| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1058885.9722 | 1064297.4591 | -5411.4869 | 571459.5668 | 894803.3478 | -323343.7809 |
| Total P&L (%) | 1058.886 | 1064.2975 | -5.4115 | 571.4596 | 894.8033 | -323.3438 |
| Avg Daily Profit (%) | 0.4867 | 0.4892 | -0.0025 | 0.0876 | 0.1057 | 0 |
| Buy And Hold Return (%) | 388.6179 | 388.6179 | 388.6179 | 388.6179 | 388.6179 | 388.6179 |
| Max Trade Drawdown | -117775 | -110628 | -105265 | -1842803 | -1055725 | -951441 |
| Profit Factor | 2.9997 | 4.9958 | 0.9794 | 1.1573 | 1.543 | 0.8371 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
| Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Profitability (%) | 39.6825 | 37.5 | 41.9355 | 39.6825 | 37.5 | 41.9355 |
| Ratio Avg Win / Avg Loss | 4.5595 | 8.3264 | 1.3561 | 1.7591 | 2.5717 | 1.1591 |
| Largest Winning Trade | 529961 | 529961 | 58556 | 1548253 | 1548253 | 624392 |
| Largest Losing Trade | -48725 | -32154 | -48725 | -951441 | -319315 | -951441 |
| Avg Bars in Trades | 66 | 86 | 44 | 66 | 86 | 44 |
| Avg Bars in Winners | 98 | 126 | 72 | 98 | 126 | 72 |
| Avg Bars in Losers | 44 | 62 | 24 | 44 | 62 | 24 |
| Bars Traded | 4170 | 2780 | 1390 | 4170 | 2780 | 1390 |
| 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 | -142427 | 362330 | -582287 | -296719 | -58597 | -582287 |
{
"trading_pair": "STX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4351,
"evaluation_days": 2175.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1577102400000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759913028388,
"expiration_time": 1765520496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 80,
"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": [
[
1058885.9721545894,
1064297.4590519343,
-5411.4868973458,
571459.5668419804,
894803.3477535024,
-323343.780911522
],
[
1058.885972,
1064.297459,
-5.411487,
571.459567,
894.803348,
-323.343781
],
[
0.486732,
0.48922,
-0.002487,
0.087571,
0.105658,
0
],
[
388.617886,
388.617886,
388.617886,
388.617886,
388.617886,
388.617886
],
[
-117775,
-110628,
-105265,
-1842803,
-1055725,
-951441
],
[
2.999669,
4.995829,
0.979438,
1.157288,
1.543015,
0.837136
],
[
63,
32,
31,
63,
32,
31
],
[
25,
12,
13,
25,
12,
13
],
[
38,
20,
18,
38,
20,
18
],
[
39.68254,
37.5,
41.935484,
39.68254,
37.5,
41.935484
],
[
4.559497,
8.326382,
1.356145,
1.759078,
2.571691,
1.159111
],
[
529961,
529961,
58556,
1548253,
1548253,
624392
],
[
-48725,
-32154,
-48725,
-951441,
-319315,
-951441
],
[
66,
86,
44,
66,
86,
44
],
[
98,
126,
72,
98,
126,
72
],
[
44,
62,
24,
44,
62,
24
],
[
4170,
2780,
1390,
4170,
2780,
1390
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-142427,
362330,
-582287,
-296719,
-58597,
-582287
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4351,
"evaluation_days": 2175.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1577102400000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759913028388,
"expiration_time": 1765520496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 80,
"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) |
|---|