Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712026.0622 | 626001.9334 | 86024.1288 | 3967235.0593 | 2262978.1768 | 1704256.8825 |
Total P&L (%) | 712.0261 | 626.0019 | 86.0241 | 3967.2351 | 2262.9782 | 1704.2569 |
Avg Daily Profit (%) | 0.3272 | 0.2877 | 0.0395 | 0.1704 | 0.1454 | 0.133 |
Buy And Hold Return (%) | 178.549 | 178.549 | 178.549 | 178.549 | 178.549 | 178.549 |
Max Trade Drawdown | -110183 | -119812 | -27457 | -4682574 | -5371501 | -1437353 |
Profit Factor | 2.544 | 2.742 | 1.8452 | 1.2381 | 1.1651 | 1.5758 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Losing Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Profitability (%) | 76.5217 | 80.7018 | 72.4138 | 76.5217 | 80.7018 | 72.4138 |
Ratio Avg Win / Avg Loss | 0.7806 | 0.6557 | 0.7029 | 0.3799 | 0.2786 | 0.6003 |
Largest Winning Trade | 79711 | 79711 | 14443 | 1107841 | 1107841 | 507777 |
Largest Losing Trade | -82399 | -82399 | -23776 | -4670552 | -4670552 | -1392724 |
Avg Bars in Trades | 70 | 140 | 2 | 70 | 140 | 2 |
Avg Bars in Winners | 37 | 69 | 1 | 37 | 69 | 1 |
Avg Bars in Losers | 181 | 437 | 4 | 181 | 437 | 4 |
Bars Traded | 8149 | 8008 | 141 | 8149 | 8008 | 141 |
Profit Streak | 89.6159 | 90.1159 | 89.6159 | 89.6159 | 90.1159 | 89.6159 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521121 | -166156 | -480660 | 408062 | -213745 | -190428 |
{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8704, "evaluation_days": 2176, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1572847200000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759956411022, "expiration_time": 1765586592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 42, "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": [ [ 712026.0622211902, 626001.9333844834, 86024.1288367073, 3967235.0592860673, 2262978.1768245758, 1704256.8824614894 ], [ 712.026062, 626.001933, 86.024129, 3967.235059, 2262.978177, 1704.256882 ], [ 0.327218, 0.287685, 0.039533, 0.170437, 0.145442, 0.133027 ], [ 178.549037, 178.549037, 178.549037, 178.549037, 178.549037, 178.549037 ], [ -110183, -119812, -27457, -4682574, -5371501, -1437353 ], [ 2.544028, 2.741967, 1.845168, 1.23808, 1.165139, 1.575769 ], [ 115, 57, 58, 115, 57, 58 ], [ 88, 46, 42, 88, 46, 42 ], [ 27, 11, 16, 27, 11, 16 ], [ 76.521739, 80.701754, 72.413793, 76.521739, 80.701754, 72.413793 ], [ 0.780554, 0.655688, 0.702921, 0.379865, 0.27862, 0.600293 ], [ 79711, 79711, 14443, 1107841, 1107841, 507777 ], [ -82399, -82399, -23776, -4670552, -4670552, -1392724 ], [ 70, 140, 2, 70, 140, 2 ], [ 37, 69, 1, 37, 69, 1 ], [ 181, 437, 4, 181, 437, 4 ], [ 8149, 8008, 141, 8149, 8008, 141 ], [ 89.615868, 90.115868, 89.615868, 89.615868, 90.115868, 89.615868 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 521121, -166156, -480660, 408062, -213745, -190428 ] ] }
{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8704, "evaluation_days": 2176, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1572847200000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759956411022, "expiration_time": 1765586592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 42, "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) |
---|