| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1057896.2437 | 1153516.3388 | -95620.095 | -61096.2129 | 154811.9108 | -215908.1237 |
| Total P&L (%) | 1057.8962 | 1153.5163 | -95.6201 | -61.0962 | 154.8119 | -215.9081 |
| Avg Daily Profit (%) | 0.4862 | 0.5301 | -0.0439 | -0.0434 | 0.043 | 0 |
| Buy And Hold Return (%) | 190.856 | 190.856 | 190.856 | 190.856 | 190.856 | 190.856 |
| Max Trade Drawdown | -207670 | -184835 | -127929 | -584954 | -404725 | -241978 |
| Profit Factor | 2.0853 | 2.7178 | 0.6847 | 0.9577 | 1.1493 | 0.4697 |
| Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
| Winning Trades | 70 | 30 | 40 | 70 | 30 | 40 |
| Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
| Profitability (%) | 43.75 | 37.5 | 50 | 43.75 | 37.5 | 50 |
| Ratio Avg Win / Avg Loss | 2.6811 | 4.5297 | 0.6847 | 1.2313 | 1.9154 | 0.4697 |
| Largest Winning Trade | 955559 | 955559 | 13748 | 546427 | 546427 | 18185 |
| Largest Losing Trade | -54912 | -54912 | -47866 | -216046 | -216046 | -62083 |
| Avg Bars in Trades | 80 | 146 | 14 | 80 | 146 | 14 |
| Avg Bars in Winners | 107 | 233 | 13 | 107 | 233 | 13 |
| Avg Bars in Losers | 59 | 94 | 16 | 59 | 94 | 16 |
| Bars Traded | 12913 | 11724 | 1189 | 12913 | 11724 | 1189 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 427853 | -8911 | -599958 | -580703 | -380804 | -599958 |
{
"trading_pair": "STX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13056,
"evaluation_days": 2176,
"actual_first_datapoint_time": 1571976000000,
"first_datapoint_time": 1573329600000,
"last_datapoint_time": 1759982400000,
"evaluation_time": 1759996510252,
"expiration_time": 1765622592000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 95,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 26,
"offset": 0,
"std": 3.85947
}
}
} {
"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": [
[
1057896.2437326377,
1153516.338767281,
-95620.0950346436,
-61096.2128871084,
154811.9107891548,
-215908.1236762632
],
[
1057.896244,
1153.516339,
-95.620095,
-61.096213,
154.811911,
-215.908124
],
[
0.486166,
0.530109,
-0.043943,
-0.043377,
0.042994,
0
],
[
190.856031,
190.856031,
190.856031,
190.856031,
190.856031,
190.856031
],
[
-207670,
-184835,
-127929,
-584954,
-404725,
-241978
],
[
2.085307,
2.717849,
0.684688,
0.9577,
1.149263,
0.469748
],
[
160,
80,
80,
160,
80,
80
],
[
70,
30,
40,
70,
30,
40
],
[
90,
50,
40,
90,
50,
40
],
[
43.75,
37.5,
50,
43.75,
37.5,
50
],
[
2.681109,
4.529748,
0.684688,
1.231329,
1.915438,
0.469748
],
[
955559,
955559,
13748,
546427,
546427,
18185
],
[
-54912,
-54912,
-47866,
-216046,
-216046,
-62083
],
[
80,
146,
14,
80,
146,
14
],
[
107,
233,
13,
107,
233,
13
],
[
59,
94,
16,
59,
94,
16
],
[
12913,
11724,
1189,
12913,
11724,
1189
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
427853,
-8911,
-599958,
-580703,
-380804,
-599958
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13056,
"evaluation_days": 2176,
"actual_first_datapoint_time": 1571976000000,
"first_datapoint_time": 1573329600000,
"last_datapoint_time": 1759982400000,
"evaluation_time": 1759996510252,
"expiration_time": 1765622592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 95,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 26,
"offset": 0,
"std": 3.85947
}
}
}
| # | 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) |
|---|