| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1309410.8948 | -11744.0854 | -1297666.8094 | -3780239.8505 | 3320855.029 | -7101094.8795 |
| Total P&L (%) | -1309.4109 | -11.7441 | -1297.6668 | -3780.2399 | 3320.855 | -7101.0949 |
| Avg Daily Profit (%) | -0.6036 | -0.0054 | -0.5981 | 0 | 0.163 | 0 |
| Buy And Hold Return (%) | 293.2441 | 293.2441 | 293.2441 | 293.2441 | 293.2441 | 293.2441 |
| Max Trade Drawdown | -1519316 | -141722 | -1446470 | -8752303 | -2830616 | -7185306 |
| Profit Factor | 0.3131 | 0.9605 | 0.1934 | 0.7407 | 1.6795 | 0.2673 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 66 | 30 | 36 | 40 | 23 | 17 |
| Losing Trades | 25 | 15 | 10 | 51 | 22 | 29 |
| Profitability (%) | 72.5275 | 66.6667 | 78.2609 | 43.956 | 51.1111 | 36.9565 |
| Ratio Avg Win / Avg Loss | 0.1186 | 0.4803 | 0.0537 | 0.9444 | 1.6065 | 0.456 |
| Largest Winning Trade | 27720 | 27720 | 20086 | 4577560 | 4577560 | 1094725 |
| Largest Losing Trade | -857774 | -63590 | -857774 | -3055924 | -868096 | -3055924 |
| Avg Bars in Trades | 137 | 146 | 129 | 137 | 146 | 129 |
| Avg Bars in Winners | 40 | 45 | 35 | 163 | 197 | 117 |
| Avg Bars in Losers | 395 | 348 | 465 | 117 | 93 | 136 |
| Bars Traded | 12547 | 6596 | 5951 | 12547 | 6596 | 5951 |
| Profit Streak | 18.903 | 0 | 125.5697 | 0 | 50.5697 | 0 |
| Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576776 | -578551 | -575655 | -582885 | 420384 | -585776 |
{
"trading_pair": "STX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13017,
"evaluation_days": 2169.5,
"actual_first_datapoint_time": 1571976000000,
"first_datapoint_time": 1574222400000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759426821460,
"expiration_time": 1765044144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 16,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 157,
"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": [
[
-1309410.894805537,
-11744.0854452037,
-1297666.8093603337,
-3780239.850498323,
3320855.0290367636,
-7101094.8795350855
],
[
-1309.410895,
-11.744085,
-1297.666809,
-3780.23985,
3320.855029,
-7101.09488
],
[
-0.603554,
-0.005413,
-0.598141,
0,
0.162957,
0
],
[
293.244105,
293.244105,
293.244105,
293.244105,
293.244105,
293.244105
],
[
-1519316,
-141722,
-1446470,
-8752303,
-2830616,
-7185306
],
[
0.313108,
0.96051,
0.193439,
0.740709,
1.679529,
0.267336
],
[
91,
45,
46,
91,
45,
46
],
[
66,
30,
36,
40,
23,
17
],
[
25,
15,
10,
51,
22,
29
],
[
72.527473,
66.666667,
78.26087,
43.956044,
51.111111,
36.956522
],
[
0.118602,
0.480255,
0.053733,
0.944404,
1.606506,
0.456044
],
[
27720,
27720,
20086,
4577560,
4577560,
1094725
],
[
-857774,
-63590,
-857774,
-3055924,
-868096,
-3055924
],
[
137,
146,
129,
137,
146,
129
],
[
40,
45,
35,
163,
197,
117
],
[
395,
348,
465,
117,
93,
136
],
[
12547,
6596,
5951,
12547,
6596,
5951
],
[
18.903026,
0,
125.569693,
0,
50.569693,
0
],
[
1,
0,
4,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576776,
-578551,
-575655,
-582885,
420384,
-585776
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13017,
"evaluation_days": 2169.5,
"actual_first_datapoint_time": 1571976000000,
"first_datapoint_time": 1574222400000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759426821460,
"expiration_time": 1765044144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 16,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 157,
"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) |
|---|