Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649328.2014 | 690511.2295 | -41183.0281 | 76918.997 | 419062.4909 | -342143.4939 |
Total P&L (%) | 649.3282 | 690.5112 | -41.183 | 76.919 | 419.0625 | -342.1435 |
Avg Daily Profit (%) | 0.2982 | 0.3171 | -0.0189 | 0.0262 | 0.0757 | 0 |
Buy And Hold Return (%) | 190.2439 | 190.2439 | 190.2439 | 190.2439 | 190.2439 | 190.2439 |
Max Trade Drawdown | -200728 | -145828 | -192361 | -1561456 | -1113832 | -652333 |
Profit Factor | 1.9567 | 3.2905 | 0.8908 | 1.0317 | 1.3121 | 0.6841 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 46.5909 | 43.1818 | 50 | 46.5909 | 43.1818 | 50 |
Ratio Avg Win / Avg Loss | 2.2431 | 4.3296 | 0.8908 | 1.1827 | 1.7265 | 0.6841 |
Largest Winning Trade | 317817 | 317817 | 62499 | 1285320 | 1285320 | 201578 |
Largest Losing Trade | -68306 | -32183 | -68306 | -401280 | -401280 | -279822 |
Avg Bars in Trades | 45 | 44 | 45 | 45 | 44 | 45 |
Avg Bars in Winners | 61 | 74 | 49 | 61 | 74 | 49 |
Avg Bars in Losers | 31 | 21 | 42 | 31 | 21 | 42 |
Bars Traded | 3978 | 1965 | 2013 | 3978 | 1965 | 2013 |
Profit Streak | 0 | 0 | 59.7973 | 0 | 0 | 59.7973 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315326 | 366653 | -580159 | -510382 | -98788 | -580159 |
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4355, "evaluation_days": 2177.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1581465600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760080090953, "expiration_time": 1765698480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 649328.2013811173, 690511.2294850885, -41183.0281039711, 76918.9970006411, 419062.4909404799, -342143.4939398393 ], [ 649.328201, 690.511229, -41.183028, 76.918997, 419.062491, -342.143494 ], [ 0.298199, 0.317112, -0.018913, 0.026204, 0.075659, 0 ], [ 190.243902, 190.243902, 190.243902, 190.243902, 190.243902, 190.243902 ], [ -200728, -145828, -192361, -1561456, -1113832, -652333 ], [ 1.956715, 3.290497, 0.89083, 1.03171, 1.312136, 0.684108 ], [ 88, 44, 44, 88, 44, 44 ], [ 41, 19, 22, 41, 19, 22 ], [ 47, 25, 22, 47, 25, 22 ], [ 46.590909, 43.181818, 50, 46.590909, 43.181818, 50 ], [ 2.243064, 4.329601, 0.89083, 1.182693, 1.726495, 0.684108 ], [ 317817, 317817, 62499, 1285320, 1285320, 201578 ], [ -68306, -32183, -68306, -401280, -401280, -279822 ], [ 45, 44, 45, 45, 44, 45 ], [ 61, 74, 49, 61, 74, 49 ], [ 31, 21, 42, 31, 21, 42 ], [ 3978, 1965, 2013, 3978, 1965, 2013 ], [ 0, 0, 59.797349, 0, 0, 59.797349 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315326, 366653, -580159, -510382, -98788, -580159 ] ] }
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4355, "evaluation_days": 2177.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1581465600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760080090953, "expiration_time": 1765698480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|