| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 775773.2335 | 732376.7644 | 43396.4691 | 1686431.5921 | 3994234.5347 | -2307802.9426 |
| Total P&L (%) | 775.7732 | 732.3768 | 43.3965 | 1686.4316 | 3994.2345 | -2307.8029 |
| Avg Daily Profit (%) | 0.357 | 0.337 | 0.02 | 0.1328 | 0.171 | 0 |
| Buy And Hold Return (%) | 427.32 | 427.32 | 427.32 | 427.32 | 427.32 | 427.32 |
| Max Trade Drawdown | -110691 | -89281 | -88441 | -4900703 | -3098097 | -3732305 |
| Profit Factor | 2.4919 | 4.091 | 1.1533 | 1.1318 | 1.6508 | 0.6536 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Profitability (%) | 50 | 53.125 | 46.875 | 50 | 53.125 | 46.875 |
| Ratio Avg Win / Avg Loss | 2.4919 | 3.6097 | 1.3071 | 1.1318 | 1.4566 | 0.7407 |
| Largest Winning Trade | 244470 | 244470 | 66767 | 3218283 | 3218283 | 840569 |
| Largest Losing Trade | -55018 | -28237 | -55018 | -2148252 | -1479245 | -2148252 |
| Avg Bars in Trades | 65 | 69 | 61 | 65 | 69 | 61 |
| Avg Bars in Winners | 98 | 91 | 106 | 98 | 91 | 106 |
| Avg Bars in Losers | 32 | 45 | 22 | 32 | 45 | 22 |
| Bars Traded | 4198 | 2229 | 1969 | 4198 | 2229 | 1969 |
| Profit Streak | 85.1597 | 121.6597 | 85.1597 | 85.1597 | 121.6597 | 85.1597 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -136528 | 305243 | -384517 | -235780 | 386745 | -581467 |
{
"trading_pair": "STX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4346,
"evaluation_days": 2173,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1577275200000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759679397205,
"expiration_time": 1765298016000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 39,
"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": [
[
775773.2335274983,
732376.7643972306,
43396.469130267,
1686431.5921295513,
3994234.534714292,
-2307802.9425847423
],
[
775.773234,
732.376764,
43.396469,
1686.431592,
3994.234535,
-2307.802943
],
[
0.357006,
0.337035,
0.019971,
0.132753,
0.170977,
0
],
[
427.320035,
427.320035,
427.320035,
427.320035,
427.320035,
427.320035
],
[
-110691,
-89281,
-88441,
-4900703,
-3098097,
-3732305
],
[
2.491939,
4.091016,
1.153323,
1.131764,
1.650837,
0.653577
],
[
64,
32,
32,
64,
32,
32
],
[
32,
17,
15,
32,
17,
15
],
[
32,
15,
17,
32,
15,
17
],
[
50,
53.125,
46.875,
50,
53.125,
46.875
],
[
2.491939,
3.60972,
1.3071,
1.131764,
1.45662,
0.740721
],
[
244470,
244470,
66767,
3218283,
3218283,
840569
],
[
-55018,
-28237,
-55018,
-2148252,
-1479245,
-2148252
],
[
65,
69,
61,
65,
69,
61
],
[
98,
91,
106,
98,
91,
106
],
[
32,
45,
22,
32,
45,
22
],
[
4198,
2229,
1969,
4198,
2229,
1969
],
[
85.15969,
121.65969,
85.15969,
85.15969,
121.65969,
85.15969
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-136528,
305243,
-384517,
-235780,
386745,
-581467
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4346,
"evaluation_days": 2173,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1577275200000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759679397205,
"expiration_time": 1765298016000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 39,
"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) |
|---|