Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1107825.3491 | 25488.7097 | -1133314.0588 | -4520622.0636 | 4699009.067 | -9219631.1306 |
Total P&L (%) | -1107.8253 | 25.4887 | -1133.3141 | -4520.6221 | 4699.0091 | -9219.6311 |
Avg Daily Profit (%) | -0.5082 | 0.0117 | -0.5199 | 0 | 0.1777 | 0 |
Buy And Hold Return (%) | 412.8205 | 412.8205 | 412.8205 | 412.8205 | 412.8205 | 412.8205 |
Max Trade Drawdown | -1357687 | -159092 | -1310355 | -8223199 | -1950946 | -9423318 |
Profit Factor | 0.3472 | 1.0966 | 0.2091 | 0.7453 | 1.9137 | 0.2687 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 63 | 29 | 34 | 33 | 20 | 13 |
Losing Trades | 18 | 11 | 7 | 48 | 20 | 28 |
Profitability (%) | 77.7778 | 72.5 | 82.9268 | 40.7407 | 50 | 31.7073 |
Ratio Avg Win / Avg Loss | 0.0992 | 0.4159 | 0.0431 | 1.0841 | 1.9137 | 0.5788 |
Largest Winning Trade | 43830 | 27720 | 43830 | 3891629 | 3891629 | 1949656 |
Largest Losing Trade | -757108 | -60724 | -757108 | -4392401 | -614246 | -4392401 |
Avg Bars in Trades | 49 | 52 | 46 | 49 | 52 | 46 |
Avg Bars in Winners | 17 | 18 | 16 | 63 | 77 | 42 |
Avg Bars in Losers | 163 | 143 | 194 | 40 | 27 | 48 |
Bars Traded | 4032 | 2106 | 1926 | 4032 | 2106 | 1926 |
Profit Streak | 93.8402 | 93.8402 | 547.8402 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 14 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -591817 | -455474 | -575069 | -598989 | 414334 | -587856 |
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4360, "evaluation_days": 2180, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1577966400000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760299793631, "expiration_time": 1765920960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 140, "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": [ [ -1107825.349059068, 25488.7096958349, -1133314.058754902, -4520622.063641507, 4699009.066971779, -9219631.130613284 ], [ -1107.825349, 25.48871, -1133.314059, -4520.622064, 4699.009067, -9219.631131 ], [ -0.508177, 0.011692, -0.519869, 0, 0.177726, 0 ], [ 412.820513, 412.820513, 412.820513, 412.820513, 412.820513, 412.820513 ], [ -1357687, -159092, -1310355, -8223199, -1950946, -9423318 ], [ 0.347155, 1.096555, 0.209098, 0.745317, 1.91374, 0.26871 ], [ 81, 40, 41, 81, 40, 41 ], [ 63, 29, 34, 33, 20, 13 ], [ 18, 11, 7, 48, 20, 28 ], [ 77.777778, 72.5, 82.926829, 40.740741, 50, 31.707317 ], [ 0.099187, 0.415935, 0.04305, 1.084097, 1.91374, 0.57876 ], [ 43830, 27720, 43830, 3891629, 3891629, 1949656 ], [ -757108, -60724, -757108, -4392401, -614246, -4392401 ], [ 49, 52, 46, 49, 52, 46 ], [ 17, 18, 16, 63, 77, 42 ], [ 163, 143, 194, 40, 27, 48 ], [ 4032, 2106, 1926, 4032, 2106, 1926 ], [ 93.840204, 93.840204, 547.840204, 0, 0, 0 ], [ 3, 1, 14, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -591817, -455474, -575069, -598989, 414334, -587856 ] ] }
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4360, "evaluation_days": 2180, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1577966400000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760299793631, "expiration_time": 1765920960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 140, "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) |
---|