829.2001 |
| Total P&L (%) | 6225.6012 | 6282.5339 | -56.9327 | 470.6862 | 353.857 | 116.8292 |
| Avg Daily Profit (%) | 3.1707 | 3.1997 | -0.029 | 0.0887 | 0.0771 | 0.0394 |
| Buy And Hold Return (%) | 1829.8067 | 1829.8067 | 1829.8067 | 1829.8067 | 1829.8067 | 1829.8067 |
| Max Trade Drawdown | -214009 | -73693 | -199269 | -226099 | -267207 | -278274 |
| Profit Factor | 12.2264 | 24.8208 | 0.8042 | 1.3532 | 1.4997 | 1.1871 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 21 | 10 | 11 | 21 | 10 | 11 |
| Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Profitability (%) | 34.4262 | 32.2581 | 36.6667 | 34.4262 | 32.2581 | 36.6667 |
| Ratio Avg Win / Avg Loss | 23.2884 | 52.1236 | 1.3891 | 2.5775 | 3.1493 | 2.0504 |
| Largest Winning Trade | 6339840 | 6339840 | 59358 | 402657 | 402657 | 144011 |
| Largest Losing Trade | -50507 | -27643 | -50507 | -159651 | -159651 | -89754 |
| Avg Bars in Trades | 123 | 113 | 134 | 123 | 113 | 134 |
| Avg Bars in Winners | 236 | 232 | 239 | 236 | 232 | 239 |
| Avg Bars in Losers | 64 | 57 | 73 | 64 | 57 | 73 |
| Bars Traded | 7554 | 3529 | 4024 | 7554 | 3529 | 4024 |
| Profit Streak | 0 | 0 | 484.2703 | 0 | 0 | 484.2703 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -151335 | 508026 | -583759 | -411075 | -260353 | -324278 |
{
"trading_pair": "MATIC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7854,
"evaluation_days": 1963.5,
"actual_first_datapoint_time": 1556280000000,
"first_datapoint_time": 1561636800000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1759451353645,
"expiration_time": 1731015792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 59,
"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": [
[
6225601.190124219,
6282533.870515252,
-56932.6803910317,
470686.2218463593,
353857.0217420573,
116829.2001043021
],
[
6225.60119,
6282.533871,
-56.93268,
470.686222,
353.857022,
116.8292
],
[
3.170665,
3.199661,
-0.028996,
0.088742,
0.077066,
0.039424
],
[
1829.806714,
1829.806714,
1829.806714,
1829.806714,
1829.806714,
1829.806714
],
[
-214009,
-73693,
-199269,
-226099,
-267207,
-278274
],
[
12.226389,
24.820762,
0.804226,
1.353197,
1.499652,
1.187095
],
[
61,
31,
30,
61,
31,
30
],
[
21,
10,
11,
21,
10,
11
],
[
40,
21,
19,
40,
21,
19
],
[
34.42623,
32.258065,
36.666667,
34.42623,
32.258065,
36.666667
],
[
23.28836,
52.123599,
1.389118,
2.577519,
3.149269,
2.050437
],
[
6339840,
6339840,
59358,
402657,
402657,
144011
],
[
-50507,
-27643,
-50507,
-159651,
-159651,
-89754
],
[
123,
113,
134,
123,
113,
134
],
[
236,
232,
239,
236,
232,
239
],
[
64,
57,
73,
64,
57,
73
],
[
7554,
3529,
4024,
7554,
3529,
4024
],
[
0,
0,
484.270297,
0,
0,
484.270297
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151335,
508026,
-583759,
-411075,
-260353,
-324278
]
]
}
{
"trading_pair": "MATIC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7854,
"evaluation_days": 1963.5,
"actual_first_datapoint_time": 1556280000000,
"first_datapoint_time": 1561636800000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1759451353645,
"expiration_time": 1731015792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 59,
"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) |
|---|