Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178267.9007 | 52456.3979 | 125811.5028 | 267323.2801 | 75546.2566 | 191777.0235 |
Total P&L (%) | 178.2679 | 52.4564 | 125.8115 | 267.3233 | 75.5463 | 191.777 |
Avg Daily Profit (%) | 0.3423 | 0.1007 | 0.2416 | 0.2501 | 0.1081 | 0.2058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35788 | -36906 | -36734 | -105698 | -81980 | -103612 |
Profit Factor | 1.5838 | 1.313 | 1.9135 | 1.37 | 1.2 | 1.5563 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 63.4783 | 60.3448 | 66.6667 | 63.4783 | 60.3448 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9113 | 0.8628 | 0.9568 | 0.7882 | 0.7886 | 0.7782 |
Largest Winning Trade | 28634 | 17980 | 28634 | 49878 | 49878 | 42888 |
Largest Losing Trade | -34388 | -18274 | -34388 | -103612 | -41804 | -103612 |
Avg Bars in Trades | 213 | 240 | 186 | 213 | 240 | 186 |
Avg Bars in Winners | 158 | 170 | 146 | 158 | 170 | 146 |
Avg Bars in Losers | 310 | 347 | 266 | 310 | 347 | 266 |
Bars Traded | 24584 | 13964 | 10620 | 24584 | 13964 | 10620 |
Profit Streak | 0 | 0 | 16.6099 | 0 | 0 | 16.6099 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377016 | -240473 | -169058 | 301620 | -230144 | -170236 |
{ "trading_pair": "STX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714451400000, "first_datapoint_time": 1714861800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759450097986, "expiration_time": 1765929600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 204, "offset": 25 } }, "second_band": { "type": "rma", "factors": { "length": 139, "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": [ [ 178267.9007069974, 52456.3978769995, 125811.502829998, 267323.2801249938, 75546.2565821196, 191777.0235428743 ], [ 178.267901, 52.456398, 125.811503, 267.32328, 75.546257, 191.777024 ], [ 0.342277, 0.100717, 0.24156, 0.25012, 0.108104, 0.20581 ], [ 10, 10, 10, 10, 10, 10 ], [ -35788, -36906, -36734, -105698, -81980, -103612 ], [ 1.58384, 1.312955, 1.913531, 1.370022, 1.200008, 1.5563 ], [ 115, 58, 57, 115, 58, 57 ], [ 73, 35, 38, 73, 35, 38 ], [ 42, 23, 19, 42, 23, 19 ], [ 63.478261, 60.344828, 66.666667, 63.478261, 60.344828, 66.666667 ], [ 0.911251, 0.862799, 0.956765, 0.788232, 0.788577, 0.77815 ], [ 28634, 17980, 28634, 49878, 49878, 42888 ], [ -34388, -18274, -34388, -103612, -41804, -103612 ], [ 213, 240, 186, 213, 240, 186 ], [ 158, 170, 146, 158, 170, 146 ], [ 310, 347, 266, 310, 347, 266 ], [ 24584, 13964, 10620, 24584, 13964, 10620 ], [ 0, 0, 16.60993, 0, 0, 16.60993 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 377016, -240473, -169058, 301620, -230144, -170236 ] ] }
{ "trading_pair": "STX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714451400000, "first_datapoint_time": 1714861800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759450097986, "expiration_time": 1765929600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 204, "offset": 25 } }, "second_band": { "type": "rma", "factors": { "length": 139, "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) |
---|