Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272174.3171 | 268326.1251 | 3848.1921 | 287126.9184 | 441556.3312 | -154429.4128 |
Total P&L (%) | 272.1743 | 268.3261 | 3.8482 | 287.1269 | 441.5563 | -154.4294 |
Avg Daily Profit (%) | 0.2613 | 0.2576 | 0.0037 | 0.13 | 0.1623 | 0 |
Buy And Hold Return (%) | 65.1685 | 65.1685 | 65.1685 | 65.1685 | 65.1685 | 65.1685 |
Max Trade Drawdown | -134625 | -125284 | -35610 | -1626666 | -1491690 | -317124 |
Profit Factor | 1.8178 | 2.0198 | 1.0552 | 1.0981 | 1.191 | 0.7491 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 66.6667 | 67.3913 | 65.9574 | 66.6667 | 67.3913 | 65.9574 |
Ratio Avg Win / Avg Loss | 0.9089 | 0.9773 | 0.5446 | 0.549 | 0.5763 | 0.3866 |
Largest Winning Trade | 80278 | 80278 | 17811 | 367309 | 367309 | 68354 |
Largest Losing Trade | -62568 | -62568 | -19377 | -546140 | -546140 | -222609 |
Avg Bars in Trades | 236 | 468 | 9 | 236 | 468 | 9 |
Avg Bars in Winners | 137 | 269 | 6 | 137 | 269 | 6 |
Avg Bars in Losers | 434 | 881 | 14 | 434 | 881 | 14 |
Bars Traded | 22005 | 21564 | 441 | 22005 | 21564 | 441 |
Profit Streak | 93.1813 | 94.5146 | 93.1813 | 93.1813 | 94.5146 | 93.1813 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374254 | 372352 | -512125 | -131949 | -1658 | -577791 |
{ "trading_pair": "STX_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670281200000, "first_datapoint_time": 1670558400000, "last_datapoint_time": 1760281200000, "evaluation_time": 1760282461896, "expiration_time": 1766761200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 193, "offset": 219, "std": 1.97291 } } }
{ "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": [ [ 272174.3171433603, 268326.1250686247, 3848.1920747356, 287126.9184024456, 441556.331180771, -154429.4127783251 ], [ 272.174317, 268.326125, 3.848192, 287.126918, 441.556331, -154.429413 ], [ 0.261287, 0.257592, 0.003694, 0.130028, 0.162302, 0 ], [ 65.168539, 65.168539, 65.168539, 65.168539, 65.168539, 65.168539 ], [ -134625, -125284, -35610, -1626666, -1491690, -317124 ], [ 1.817817, 2.019801, 1.055219, 1.098087, 1.190999, 0.749077 ], [ 93, 46, 47, 93, 46, 47 ], [ 62, 31, 31, 62, 31, 31 ], [ 31, 15, 16, 31, 15, 16 ], [ 66.666667, 67.391304, 65.957447, 66.666667, 67.391304, 65.957447 ], [ 0.908909, 0.977323, 0.544629, 0.549043, 0.57629, 0.386621 ], [ 80278, 80278, 17811, 367309, 367309, 68354 ], [ -62568, -62568, -19377, -546140, -546140, -222609 ], [ 236, 468, 9, 236, 468, 9 ], [ 137, 269, 6, 137, 269, 6 ], [ 434, 881, 14, 434, 881, 14 ], [ 22005, 21564, 441, 22005, 21564, 441 ], [ 93.181272, 94.514605, 93.181272, 93.181272, 94.514605, 93.181272 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 374254, 372352, -512125, -131949, -1658, -577791 ] ] }
{ "trading_pair": "STX_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670281200000, "first_datapoint_time": 1670558400000, "last_datapoint_time": 1760281200000, "evaluation_time": 1760282461896, "expiration_time": 1766761200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 193, "offset": 219, "std": 1.97291 } } }
# | 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) |
---|