| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 656531.2019 | 714630.3443 | -58099.1424 | 65767.2082 | 1526566.8018 | -1460799.5937 |
| Total P&L (%) | 656.5312 | 714.6303 | -58.0991 | 65.7672 | 1526.5668 | -1460.7996 |
| Avg Daily Profit (%) | 0.3013 | 0.328 | -0.0267 | 0.0232 | 0.1281 | 0 |
| Buy And Hold Return (%) | 242.8571 | 242.8571 | 242.8571 | 242.8571 | 242.8571 | 242.8571 |
| Max Trade Drawdown | -218959 | -144749 | -173283 | -1487398 | -808387 | -1769144 |
| Profit Factor | 1.678 | 2.7545 | 0.8964 | 1.0122 | 1.7405 | 0.5612 |
| Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
| Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
| Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
| Profitability (%) | 49.6 | 44.4444 | 54.8387 | 49.6 | 44.4444 | 54.8387 |
| Ratio Avg Win / Avg Loss | 1.7051 | 3.4431 | 0.7382 | 1.0285 | 2.1756 | 0.4621 |
| Largest Winning Trade | 254736 | 254736 | 62156 | 615324 | 615324 | 444191 |
| Largest Losing Trade | -50168 | -32380 | -50168 | -449799 | -286350 | -449799 |
| Avg Bars in Trades | 50 | 54 | 46 | 50 | 54 | 46 |
| Avg Bars in Winners | 60 | 63 | 58 | 60 | 63 | 58 |
| Avg Bars in Losers | 40 | 47 | 30 | 40 | 47 | 30 |
| Bars Traded | 6312 | 3453 | 2859 | 6312 | 3453 | 2859 |
| Profit Streak | 41.096 | 41.096 | 172.096 | 41.096 | 41.096 | 172.096 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 355354 | -137343 | -732976 | -533597 | -167363 | -732976 |
{
"trading_pair": "STX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6537,
"evaluation_days": 2179,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574352000000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760206697169,
"expiration_time": 1765846368000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 53,
"offset": 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": [
[
656531.2018840456,
714630.3443267233,
-58099.142442678,
65767.2081539883,
1526566.8018197613,
-1460799.5936657733
],
[
656.531202,
714.630344,
-58.099142,
65.767208,
1526.566802,
-1460.799594
],
[
0.301299,
0.327963,
-0.026663,
0.023197,
0.128079,
0
],
[
242.857143,
242.857143,
242.857143,
242.857143,
242.857143,
242.857143
],
[
-218959,
-144749,
-173283,
-1487398,
-808387,
-1769144
],
[
1.67802,
2.754518,
0.896436,
1.012201,
1.740464,
0.561154
],
[
125,
63,
62,
125,
63,
62
],
[
62,
28,
34,
62,
28,
34
],
[
63,
35,
28,
63,
35,
28
],
[
49.6,
44.444444,
54.83871,
49.6,
44.444444,
54.83871
],
[
1.705085,
3.443148,
0.738241,
1.028527,
2.175581,
0.462127
],
[
254736,
254736,
62156,
615324,
615324,
444191
],
[
-50168,
-32380,
-50168,
-449799,
-286350,
-449799
],
[
50,
54,
46,
50,
54,
46
],
[
60,
63,
58,
60,
63,
58
],
[
40,
47,
30,
40,
47,
30
],
[
6312,
3453,
2859,
6312,
3453,
2859
],
[
41.096032,
41.096032,
172.096032,
41.096032,
41.096032,
172.096032
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
355354,
-137343,
-732976,
-533597,
-167363,
-732976
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6537,
"evaluation_days": 2179,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574352000000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760206697169,
"expiration_time": 1765846368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 53,
"offset": 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) |
|---|