| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1221874.4217 | 19635.3759 | -1241509.7976 | -4033186.2089 | 5382910.7088 | -9416096.9176 |
| Total P&L (%) | -1221.8744 | 19.6354 | -1241.5098 | -4033.1862 | 5382.9107 | -9416.0969 |
| Avg Daily Profit (%) | -0.5652 | 0.0091 | -0.5743 | 0 | 0.1854 | 0 |
| Buy And Hold Return (%) | 527.0833 | 527.0833 | 527.0833 | 527.0833 | 527.0833 | 527.0833 |
| Max Trade Drawdown | -1360404 | -152598 | -1323391 | -9530344 | -2395519 | -9447352 |
| Profit Factor | 0.3052 | 1.0709 | 0.1622 | 0.7927 | 1.8713 | 0.2907 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 59 | 29 | 30 | 29 | 18 | 11 |
| Losing Trades | 23 | 12 | 11 | 53 | 23 | 30 |
| Profitability (%) | 71.9512 | 70.7317 | 73.1707 | 35.3659 | 43.9024 | 26.8293 |
| Ratio Avg Win / Avg Loss | 0.119 | 0.4431 | 0.0595 | 1.4487 | 2.391 | 0.7928 |
| Largest Winning Trade | 31618 | 31618 | 22210 | 4717718 | 4717718 | 2737950 |
| Largest Losing Trade | -804787 | -64055 | -804787 | -6075257 | -1011894 | -6075257 |
| Avg Bars in Trades | 101 | 99 | 103 | 101 | 99 | 103 |
| Avg Bars in Winners | 32 | 30 | 33 | 147 | 155 | 133 |
| Avg Bars in Losers | 276 | 263 | 291 | 75 | 54 | 92 |
| Bars Traded | 8287 | 4062 | 4225 | 8287 | 4062 | 4225 |
| Profit Streak | 112.8322 | 157.8322 | 112.8322 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -585474 | -487349 | -577175 | -593579 | 328651 | -602494 |
{
"trading_pair": "STX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8647,
"evaluation_days": 2161.75,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1576454400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758873505500,
"expiration_time": 1764318456000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 209,
"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": [
[
-1221874.4216960338,
19635.3759256997,
-1241509.7976217333,
-4033186.2088861833,
5382910.708756639,
-9416096.91764282
],
[
-1221.874422,
19.635376,
-1241.509798,
-4033.186209,
5382.910709,
-9416.096918
],
[
-0.565225,
0.009083,
-0.574308,
0,
0.185402,
0
],
[
527.083333,
527.083333,
527.083333,
527.083333,
527.083333,
527.083333
],
[
-1360404,
-152598,
-1323391,
-9530344,
-2395519,
-9447352
],
[
0.305218,
1.070925,
0.162158,
0.792673,
1.871254,
0.290683
],
[
82,
41,
41,
82,
41,
41
],
[
59,
29,
30,
29,
18,
11
],
[
23,
12,
11,
53,
23,
30
],
[
71.95122,
70.731707,
73.170732,
35.365854,
43.902439,
26.829268
],
[
0.118983,
0.443141,
0.059458,
1.448677,
2.391047,
0.792771
],
[
31618,
31618,
22210,
4717718,
4717718,
2737950
],
[
-804787,
-64055,
-804787,
-6075257,
-1011894,
-6075257
],
[
101,
99,
103,
101,
99,
103
],
[
32,
30,
33,
147,
155,
133
],
[
276,
263,
291,
75,
54,
92
],
[
8287,
4062,
4225,
8287,
4062,
4225
],
[
112.83224,
157.83224,
112.83224,
0,
0,
0
],
[
2,
1,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-585474,
-487349,
-577175,
-593579,
328651,
-602494
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8647,
"evaluation_days": 2161.75,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1576454400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758873505500,
"expiration_time": 1764318456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 209,
"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) |
|---|