Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1122378.9642 | 1268063.5751 | -145684.6109 | -70040.6872 | 216019.636 | -286060.3232 |
Total P&L (%) | 1122.379 | 1268.0636 | -145.6846 | -70.0407 | 216.0196 | -286.0603 |
Avg Daily Profit (%) | 0.5165 | 0.5836 | -0.067 | -0.0555 | 0.053 | 0 |
Buy And Hold Return (%) | 368.4825 | 368.4825 | 368.4825 | 368.4825 | 368.4825 | 368.4825 |
Max Trade Drawdown | -216133 | -149153 | -167514 | -410287 | -254265 | -336530 |
Profit Factor | 1.7773 | 2.4992 | 0.7564 | 0.9689 | 1.1664 | 0.6994 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 151 | 67 | 84 | 151 | 67 | 84 |
Losing Trades | 177 | 97 | 80 | 177 | 97 | 80 |
Profitability (%) | 46.0366 | 40.8537 | 51.2195 | 46.0366 | 40.8537 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.0833 | 3.6183 | 0.7204 | 1.1357 | 1.6886 | 0.6661 |
Largest Winning Trade | 1061246 | 1061246 | 34948 | 260372 | 260372 | 60930 |
Largest Losing Trade | -53852 | -53852 | -30358 | -95985 | -95985 | -74333 |
Avg Bars in Trades | 38 | 60 | 16 | 38 | 60 | 16 |
Avg Bars in Winners | 56 | 105 | 17 | 56 | 105 | 17 |
Avg Bars in Losers | 23 | 29 | 16 | 23 | 29 | 16 |
Bars Traded | 12682 | 9905 | 2777 | 12682 | 9905 | 2777 |
Profit Streak | 0 | 13.2767 | 0 | 0 | 13.2767 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403809 | 385655 | -580038 | -578937 | -327019 | -580038 |
{ "trading_pair": "STX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13038, "evaluation_days": 2173, "actual_first_datapoint_time": 1571976000000, "first_datapoint_time": 1574352000000, "last_datapoint_time": 1759723200000, "evaluation_time": 1759732709281, "expiration_time": 1765355616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 166, "offset": 0, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1122378.9642085799, 1268063.5751026105, -145684.6108940305, -70040.6871712111, 216019.6360108207, -286060.3231820318 ], [ 1122.378964, 1268.063575, -145.684611, -70.040687, 216.019636, -286.060323 ], [ 0.516511, 0.583554, -0.067043, -0.055453, 0.052965, 0 ], [ 368.48249, 368.48249, 368.48249, 368.48249, 368.48249, 368.48249 ], [ -216133, -149153, -167514, -410287, -254265, -336530 ], [ 1.777287, 2.499235, 0.756446, 0.968872, 1.166372, 0.699412 ], [ 328, 164, 164, 328, 164, 164 ], [ 151, 67, 84, 151, 67, 84 ], [ 177, 97, 80, 177, 97, 80 ], [ 46.036585, 40.853659, 51.219512, 46.036585, 40.853659, 51.219512 ], [ 2.08331, 3.618295, 0.720425, 1.135698, 1.688628, 0.666106 ], [ 1061246, 1061246, 34948, 260372, 260372, 60930 ], [ -53852, -53852, -30358, -95985, -95985, -74333 ], [ 38, 60, 16, 38, 60, 16 ], [ 56, 105, 17, 56, 105, 17 ], [ 23, 29, 16, 23, 29, 16 ], [ 12682, 9905, 2777, 12682, 9905, 2777 ], [ 0, 13.276728, 0, 0, 13.276728, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 403809, 385655, -580038, -578937, -327019, -580038 ] ] }
{ "trading_pair": "STX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13038, "evaluation_days": 2173, "actual_first_datapoint_time": 1571976000000, "first_datapoint_time": 1574352000000, "last_datapoint_time": 1759723200000, "evaluation_time": 1759732709281, "expiration_time": 1765355616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 166, "offset": 0, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|