Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156699.941 | 44852.0853 | 111847.8557 | 110226.1901 | 63377.1619 | 46849.0282 |
Total P&L (%) | 156.6999 | 44.8521 | 111.8479 | 110.2262 | 63.3772 | 46.849 |
Avg Daily Profit (%) | 0.3009 | 0.0861 | 0.2147 | 0.1428 | 0.0943 | 0.0738 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70405 | -29419 | -65474 | -196516 | -38470 | -191535 |
Profit Factor | 1.5286 | 1.4031 | 1.6039 | 1.2426 | 1.4896 | 1.1442 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 70.1923 | 65.3846 | 75 | 70.1923 | 65.3846 | 75 |
Ratio Avg Win / Avg Loss | 0.6491 | 0.7428 | 0.5346 | 0.5277 | 0.7886 | 0.3814 |
Largest Winning Trade | 23253 | 17444 | 23253 | 35531 | 26973 | 35531 |
Largest Losing Trade | -65474 | -19581 | -65474 | -191535 | -25407 | -191535 |
Avg Bars in Trades | 233 | 106 | 360 | 233 | 106 | 360 |
Avg Bars in Winners | 169 | 89 | 239 | 169 | 89 | 239 |
Avg Bars in Losers | 384 | 138 | 724 | 384 | 138 | 724 |
Bars Traded | 24283 | 5544 | 18739 | 24283 | 5544 | 18739 |
Profit Streak | 0 | 0 | 21.8599 | 0 | 0 | 21.8599 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392414 | -259356 | -168828 | -1788 | -246573 | -336481 |
{ "trading_pair": "STX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714883400000, "first_datapoint_time": 1715322600000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759882091200, "expiration_time": 1766361600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 245, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 156699.9410046577, 44852.085324869, 111847.8556797887, 110226.1901195297, 63377.161902354, 46849.0282171757 ], [ 156.699941, 44.852085, 111.847856, 110.22619, 63.377162, 46.849028 ], [ 0.300866, 0.086117, 0.214749, 0.142761, 0.094296, 0.073801 ], [ 10, 10, 10, 10, 10, 10 ], [ -70405, -29419, -65474, -196516, -38470, -191535 ], [ 1.528572, 1.403144, 1.60392, 1.24255, 1.489605, 1.14415 ], [ 104, 52, 52, 104, 52, 52 ], [ 73, 34, 39, 73, 34, 39 ], [ 31, 18, 13, 31, 18, 13 ], [ 70.192308, 65.384615, 75, 70.192308, 65.384615, 75 ], [ 0.64912, 0.742841, 0.53464, 0.527658, 0.788615, 0.381383 ], [ 23253, 17444, 23253, 35531, 26973, 35531 ], [ -65474, -19581, -65474, -191535, -25407, -191535 ], [ 233, 106, 360, 233, 106, 360 ], [ 169, 89, 239, 169, 89, 239 ], [ 384, 138, 724, 384, 138, 724 ], [ 24283, 5544, 18739, 24283, 5544, 18739 ], [ 0, 0, 21.859852, 0, 0, 21.859852 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 392414, -259356, -168828, -1788, -246573, -336481 ] ] }
{ "trading_pair": "STX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714883400000, "first_datapoint_time": 1715322600000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759882091200, "expiration_time": 1766361600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 245, "offset": 0, "scalar": 4 } } }
# | 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) |
---|