Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 956020.8917 | 921485.5849 | 34535.3068 | 1058162.9734 | 1308737.7389 | -250574.7655 |
Total P&L (%) | 956.0209 | 921.4856 | 34.5353 | 1058.163 | 1308.7377 | -250.5748 |
Avg Daily Profit (%) | 0.4391 | 0.4232 | 0.0159 | 0.1126 | 0.1216 | 0 |
Buy And Hold Return (%) | 233.3333 | 233.3333 | 233.3333 | 233.3333 | 233.3333 | 233.3333 |
Max Trade Drawdown | -139649 | -150180 | -78105 | -1592168 | -1584965 | -882819 |
Profit Factor | 2.7725 | 3.6655 | 1.1783 | 1.1884 | 1.3753 | 0.8824 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 45.3125 | 40.625 | 50 | 45.3125 | 40.625 | 50 |
Ratio Avg Win / Avg Loss | 3.3461 | 5.3573 | 1.1783 | 1.4342 | 2.0101 | 0.8824 |
Largest Winning Trade | 488906 | 488906 | 42178 | 1322685 | 1322685 | 369326 |
Largest Losing Trade | -62493 | -55705 | -62493 | -742247 | -742247 | -689329 |
Avg Bars in Trades | 130 | 215 | 45 | 130 | 215 | 45 |
Avg Bars in Winners | 140 | 263 | 41 | 140 | 263 | 41 |
Avg Bars in Losers | 121 | 182 | 49 | 121 | 182 | 49 |
Bars Traded | 8354 | 6895 | 1459 | 8354 | 6895 | 1459 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132364 | 389394 | -361845 | -202984 | -33246 | -580810 |
{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8709, "evaluation_days": 2177.25, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574035200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760077690453, "expiration_time": 1765697832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 158, "offset": 0, "poles": 2 } } }
{ "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": [ [ 956020.8917447354, 921485.5849438522, 34535.306800883, 1058162.9734102255, 1308737.7389447985, -250574.7655345724 ], [ 956.020892, 921.485585, 34.535307, 1058.162973, 1308.737739, -250.574766 ], [ 0.439096, 0.423234, 0.015862, 0.112564, 0.12157, 0 ], [ 233.333333, 233.333333, 233.333333, 233.333333, 233.333333, 233.333333 ], [ -139649, -150180, -78105, -1592168, -1584965, -882819 ], [ 2.772453, 3.66554, 1.178317, 1.188358, 1.37531, 0.8824 ], [ 64, 32, 32, 64, 32, 32 ], [ 29, 13, 16, 29, 13, 16 ], [ 35, 19, 16, 35, 19, 16 ], [ 45.3125, 40.625, 50, 45.3125, 40.625, 50 ], [ 3.346064, 5.357328, 1.178317, 1.434226, 2.010068, 0.8824 ], [ 488906, 488906, 42178, 1322685, 1322685, 369326 ], [ -62493, -55705, -62493, -742247, -742247, -689329 ], [ 130, 215, 45, 130, 215, 45 ], [ 140, 263, 41, 140, 263, 41 ], [ 121, 182, 49, 121, 182, 49 ], [ 8354, 6895, 1459, 8354, 6895, 1459 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -132364, 389394, -361845, -202984, -33246, -580810 ] ] }
{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8709, "evaluation_days": 2177.25, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574035200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760077690453, "expiration_time": 1765697832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 158, "offset": 0, "poles": 2 } } }
# | 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) |
---|