Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1386601.0386 | 1313924.483 | 72676.5556 | 5051077.0846 | 3836869.4863 | 1214207.5983 |
Total P&L (%) | 1386.601 | 1313.9245 | 72.6766 | 5051.0771 | 3836.8695 | 1214.2076 |
Avg Daily Profit (%) | 0.6402 | 0.6066 | 0.0336 | 0.1822 | 0.1697 | 0.119 |
Buy And Hold Return (%) | 112.3466 | 112.3466 | 112.3466 | 112.3466 | 112.3466 | 112.3466 |
Max Trade Drawdown | -136776 | -87183 | -102416 | -5831001 | -5066357 | -1995614 |
Profit Factor | 4.0062 | 6.8883 | 1.3052 | 1.3948 | 1.5473 | 1.21 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 31.8681 | 28.2609 | 35.5556 | 31.8681 | 28.2609 | 35.5556 |
Ratio Avg Win / Avg Loss | 8.5651 | 17.4856 | 2.3657 | 2.982 | 3.9277 | 2.1931 |
Largest Winning Trade | 926423 | 926423 | 64889 | 3725066 | 3725066 | 3080900 |
Largest Losing Trade | -33376 | -17024 | -33376 | -1106647 | -1106647 | -754166 |
Avg Bars in Trades | 45 | 46 | 43 | 45 | 46 | 43 |
Avg Bars in Winners | 116 | 126 | 107 | 116 | 126 | 107 |
Avg Bars in Losers | 11 | 14 | 9 | 11 | 14 | 9 |
Bars Traded | 4099 | 2120 | 1978 | 4099 | 2120 | 1978 |
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 | 434073 | 168195 | -318171 | 102640 | -4884 | -38641 |
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4332, "evaluation_days": 2166, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1571961600000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759088435661, "expiration_time": 1764675072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 192, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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": [ [ 1386601.0386003319, 1313924.4829978212, 72676.5556025105, 5051077.084634217, 3836869.486308352, 1214207.5983258612 ], [ 1386.601039, 1313.924483, 72.676556, 5051.077085, 3836.869486, 1214.207598 ], [ 0.640167, 0.606613, 0.033553, 0.182151, 0.169718, 0.118991 ], [ 112.346597, 112.346597, 112.346597, 112.346597, 112.346597, 112.346597 ], [ -136776, -87183, -102416, -5831001, -5066357, -1995614 ], [ 4.006233, 6.888269, 1.305236, 1.394818, 1.547284, 1.209973 ], [ 91, 46, 45, 91, 46, 45 ], [ 29, 13, 16, 29, 13, 16 ], [ 62, 33, 29, 62, 33, 29 ], [ 31.868132, 28.26087, 35.555556, 31.868132, 28.26087, 35.555556 ], [ 8.56505, 17.485606, 2.365741, 2.982025, 3.927721, 2.193076 ], [ 926423, 926423, 64889, 3725066, 3725066, 3080900 ], [ -33376, -17024, -33376, -1106647, -1106647, -754166 ], [ 45, 46, 43, 45, 46, 43 ], [ 116, 126, 107, 116, 126, 107 ], [ 11, 14, 9, 11, 14, 9 ], [ 4099, 2120, 1978, 4099, 2120, 1978 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 434073, 168195, -318171, 102640, -4884, -38641 ] ] }
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4332, "evaluation_days": 2166, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1571961600000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759088435661, "expiration_time": 1764675072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 192, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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) |
---|