Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5280517.3332 | 119781.547 | -5400298.8802 | -2642408.9156 | 20993683.5456 | -23636092.4612 |
Total P&L (%) | -5280.5173 | 119.7815 | -5400.2989 | -2642.4089 | 20993.6835 | -23636.0925 |
Avg Daily Profit (%) | -2.6887 | 0.061 | -2.7496 | 0 | 0.2729 | 0 |
Buy And Hold Return (%) | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 |
Max Trade Drawdown | -5593318 | -89255 | -5528322 | -34460602 | -5206917 | -34592220 |
Profit Factor | 0.1098 | 1.5141 | 0.0523 | 0.9501 | 3.3107 | 0.461 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 41 | 22 | 19 | 35 | 17 | 18 |
Losing Trades | 25 | 11 | 14 | 31 | 16 | 15 |
Profitability (%) | 62.1212 | 66.6667 | 57.5758 | 53.0303 | 51.5152 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.0669 | 0.757 | 0.0386 | 0.8415 | 3.116 | 0.3842 |
Largest Winning Trade | 62626 | 61937 | 62626 | 16542569 | 16542569 | 6249761 |
Largest Losing Trade | -5426650 | -65206 | -5426650 | -34460602 | -4819056 | -34460602 |
Avg Bars in Trades | 57 | 58 | 56 | 57 | 58 | 56 |
Avg Bars in Winners | 33 | 38 | 27 | 62 | 65 | 58 |
Avg Bars in Losers | 96 | 97 | 96 | 52 | 51 | 54 |
Bars Traded | 3802 | 1933 | 1869 | 3802 | 1933 | 1869 |
Profit Streak | 443.7038 | 443.7038 | 565.7038 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706368 | -274819 | -578486 | -708884 | 545822 | -580213 |
{ "trading_pair": "MATIC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3928, "evaluation_days": 1964, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559779200000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759899211517, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 82, "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": [ [ -5280517.333239217, 119781.5469548368, -5400298.880194054, -2642408.915570073, 20993683.54560061, -23636092.461170673 ], [ -5280.517333, 119.781547, -5400.29888, -2642.408916, 20993.683546, -23636.092461 ], [ -2.688654, 0.060989, -2.749643, 0, 0.272854, 0 ], [ 1429.222088, 1429.222088, 1429.222088, 1429.222088, 1429.222088, 1429.222088 ], [ -5593318, -89255, -5528322, -34460602, -5206917, -34592220 ], [ 0.109756, 1.514088, 0.052336, 0.950084, 3.31073, 0.461001 ], [ 66, 33, 33, 66, 33, 33 ], [ 41, 22, 19, 35, 17, 18 ], [ 25, 11, 14, 31, 16, 15 ], [ 62.121212, 66.666667, 57.575758, 53.030303, 51.515152, 54.545455 ], [ 0.066924, 0.757044, 0.038564, 0.841503, 3.115981, 0.384168 ], [ 62626, 61937, 62626, 16542569, 16542569, 6249761 ], [ -5426650, -65206, -5426650, -34460602, -4819056, -34460602 ], [ 57, 58, 56, 57, 58, 56 ], [ 33, 38, 27, 62, 65, 58 ], [ 96, 97, 96, 52, 51, 54 ], [ 3802, 1933, 1869, 3802, 1933, 1869 ], [ 443.703837, 443.703837, 565.703837, 0, 0, 0 ], [ 3, 1, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -706368, -274819, -578486, -708884, 545822, -580213 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3928, "evaluation_days": 1964, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1559779200000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759899211517, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 82, "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) |
---|