| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1222401.3796 | 1147435.3535 | 74966.0261 | 3599535.7903 | 3133502.8519 | 466032.9384 |
| Total P&L (%) | 1222.4014 | 1147.4354 | 74.966 | 3599.5358 | 3133.5029 | 466.0329 |
| Avg Daily Profit (%) | 0.5644 | 0.5297 | 0.0346 | 0.1668 | 0.1606 | 0.0801 |
| Buy And Hold Return (%) | 231.3987 | 231.3987 | 231.3987 | 231.3987 | 231.3987 | 231.3987 |
| Max Trade Drawdown | -85665 | -77593 | -77207 | -1593690 | -1626287 | -1540993 |
| Profit Factor | 3.7606 | 6.629 | 1.3137 | 1.4457 | 1.8513 | 1.106 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
| Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
| Profitability (%) | 34.2857 | 31.4286 | 37.1429 | 34.2857 | 31.4286 | 37.1429 |
| Ratio Avg Win / Avg Loss | 7.2078 | 14.4634 | 2.2232 | 2.771 | 4.0392 | 1.8718 |
| Largest Winning Trade | 858536 | 858536 | 64617 | 1935703 | 1838235 | 1935703 |
| Largest Losing Trade | -39775 | -25740 | -39775 | -631480 | -468118 | -631480 |
| Avg Bars in Trades | 56 | 53 | 60 | 56 | 53 | 60 |
| Avg Bars in Winners | 132 | 130 | 135 | 132 | 130 | 135 |
| Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
| Bars Traded | 3987 | 1856 | 2132 | 3987 | 1856 | 2132 |
| 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 | -87995 | 388168 | -316168 | -95048 | 143370 | -200622 |
{
"trading_pair": "STX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4332,
"evaluation_days": 2166,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1581206400000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759088435857,
"expiration_time": 1764675072000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 215,
"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": [
[
1222401.3795792433,
1147435.3534500517,
74966.0261291909,
3599535.7902788008,
3133502.8519109297,
466032.9383678703
],
[
1222.40138,
1147.435353,
74.966026,
3599.53579,
3133.502852,
466.032938
],
[
0.564359,
0.529749,
0.03461,
0.166842,
0.160616,
0.080064
],
[
231.398723,
231.398723,
231.398723,
231.398723,
231.398723,
231.398723
],
[
-85665,
-77593,
-77207,
-1593690,
-1626287,
-1540993
],
[
3.760614,
6.629044,
1.31372,
1.445748,
1.851323,
1.106048
],
[
70,
35,
35,
70,
35,
35
],
[
24,
11,
13,
24,
11,
13
],
[
46,
24,
22,
46,
24,
22
],
[
34.285714,
31.428571,
37.142857,
34.285714,
31.428571,
37.142857
],
[
7.207844,
14.463368,
2.223218,
2.771017,
4.039249,
1.871774
],
[
858536,
858536,
64617,
1935703,
1838235,
1935703
],
[
-39775,
-25740,
-39775,
-631480,
-468118,
-631480
],
[
56,
53,
60,
56,
53,
60
],
[
132,
130,
135,
132,
130,
135
],
[
17,
17,
16,
17,
17,
16
],
[
3987,
1856,
2132,
3987,
1856,
2132
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-87995,
388168,
-316168,
-95048,
143370,
-200622
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4332,
"evaluation_days": 2166,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1581206400000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759088435857,
"expiration_time": 1764675072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 215,
"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) |
|---|