Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157693.1729 | 55306.2306 | 102386.9423 | 251210.7098 | 56081.8892 | 195128.8205 |
Total P&L (%) | 157.6932 | 55.3062 | 102.3869 | 251.2107 | 56.0819 | 195.1288 |
Avg Daily Profit (%) | 0.2382 | 0.0835 | 0.1546 | 0.1899 | 0.0673 | 0.1636 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50761 | -45020 | -45309 | -81456 | -130167 | -42804 |
Profit Factor | 1.762 | 1.6026 | 1.889 | 1.6684 | 1.285 | 2.0899 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 48.8636 | 45.4545 | 52.2727 | 48.8636 | 45.4545 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.8439 | 1.9231 | 1.7248 | 1.746 | 1.5419 | 1.9082 |
Largest Winning Trade | 30777 | 21125 | 30777 | 65104 | 38861 | 65104 |
Largest Losing Trade | -14698 | -8232 | -14698 | -23919 | -23919 | -21522 |
Avg Bars in Trades | 177 | 168 | 185 | 177 | 168 | 185 |
Avg Bars in Winners | 251 | 257 | 246 | 251 | 257 | 246 |
Avg Bars in Losers | 105 | 94 | 118 | 105 | 94 | 118 |
Bars Traded | 15583 | 7407 | 8176 | 15583 | 7407 | 8176 |
Profit Streak | 406.1196 | 409.9113 | 406.1196 | 406.1196 | 409.9113 | 406.1196 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429251 | -80618 | 418955 | 407900 | -104185 | 435666 |
{ "trading_pair": "MATIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 15890, "evaluation_days": 662.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669665600000, "last_datapoint_time": 1725933600000, "evaluation_time": 1759189933046, "expiration_time": 1730052288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 99, "offset": 0, "a": 0.61914 } }, "second_band": { "type": "hma", "factors": { "length": 247, "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": [ [ 157693.1729293432, 55306.2305969794, 102386.9423323638, 251210.709777669, 56081.8892435747, 195128.8205340944 ], [ 157.693173, 55.306231, 102.386942, 251.21071, 56.081889, 195.128821 ], [ 0.238178, 0.083534, 0.154644, 0.189918, 0.067267, 0.163595 ], [ 10, 10, 10, 10, 10, 10 ], [ -50761, -45020, -45309, -81456, -130167, -42804 ], [ 1.761967, 1.602553, 1.889016, 1.668391, 1.284951, 2.089912 ], [ 88, 44, 44, 88, 44, 44 ], [ 43, 20, 23, 43, 20, 23 ], [ 45, 24, 21, 45, 24, 21 ], [ 48.863636, 45.454545, 52.272727, 48.863636, 45.454545, 52.272727 ], [ 1.843919, 1.923063, 1.724754, 1.745991, 1.541941, 1.908181 ], [ 30777, 21125, 30777, 65104, 38861, 65104 ], [ -14698, -8232, -14698, -23919, -23919, -21522 ], [ 177, 168, 185, 177, 168, 185 ], [ 251, 257, 246, 251, 257, 246 ], [ 105, 94, 118, 105, 94, 118 ], [ 15583, 7407, 8176, 15583, 7407, 8176 ], [ 406.119595, 409.911262, 406.119595, 406.119595, 409.911262, 406.119595 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 429251, -80618, 418955, 407900, -104185, 435666 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 15890, "evaluation_days": 662.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669665600000, "last_datapoint_time": 1725933600000, "evaluation_time": 1759189933046, "expiration_time": 1730052288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 99, "offset": 0, "a": 0.61914 } }, "second_band": { "type": "hma", "factors": { "length": 247, "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) |
---|