| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 798266.5637 | 727370.1499 | 70896.4137 | 1816308.4259 | 2867427.7358 | -1051119.3099 |
| Total P&L (%) | 798.2666 | 727.3702 | 70.8964 | 1816.3084 | 2867.4277 | -1051.1193 |
| Avg Daily Profit (%) | 0.3669 | 0.3343 | 0.0326 | 0.1358 | 0.156 | 0 |
| Buy And Hold Return (%) | 239.8438 | 239.8438 | 239.8438 | 239.8438 | 239.8438 | 239.8438 |
| Max Trade Drawdown | -153994 | -145100 | -70723 | -6278204 | -5896256 | -3642961 |
| Profit Factor | 2.3913 | 2.7242 | 1.4667 | 1.0851 | 1.1862 | 0.8233 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
| Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Profitability (%) | 65.2174 | 63.0435 | 67.3913 | 65.2174 | 63.0435 | 67.3913 |
| Ratio Avg Win / Avg Loss | 1.2754 | 1.597 | 0.7097 | 0.5787 | 0.6954 | 0.3984 |
| Largest Winning Trade | 220547 | 220547 | 21245 | 2444264 | 2444264 | 935088 |
| Largest Losing Trade | -69332 | -69332 | -29807 | -2992776 | -2992776 | -1549638 |
| Avg Bars in Trades | 135 | 243 | 27 | 135 | 243 | 27 |
| Avg Bars in Winners | 88 | 160 | 21 | 88 | 160 | 21 |
| Avg Bars in Losers | 223 | 385 | 39 | 223 | 385 | 39 |
| Bars Traded | 12485 | 11217 | 1268 | 12485 | 11217 | 1268 |
| Profit Streak | 69.3868 | 0 | 151.8868 | 69.3868 | 0 | 151.8868 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 473165 | 470384 | -311738 | -136820 | -7896 | -576820 |
{
"trading_pair": "STX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13053,
"evaluation_days": 2175.5,
"actual_first_datapoint_time": 1571976000000,
"first_datapoint_time": 1574020800000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759943821073,
"expiration_time": 1765578096000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 209,
"offset": 0,
"std": 1.05634
}
}
} {
"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": [
[
798266.5636678732,
727370.1499443216,
70896.4137235516,
1816308.4258620043,
2867427.735808885,
-1051119.309946881
],
[
798.266564,
727.37015,
70.896414,
1816.308426,
2867.427736,
-1051.11931
],
[
0.366935,
0.334346,
0.032589,
0.13583,
0.155961,
0
],
[
239.84375,
239.84375,
239.84375,
239.84375,
239.84375,
239.84375
],
[
-153994,
-145100,
-70723,
-6278204,
-5896256,
-3642961
],
[
2.391285,
2.72424,
1.466693,
1.085093,
1.186247,
0.823317
],
[
92,
46,
46,
92,
46,
46
],
[
60,
29,
31,
60,
29,
31
],
[
32,
17,
15,
32,
17,
15
],
[
65.217391,
63.043478,
67.391304,
65.217391,
63.043478,
67.391304
],
[
1.275352,
1.596968,
0.70969,
0.578716,
0.695386,
0.398379
],
[
220547,
220547,
21245,
2444264,
2444264,
935088
],
[
-69332,
-69332,
-29807,
-2992776,
-2992776,
-1549638
],
[
135,
243,
27,
135,
243,
27
],
[
88,
160,
21,
88,
160,
21
],
[
223,
385,
39,
223,
385,
39
],
[
12485,
11217,
1268,
12485,
11217,
1268
],
[
69.386818,
0,
151.886818,
69.386818,
0,
151.886818
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
473165,
470384,
-311738,
-136820,
-7896,
-576820
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13053,
"evaluation_days": 2175.5,
"actual_first_datapoint_time": 1571976000000,
"first_datapoint_time": 1574020800000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759943821073,
"expiration_time": 1765578096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 209,
"offset": 0,
"std": 1.05634
}
}
}
| # | 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) |
|---|