| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 946819.8542 | 895810.1441 | 51009.71 | 1708471.1044 | 2417306.652 | -708835.5476 |
| Total P&L (%) | 946.8199 | 895.8101 | 51.0097 | 1708.4711 | 2417.3067 | -708.8355 |
| Avg Daily Profit (%) | 0.435 | 0.4116 | 0.0234 | 0.1331 | 0.1483 | 0 |
| Buy And Hold Return (%) | 419.3662 | 419.3662 | 419.3662 | 419.3662 | 419.3662 | 419.3662 |
| Max Trade Drawdown | -94088 | -99234 | -53112 | -3888187 | -2777838 | -2471282 |
| Profit Factor | 2.705 | 3.861 | 1.2106 | 1.148 | 1.4046 | 0.8727 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
| Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
| Profitability (%) | 48.75 | 42.5 | 55 | 48.75 | 42.5 | 55 |
| Ratio Avg Win / Avg Loss | 2.8437 | 5.2238 | 0.9905 | 1.2069 | 1.9003 | 0.7141 |
| Largest Winning Trade | 461930 | 461930 | 44239 | 3758683 | 3758683 | 1272878 |
| Largest Losing Trade | -39146 | -32646 | -39146 | -1768040 | -953081 | -1768040 |
| Avg Bars in Trades | 156 | 197 | 116 | 156 | 197 | 116 |
| Avg Bars in Winners | 192 | 242 | 153 | 192 | 242 | 153 |
| Avg Bars in Losers | 123 | 165 | 69 | 123 | 165 | 69 |
| Bars Traded | 12553 | 7912 | 4641 | 12553 | 7912 | 4641 |
| Profit Streak | 48.0415 | 48.0415 | 82.2081 | 48.0415 | 48.0415 | 82.2081 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -12809 | 305877 | -327828 | -97668 | 145338 | -579139 |
{
"trading_pair": "STX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13060,
"evaluation_days": 2176.67,
"actual_first_datapoint_time": 1571976000000,
"first_datapoint_time": 1574784000000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760043581682,
"expiration_time": 1765681920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 196,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 156,
"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": [
[
946819.854151947,
895810.1441255035,
51009.7100264433,
1708471.104426431,
2417306.6520224106,
-708835.5475959801
],
[
946.819854,
895.810144,
51.00971,
1708.471104,
2417.306652,
-708.835548
],
[
0.434985,
0.411551,
0.023435,
0.133093,
0.148308,
0
],
[
419.366197,
419.366197,
419.366197,
419.366197,
419.366197,
419.366197
],
[
-94088,
-99234,
-53112,
-3888187,
-2777838,
-2471282
],
[
2.705021,
3.861043,
1.210604,
1.147994,
1.40459,
0.872729
],
[
80,
40,
40,
80,
40,
40
],
[
39,
17,
22,
39,
17,
22
],
[
41,
23,
18,
41,
23,
18
],
[
48.75,
42.5,
55,
48.75,
42.5,
55
],
[
2.84374,
5.223764,
0.990494,
1.206865,
1.900328,
0.714051
],
[
461930,
461930,
44239,
3758683,
3758683,
1272878
],
[
-39146,
-32646,
-39146,
-1768040,
-953081,
-1768040
],
[
156,
197,
116,
156,
197,
116
],
[
192,
242,
153,
192,
242,
153
],
[
123,
165,
69,
123,
165,
69
],
[
12553,
7912,
4641,
12553,
7912,
4641
],
[
48.041455,
48.041455,
82.208121,
48.041455,
48.041455,
82.208121
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-12809,
305877,
-327828,
-97668,
145338,
-579139
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13060,
"evaluation_days": 2176.67,
"actual_first_datapoint_time": 1571976000000,
"first_datapoint_time": 1574784000000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760043581682,
"expiration_time": 1765681920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 196,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 156,
"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) |
|---|