Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 732070.8048 | 679390.7102 | 52680.0946 | 1229120.2991 | 1471771.8502 | -242651.5511 |
Total P&L (%) | 732.0708 | 679.3907 | 52.6801 | 1229.1203 | 1471.7719 | -242.6516 |
Avg Daily Profit (%) | 0.3515 | 0.3262 | 0.0253 | 0.1243 | 0.1324 | 0 |
Buy And Hold Return (%) | 143.8125 | 143.8125 | 143.8125 | 143.8125 | 143.8125 | 143.8125 |
Max Trade Drawdown | -140842 | -89322 | -108786 | -3402613 | -2396226 | -1293074 |
Profit Factor | 2.3231 | 3.4654 | 1.1897 | 1.2142 | 1.4646 | 0.9056 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 40 | 36.3636 | 43.75 | 40 | 36.3636 | 43.75 |
Ratio Avg Win / Avg Loss | 3.4846 | 6.0644 | 1.5296 | 1.8213 | 2.5631 | 1.1643 |
Largest Winning Trade | 256463 | 256463 | 64528 | 1508170 | 1508170 | 797696 |
Largest Losing Trade | -45702 | -32812 | -45702 | -700925 | -700925 | -567197 |
Avg Bars in Trades | 377 | 357 | 398 | 377 | 357 | 398 |
Avg Bars in Winners | 735 | 703 | 763 | 735 | 703 | 763 |
Avg Bars in Losers | 139 | 160 | 114 | 139 | 160 | 114 |
Bars Traded | 24550 | 11801 | 12749 | 24550 | 11801 | 12749 |
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 | -127683 | 318182 | -338094 | -166148 | -19029 | -581574 |
{ "trading_pair": "STX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1580320800000, "first_datapoint_time": 1581681600000, "last_datapoint_time": 1760320800000, "evaluation_time": 1760322259979, "expiration_time": 1766798467200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 187, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dema", "factors": { "length": 190, "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": [ [ 732070.8047761931, 679390.7101616412, 52680.0946145517, 1229120.2991312433, 1471771.8502456415, -242651.5511143985 ], [ 732.070805, 679.39071, 52.680095, 1229.120299, 1471.77185, -242.651551 ], [ 0.351521, 0.326226, 0.025296, 0.124303, 0.132365, 0 ], [ 143.812533, 143.812533, 143.812533, 143.812533, 143.812533, 143.812533 ], [ -140842, -89322, -108786, -3402613, -2396226, -1293074 ], [ 2.323068, 3.465393, 1.189673, 1.214218, 1.46462, 0.905584 ], [ 65, 33, 32, 65, 33, 32 ], [ 26, 12, 14, 26, 12, 14 ], [ 39, 21, 18, 39, 21, 18 ], [ 40, 36.363636, 43.75, 40, 36.363636, 43.75 ], [ 3.484602, 6.064438, 1.529579, 1.821327, 2.563085, 1.164322 ], [ 256463, 256463, 64528, 1508170, 1508170, 797696 ], [ -45702, -32812, -45702, -700925, -700925, -567197 ], [ 377, 357, 398, 377, 357, 398 ], [ 735, 703, 763, 735, 703, 763 ], [ 139, 160, 114, 139, 160, 114 ], [ 24550, 11801, 12749, 24550, 11801, 12749 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -127683, 318182, -338094, -166148, -19029, -581574 ] ] }
{ "trading_pair": "STX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1580320800000, "first_datapoint_time": 1581681600000, "last_datapoint_time": 1760320800000, "evaluation_time": 1760322259979, "expiration_time": 1766798467200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 187, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dema", "factors": { "length": 190, "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) |
---|