Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1259934.065 | 1147128.8807 | 112805.1844 | 4604054.1066 | 2407907.063 | 2196147.0436 |
Total P&L (%) | 1259.9341 | 1147.1289 | 112.8052 | 4604.0541 | 2407.9071 | 2196.147 |
Avg Daily Profit (%) | 0.5809 | 0.5289 | 0.052 | 0.1777 | 0.1487 | 0.1446 |
Buy And Hold Return (%) | 548.0086 | 548.0086 | 548.0086 | 548.0086 | 548.0086 | 548.0086 |
Max Trade Drawdown | -67919 | -107201 | -50609 | -1943485 | -2962996 | -1038650 |
Profit Factor | 3.2146 | 4.3905 | 1.4892 | 1.4162 | 1.3322 | 1.5757 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 47.3118 | 40.4255 | 54.3478 | 47.3118 | 40.4255 | 54.3478 |
Ratio Avg Win / Avg Loss | 3.5798 | 6.4703 | 1.2509 | 1.5771 | 1.9633 | 1.3236 |
Largest Winning Trade | 627534 | 627534 | 38026 | 4260828 | 4260828 | 1032267 |
Largest Losing Trade | -34850 | -29503 | -34850 | -1407796 | -1407796 | -535688 |
Avg Bars in Trades | 90 | 133 | 46 | 90 | 133 | 46 |
Avg Bars in Winners | 124 | 215 | 55 | 124 | 215 | 55 |
Avg Bars in Losers | 60 | 78 | 36 | 60 | 78 | 36 |
Bars Traded | 8435 | 6296 | 2139 | 8435 | 6296 | 2139 |
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 | 422822 | 298341 | -287362 | 322369 | 61243 | 20994 |
{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8676, "evaluation_days": 2169, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575763200000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759347796789, "expiration_time": 1764963648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 36, "offset": 154, "std": 3.73867 } } }
{ "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": [ [ 1259934.0650191887, 1147128.8806678702, 112805.1843513182, 4604054.10657123, 2407907.0630071633, 2196147.043564068 ], [ 1259.934065, 1147.128881, 112.805184, 4604.054107, 2407.907063, 2196.147044 ], [ 0.580882, 0.528875, 0.052008, 0.177705, 0.14866, 0.144587 ], [ 548.008611, 548.008611, 548.008611, 548.008611, 548.008611, 548.008611 ], [ -67919, -107201, -50609, -1943485, -2962996, -1038650 ], [ 3.214556, 4.390542, 1.489179, 1.416166, 1.332214, 1.575669 ], [ 93, 47, 46, 93, 47, 46 ], [ 44, 19, 25, 44, 19, 25 ], [ 49, 28, 21, 49, 28, 21 ], [ 47.311828, 40.425532, 54.347826, 47.311828, 40.425532, 54.347826 ], [ 3.579847, 6.470273, 1.25091, 1.577094, 1.963262, 1.323562 ], [ 627534, 627534, 38026, 4260828, 4260828, 1032267 ], [ -34850, -29503, -34850, -1407796, -1407796, -535688 ], [ 90, 133, 46, 90, 133, 46 ], [ 124, 215, 55, 124, 215, 55 ], [ 60, 78, 36, 60, 78, 36 ], [ 8435, 6296, 2139, 8435, 6296, 2139 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 422822, 298341, -287362, 322369, 61243, 20994 ] ] }
{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8676, "evaluation_days": 2169, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575763200000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759347796789, "expiration_time": 1764963648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 36, "offset": 154, "std": 3.73867 } } }
# | 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) |
---|