Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1519061.4182 | 52304.9715 | -1571366.3897 | 685253.4335 | -3879241.0434 | 4564494.4769 |
Total P&L (%) | -1519.0614 | 52.305 | -1571.3664 | 685.2534 | -3879.241 | 4564.4945 |
Avg Daily Profit (%) | -0.7735 | 0.0266 | -0.8001 | 0.105 | 0 | 0.1958 |
Buy And Hold Return (%) | 1513.7814 | 1513.7814 | 1513.7814 | 1513.7814 | 1513.7814 | 1513.7814 |
Max Trade Drawdown | -1671115 | -103549 | -1666210 | -5631734 | -4919348 | -3077823 |
Profit Factor | 0.2367 | 1.2391 | 0.1129 | 1.0522 | 0.4599 | 1.7693 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 37 | 18 | 19 | 37 | 17 | 20 |
Losing Trades | 21 | 11 | 10 | 21 | 12 | 9 |
Profitability (%) | 63.7931 | 62.069 | 65.5172 | 63.7931 | 58.6207 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.1343 | 0.7572 | 0.0594 | 0.5972 | 0.3246 | 0.7962 |
Largest Winning Trade | 49668 | 49668 | 27980 | 8293711 | 1252958 | 8293711 |
Largest Losing Trade | -1330882 | -60786 | -1330882 | -3251240 | -3251240 | -2976942 |
Avg Bars in Trades | 97 | 101 | 93 | 97 | 101 | 93 |
Avg Bars in Winners | 53 | 50 | 56 | 57 | 52 | 62 |
Avg Bars in Losers | 175 | 186 | 164 | 168 | 171 | 164 |
Bars Traded | 5674 | 2951 | 2723 | 5674 | 2951 | 2723 |
Profit Streak | 414.3426 | 0 | 562.6759 | 414.3426 | 0 | 562.6759 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757904 | -323520 | -577487 | -560032 | -579715 | 331906 |
{ "trading_pair": "MATIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5892, "evaluation_days": 1964, "actual_first_datapoint_time": 1556265600000, "first_datapoint_time": 1559779200000, "last_datapoint_time": 1725926400000, "evaluation_time": 1760343197028, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 3.0241 } }, "second_band": { "type": "alma", "factors": { "length": 123, "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": [ [ -1519061.4181893454, 52304.9714921181, -1571366.3896814643, 685253.4334531309, -3879241.0434189048, 4564494.476872036 ], [ -1519.061418, 52.304971, -1571.36639, 685.253433, -3879.241043, 4564.494477 ], [ -0.773453, 0.026632, -0.800085, 0.104986, 0, 0.195841 ], [ 1513.78137, 1513.78137, 1513.78137, 1513.78137, 1513.78137, 1513.78137 ], [ -1671115, -103549, -1666210, -5631734, -4919348, -3077823 ], [ 0.236675, 1.239078, 0.112865, 1.052249, 0.459866, 1.76933 ], [ 58, 29, 29, 58, 29, 29 ], [ 37, 18, 19, 37, 17, 20 ], [ 21, 11, 10, 21, 12, 9 ], [ 63.793103, 62.068966, 65.517241, 63.793103, 58.62069, 68.965517 ], [ 0.134329, 0.757214, 0.059402, 0.597223, 0.324611, 0.796198 ], [ 49668, 49668, 27980, 8293711, 1252958, 8293711 ], [ -1330882, -60786, -1330882, -3251240, -3251240, -2976942 ], [ 97, 101, 93, 97, 101, 93 ], [ 53, 50, 56, 57, 52, 62 ], [ 175, 186, 164, 168, 171, 164 ], [ 5674, 2951, 2723, 5674, 2951, 2723 ], [ 414.342558, 0, 562.675891, 414.342558, 0, 562.675892 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -757904, -323520, -577487, -560032, -579715, 331906 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5892, "evaluation_days": 1964, "actual_first_datapoint_time": 1556265600000, "first_datapoint_time": 1559779200000, "last_datapoint_time": 1725926400000, "evaluation_time": 1760343197028, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 3.0241 } }, "second_band": { "type": "alma", "factors": { "length": 123, "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) |
---|