Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1074432.1179 | 1067639.6807 | 6792.4373 | 373431.7608 | 535212.6118 | -161780.851 |
Total P&L (%) | 1074.4321 | 1067.6397 | 6.7924 | 373.4318 | 535.2126 | -161.7809 |
Avg Daily Profit (%) | 0.5159 | 0.5127 | 0.0033 | 0.0747 | 0.0888 | 0 |
Buy And Hold Return (%) | 537.7119 | 537.7119 | 537.7119 | 537.7119 | 537.7119 | 537.7119 |
Max Trade Drawdown | -322044 | -219677 | -140642 | -2185548 | -1622432 | -953115 |
Profit Factor | 2.2656 | 2.7567 | 1.0282 | 1.0837 | 1.1654 | 0.868 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 88 | 38 | 50 | 88 | 38 | 50 |
Losing Trades | 61 | 36 | 25 | 61 | 36 | 25 |
Profitability (%) | 59.0604 | 51.3514 | 66.6667 | 59.0604 | 51.3514 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.5705 | 2.6116 | 0.5141 | 0.7512 | 1.1041 | 0.434 |
Largest Winning Trade | 652532 | 652532 | 21076 | 1042724 | 1042724 | 264620 |
Largest Losing Trade | -49884 | -49884 | -45716 | -958738 | -958738 | -554577 |
Avg Bars in Trades | 162 | 298 | 28 | 162 | 298 | 28 |
Avg Bars in Winners | 168 | 355 | 26 | 168 | 355 | 26 |
Avg Bars in Losers | 153 | 238 | 30 | 153 | 238 | 30 |
Bars Traded | 24183 | 22082 | 2101 | 24183 | 22082 | 2101 |
Profit Streak | 15.0819 | 0 | 15.1652 | 15.0819 | 0 | 15.1652 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370943 | -55297 | -599103 | -386963 | -342614 | -634435 |
{ "trading_pair": "STX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580292000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758887872142, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 218, "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": [ [ 1074432.1179426208, 1067639.6806710702, 6792.4372715506, 373431.7608288271, 535212.6118206392, -161780.8509918123 ], [ 1074.432118, 1067.639681, 6.792437, 373.431761, 535.212612, -161.780851 ], [ 0.515934, 0.512672, 0.003262, 0.07469, 0.088817, 0 ], [ 537.711864, 537.711864, 537.711864, 537.711864, 537.711864, 537.711864 ], [ -322044, -219677, -140642, -2185548, -1622432, -953115 ], [ 2.265635, 2.756662, 1.028166, 1.083703, 1.1654, 0.867991 ], [ 149, 74, 75, 149, 74, 75 ], [ 88, 38, 50, 88, 38, 50 ], [ 61, 36, 25, 61, 36, 25 ], [ 59.060403, 51.351351, 66.666667, 59.060403, 51.351351, 66.666667 ], [ 1.570497, 2.611575, 0.514083, 0.751203, 1.104063, 0.433996 ], [ 652532, 652532, 21076, 1042724, 1042724, 264620 ], [ -49884, -49884, -45716, -958738, -958738, -554577 ], [ 162, 298, 28, 162, 298, 28 ], [ 168, 355, 26, 168, 355, 26 ], [ 153, 238, 30, 153, 238, 30 ], [ 24183, 22082, 2101, 24183, 22082, 2101 ], [ 15.081853, 0, 15.165187, 15.081853, 0, 15.165187 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 370943, -55297, -599103, -386963, -342614, -634435 ] ] }
{ "trading_pair": "STX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580292000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758887872142, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 218, "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) |
---|