| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1103474.2063 | 983872.6663 | 119601.54 | 7429513.2644 | 4786794.5343 | 2642718.7301 |
| Total P&L (%) | 1103.4742 | 983.8727 | 119.6015 | 7429.5133 | 4786.7945 | 2642.7187 |
| Avg Daily Profit (%) | 0.5069 | 0.4519 | 0.0549 | 0.1987 | 0.1788 | 0.1522 |
| Buy And Hold Return (%) | 384.7737 | 384.7737 | 384.7737 | 384.7737 | 384.7737 | 384.7737 |
| Max Trade Drawdown | -129021 | -135879 | -41340 | -4160169 | -1909370 | -2822578 |
| Profit Factor | 3.8405 | 5.2904 | 1.7515 | 1.7806 | 2.0852 | 1.5175 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
| Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Profitability (%) | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 |
| Ratio Avg Win / Avg Loss | 4.3891 | 6.0461 | 2.0017 | 2.035 | 2.3831 | 1.7343 |
| Largest Winning Trade | 462775 | 462775 | 39860 | 5809268 | 5809268 | 3208176 |
| Largest Losing Trade | -31387 | -31387 | -22862 | -2509671 | -1704898 | -2509671 |
| Avg Bars in Trades | 104 | 165 | 43 | 104 | 165 | 43 |
| Avg Bars in Winners | 158 | 260 | 55 | 158 | 260 | 55 |
| Avg Bars in Losers | 57 | 81 | 33 | 57 | 81 | 33 |
| Bars Traded | 6265 | 4952 | 1313 | 6265 | 4952 | 1313 |
| 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 | -160419 | 480611 | -283355 | -163392 | 377190 | 313985 |
{
"trading_pair": "STX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6531,
"evaluation_days": 2177,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1577318400000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760047470392,
"expiration_time": 1765668384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 46,
"offset": 0,
"std": 3.57066
}
}
} {
"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": [
[
1103474.2062911557,
983872.6663085637,
119601.5399825918,
7429513.264366762,
4786794.534261667,
2642718.7301050974
],
[
1103.474206,
983.872666,
119.60154,
7429.513264,
4786.794534,
2642.71873
],
[
0.506878,
0.45194,
0.054939,
0.1987,
0.178806,
0.15223
],
[
384.773663,
384.773663,
384.773663,
384.773663,
384.773663,
384.773663
],
[
-129021,
-135879,
-41340,
-4160169,
-1909370,
-2822578
],
[
3.840475,
5.290368,
1.75145,
1.780599,
2.085242,
1.51748
],
[
60,
30,
30,
60,
30,
30
],
[
28,
14,
14,
28,
14,
14
],
[
32,
16,
16,
32,
16,
16
],
[
46.666667,
46.666667,
46.666667,
46.666667,
46.666667,
46.666667
],
[
4.389115,
6.046134,
2.001658,
2.03497,
2.383134,
1.734263
],
[
462775,
462775,
39860,
5809268,
5809268,
3208176
],
[
-31387,
-31387,
-22862,
-2509671,
-1704898,
-2509671
],
[
104,
165,
43,
104,
165,
43
],
[
158,
260,
55,
158,
260,
55
],
[
57,
81,
33,
57,
81,
33
],
[
6265,
4952,
1313,
6265,
4952,
1313
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-160419,
480611,
-283355,
-163392,
377190,
313985
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6531,
"evaluation_days": 2177,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1577318400000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760047470392,
"expiration_time": 1765668384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 46,
"offset": 0,
"std": 3.57066
}
}
}
| # | 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) |
|---|