| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -4372422.1461 | 227733.0808 | -4600155.2269 | -29894050.0982 | 29631606.6086 | -59525656.7068 |
| Total P&L (%) | -4372.4221 | 227.7331 | -4600.1552 | -29894.0501 | 29631.6066 | -59525.6567 |
| Avg Daily Profit (%) | -2.2263 | 0.116 | -2.3422 | 0 | 0.2904 | 0 |
| Buy And Hold Return (%) | 1853.656 | 1853.656 | 1853.656 | 1853.656 | 1853.656 | 1853.656 |
| Max Trade Drawdown | -4722098 | -91956 | -4735075 | -168695459 | -84187379 | -96230842 |
| Profit Factor | 0.146 | 2.0373 | 0.0613 | 0.8967 | 1.2288 | 0.628 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 39 | 21 | 18 | 41 | 21 | 20 |
| Losing Trades | 35 | 16 | 19 | 33 | 16 | 17 |
| Profitability (%) | 52.7027 | 56.7568 | 48.6486 | 55.4054 | 56.7568 | 54.0541 |
| Ratio Avg Win / Avg Loss | 0.131 | 1.5522 | 0.0647 | 0.7218 | 0.9363 | 0.5338 |
| Largest Winning Trade | 74135 | 74135 | 42067 | 58740809 | 58740809 | 30083234 |
| Largest Losing Trade | -4718495 | -39761 | -4718495 | -50392327 | -50392327 | -45734779 |
| Avg Bars in Trades | 50 | 44 | 57 | 50 | 44 | 57 |
| Avg Bars in Winners | 38 | 27 | 51 | 47 | 58 | 36 |
| Avg Bars in Losers | 64 | 66 | 62 | 54 | 25 | 81 |
| Bars Traded | 3753 | 1639 | 2114 | 3753 | 1639 | 2114 |
| Profit Streak | 0 | 0 | 0 | 466.1083 | 574.6083 | 466.1083 |
| Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -649205 | -199225 | -581298 | -647616 | 310772 | -579662 |
{
"trading_pair": "MATIC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3928,
"evaluation_days": 1964,
"actual_first_datapoint_time": 1556280000000,
"first_datapoint_time": 1561636800000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1759286159295,
"expiration_time": 1731017088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 124,
"na": 0.2,
"nb": 0.22801,
"nc": 0.1
}
}
} {
"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": [
[
-4372422.146103941,
227733.0808427937,
-4600155.226946735,
-29894050.0981875,
29631606.608615007,
-59525656.70680254
],
[
-4372.422146,
227.733081,
-4600.155227,
-29894.050098,
29631.606609,
-59525.656707
],
[
-2.226284,
0.115954,
-2.342238,
0,
0.29038,
0
],
[
1853.656025,
1853.656025,
1853.656025,
1853.656025,
1853.656025,
1853.656025
],
[
-4722098,
-91956,
-4735075,
-168695459,
-84187379,
-96230842
],
[
0.146006,
2.037314,
0.061275,
0.896748,
1.228829,
0.628043
],
[
74,
37,
37,
74,
37,
37
],
[
39,
21,
18,
41,
21,
20
],
[
35,
16,
19,
33,
16,
17
],
[
52.702703,
56.756757,
48.648649,
55.405405,
56.756757,
54.054054
],
[
0.131031,
1.552239,
0.064679,
0.721773,
0.936251,
0.533837
],
[
74135,
74135,
42067,
58740809,
58740809,
30083234
],
[
-4718495,
-39761,
-4718495,
-50392327,
-50392327,
-45734779
],
[
50,
44,
57,
50,
44,
57
],
[
38,
27,
51,
47,
58,
36
],
[
64,
66,
62,
54,
25,
81
],
[
3753,
1639,
2114,
3753,
1639,
2114
],
[
0,
0,
0,
466.108325,
574.608325,
466.108325
],
[
0,
0,
0,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-649205,
-199225,
-581298,
-647616,
310772,
-579662
]
]
}
{
"trading_pair": "MATIC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3928,
"evaluation_days": 1964,
"actual_first_datapoint_time": 1556280000000,
"first_datapoint_time": 1561636800000,
"last_datapoint_time": 1725926400000,
"evaluation_time": 1759286159295,
"expiration_time": 1731017088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 124,
"na": 0.2,
"nb": 0.22801,
"nc": 0.1
}
}
}
| # | 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) |
|---|