Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679466.0753 | 603214.7632 | 76251.3121 | 1637844.4213 | 854300.5373 | 783543.884 |
Total P&L (%) | 679.4661 | 603.2148 | 76.2513 | 1637.8444 | 854.3005 | 783.5439 |
Avg Daily Profit (%) | 0.3121 | 0.2771 | 0.035 | 0.1312 | 0.1037 | 0.1001 |
Buy And Hold Return (%) | 247.7232 | 247.7232 | 247.7232 | 247.7232 | 247.7232 | 247.7232 |
Max Trade Drawdown | -110645 | -103037 | -47945 | -2105893 | -2587670 | -940724 |
Profit Factor | 2.6886 | 3.5199 | 1.4678 | 1.2605 | 1.2115 | 1.3486 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 49.2537 | 45.4545 | 52.9412 | 49.2537 | 45.4545 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.77 | 4.2239 | 1.3047 | 1.2987 | 1.4537 | 1.1988 |
Largest Winning Trade | 226723 | 226723 | 50560 | 1351992 | 1351992 | 1081152 |
Largest Losing Trade | -33709 | -33709 | -25592 | -934574 | -934574 | -297123 |
Avg Bars in Trades | 54 | 86 | 24 | 54 | 86 | 24 |
Avg Bars in Winners | 70 | 115 | 34 | 70 | 115 | 34 |
Avg Bars in Losers | 39 | 63 | 12 | 39 | 63 | 12 |
Bars Traded | 3683 | 2861 | 822 | 3683 | 2861 | 822 |
Profit Streak | 0 | 9.3658 | 0 | 0 | 9.3658 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110504 | 370487 | -310131 | -139109 | -58453 | -60825 |
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4354, "evaluation_days": 2177, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1582459200000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760042807657, "expiration_time": 1765653984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 17, "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": [ [ 679466.0752567358, 603214.7631936702, 76251.312063066, 1637844.4213144055, 854300.5373407839, 783543.8839736221 ], [ 679.466075, 603.214763, 76.251312, 1637.844421, 854.300537, 783.543884 ], [ 0.312111, 0.277085, 0.035026, 0.13124, 0.103674, 0.100131 ], [ 247.723241, 247.723241, 247.723241, 247.723241, 247.723241, 247.723241 ], [ -110645, -103037, -47945, -2105893, -2587670, -940724 ], [ 2.688577, 3.519912, 1.467769, 1.260483, 1.211451, 1.348623 ], [ 67, 33, 34, 67, 33, 34 ], [ 33, 15, 18, 33, 15, 18 ], [ 34, 18, 16, 34, 18, 16 ], [ 49.253731, 45.454545, 52.941176, 49.253731, 45.454545, 52.941176 ], [ 2.770049, 4.223894, 1.304684, 1.298679, 1.453741, 1.198776 ], [ 226723, 226723, 50560, 1351992, 1351992, 1081152 ], [ -33709, -33709, -25592, -934574, -934574, -297123 ], [ 54, 86, 24, 54, 86, 24 ], [ 70, 115, 34, 70, 115, 34 ], [ 39, 63, 12, 39, 63, 12 ], [ 3683, 2861, 822, 3683, 2861, 822 ], [ 0, 9.365829, 0, 0, 9.365829, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -110504, 370487, -310131, -139109, -58453, -60825 ] ] }
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4354, "evaluation_days": 2177, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1582459200000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760042807657, "expiration_time": 1765653984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 17, "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) |
---|