Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 960892.4344 | 887157.7763 | 73734.6582 | 2968121.1667 | 2570330.5378 | 397790.629 |
Total P&L (%) | 960.8924 | 887.1578 | 73.7347 | 2968.1212 | 2570.3305 | 397.7906 |
Avg Daily Profit (%) | 0.441 | 0.4072 | 0.0338 | 0.1573 | 0.1509 | 0.0737 |
Buy And Hold Return (%) | 359.6273 | 359.6273 | 359.6273 | 359.6273 | 359.6273 | 359.6273 |
Max Trade Drawdown | -95304 | -90345 | -49664 | -3727889 | -2779552 | -1147710 |
Profit Factor | 3.5853 | 5.2172 | 1.4571 | 1.4366 | 1.6794 | 1.1319 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 43.1034 | 44.8276 | 41.3793 | 43.1034 | 44.8276 | 41.3793 |
Ratio Avg Win / Avg Loss | 4.7326 | 6.4211 | 2.0642 | 1.8963 | 2.067 | 1.6035 |
Largest Winning Trade | 493393 | 493393 | 58034 | 2463644 | 2463644 | 1217840 |
Largest Losing Trade | -49664 | -36031 | -49664 | -1667562 | -1667562 | -582980 |
Avg Bars in Trades | 144 | 217 | 71 | 144 | 217 | 71 |
Avg Bars in Winners | 205 | 300 | 102 | 205 | 300 | 102 |
Avg Bars in Losers | 98 | 151 | 48 | 98 | 151 | 48 |
Bars Traded | 8377 | 6318 | 2059 | 8377 | 6318 | 2059 |
Profit Streak | 0 | 41.517 | 0 | 0 | 41.517 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168729 | 448912 | -314712 | -172479 | 334183 | -305031 |
{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8715, "evaluation_days": 2178.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575676800000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760207065242, "expiration_time": 1765831320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 69, "offset": 104 } }, "second_band": { "type": "dcu", "factors": { "length": 67, "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": [ [ 960892.4344394407, 887157.7762624685, 73734.6581769723, 2968121.166725533, 2570330.5377514064, 397790.628974126 ], [ 960.892434, 887.157776, 73.734658, 2968.121167, 2570.330538, 397.790629 ], [ 0.441029, 0.407187, 0.033843, 0.157262, 0.150878, 0.073694 ], [ 359.627329, 359.627329, 359.627329, 359.627329, 359.627329, 359.627329 ], [ -95304, -90345, -49664, -3727889, -2779552, -1147710 ], [ 3.585317, 5.217156, 1.457116, 1.436577, 1.679433, 1.131912 ], [ 58, 29, 29, 58, 29, 29 ], [ 25, 13, 12, 25, 13, 12 ], [ 33, 16, 17, 33, 16, 17 ], [ 43.103448, 44.827586, 41.37931, 43.103448, 44.827586, 41.37931 ], [ 4.732619, 6.421115, 2.064247, 1.896282, 2.066995, 1.603542 ], [ 493393, 493393, 58034, 2463644, 2463644, 1217840 ], [ -49664, -36031, -49664, -1667562, -1667562, -582980 ], [ 144, 217, 71, 144, 217, 71 ], [ 205, 300, 102, 205, 300, 102 ], [ 98, 151, 48, 98, 151, 48 ], [ 8377, 6318, 2059, 8377, 6318, 2059 ], [ 0, 41.516959, 0, 0, 41.516959, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -168729, 448912, -314712, -172479, 334183, -305031 ] ] }
{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8715, "evaluation_days": 2178.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575676800000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760207065242, "expiration_time": 1765831320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 69, "offset": 104 } }, "second_band": { "type": "dcu", "factors": { "length": 67, "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) |
---|