| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 698118.2161 | 624177.7696 | 73940.4464 | 3112285.3432 | 5384621.0462 | -2272335.703 |
| Total P&L (%) | 698.1182 | 624.1778 | 73.9404 | 3112.2853 | 5384.621 | -2272.3357 |
| Avg Daily Profit (%) | 0.3351 | 0.2996 | 0.0355 | 0.1667 | 0.1924 | 0 |
| Buy And Hold Return (%) | 519.2946 | 519.2946 | 519.2946 | 519.2946 | 519.2946 | 519.2946 |
| Max Trade Drawdown | -140704 | -149404 | -49617 | -7601642 | -7779833 | -4186566 |
| Profit Factor | 1.8542 | 2.0554 | 1.3273 | 1.0844 | 1.2033 | 0.7812 |
| Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
| Winning Trades | 182 | 94 | 88 | 182 | 94 | 88 |
| Losing Trades | 55 | 24 | 31 | 55 | 24 | 31 |
| Profitability (%) | 76.7932 | 79.661 | 73.9496 | 76.7932 | 79.661 | 73.9496 |
| Ratio Avg Win / Avg Loss | 0.5603 | 0.5248 | 0.4676 | 0.3277 | 0.3072 | 0.2752 |
| Largest Winning Trade | 60026 | 60026 | 15659 | 2393147 | 2393147 | 607743 |
| Largest Losing Trade | -66141 | -66141 | -33057 | -4166478 | -4166478 | -1919971 |
| Avg Bars in Trades | 100 | 197 | 4 | 100 | 197 | 4 |
| Avg Bars in Winners | 48 | 91 | 2 | 48 | 91 | 2 |
| Avg Bars in Losers | 272 | 611 | 10 | 272 | 611 | 10 |
| Bars Traded | 23839 | 23275 | 564 | 23839 | 23275 | 564 |
| Profit Streak | 85.2171 | 101.9671 | 85.2171 | 85.2171 | 101.9671 | 85.2171 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -42588 | -87685 | -308288 | -116149 | 397333 | -576394 |
{
"trading_pair": "STX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24997,
"evaluation_days": 2083.08,
"actual_first_datapoint_time": 1579579200000,
"first_datapoint_time": 1580104800000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759626760875,
"expiration_time": 1766101622400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 74,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
698118.2160591955,
624177.7696262017,
73940.4464329937,
3112285.343174625,
5384621.04615397,
-2272335.7029793486
],
[
698.118216,
624.17777,
73.940446,
3112.285343,
5384.621046,
-2272.335703
],
[
0.335137,
0.299642,
0.035496,
0.166698,
0.192426,
0
],
[
519.294606,
519.294606,
519.294606,
519.294606,
519.294606,
519.294606
],
[
-140704,
-149404,
-49617,
-7601642,
-7779833,
-4186566
],
[
1.854155,
2.055443,
1.32727,
1.0844,
1.203287,
0.781244
],
[
237,
118,
119,
237,
118,
119
],
[
182,
94,
88,
182,
94,
88
],
[
55,
24,
31,
55,
24,
31
],
[
76.793249,
79.661017,
73.94958,
76.793249,
79.661017,
73.94958
],
[
0.560321,
0.524794,
0.467561,
0.327703,
0.307222,
0.275211
],
[
60026,
60026,
15659,
2393147,
2393147,
607743
],
[
-66141,
-66141,
-33057,
-4166478,
-4166478,
-1919971
],
[
100,
197,
4,
100,
197,
4
],
[
48,
91,
2,
48,
91,
2
],
[
272,
611,
10,
272,
611,
10
],
[
23839,
23275,
564,
23839,
23275,
564
],
[
85.21714,
101.96714,
85.21714,
85.21714,
101.96714,
85.21714
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-42588,
-87685,
-308288,
-116149,
397333,
-576394
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24997,
"evaluation_days": 2083.08,
"actual_first_datapoint_time": 1579579200000,
"first_datapoint_time": 1580104800000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759626760875,
"expiration_time": 1766101622400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 74,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|