Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206312.6669 | 68625.4596 | 137687.2072 | 422778.8684 | 153183.9267 | 269594.9417 |
Total P&L (%) | 206.3127 | 68.6255 | 137.6872 | 422.7789 | 153.1839 | 269.5949 |
Avg Daily Profit (%) | 0.3961 | 0.1318 | 0.2644 | 0.3181 | 0.1785 | 0.2513 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29884 | -60929 | -30099 | -68204 | -121094 | -66874 |
Profit Factor | 1.7906 | 1.4697 | 2.199 | 1.7256 | 1.4995 | 1.9768 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 67.8571 | 62.5 | 73.2143 | 67.8571 | 62.5 | 73.2143 |
Ratio Avg Win / Avg Loss | 0.8482 | 0.8818 | 0.8045 | 0.8174 | 0.8997 | 0.7232 |
Largest Winning Trade | 22543 | 16868 | 22543 | 49646 | 49646 | 38129 |
Largest Losing Trade | -29026 | -18822 | -29026 | -66874 | -41403 | -66874 |
Avg Bars in Trades | 217 | 243 | 192 | 217 | 243 | 192 |
Avg Bars in Winners | 154 | 169 | 141 | 154 | 169 | 141 |
Avg Bars in Losers | 350 | 365 | 329 | 350 | 365 | 329 |
Bars Traded | 24366 | 13611 | 10755 | 24366 | 13611 | 10755 |
Profit Streak | 13.9038 | 25.7163 | 13.9038 | 13.9038 | 25.7163 | 13.9038 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469287 | -195744 | -167439 | 440754 | -170909 | -167979 |
{ "trading_pair": "STX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714212000000, "first_datapoint_time": 1714462200000, "last_datapoint_time": 1759210200000, "evaluation_time": 1759210891307, "expiration_time": 1765690200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 140, "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": [ [ 206312.6668512338, 68625.4596347571, 137687.2072164767, 422778.8683754115, 153183.9266522643, 269594.9417231473 ], [ 206.312667, 68.62546, 137.687207, 422.778868, 153.183927, 269.594942 ], [ 0.396123, 0.131762, 0.264361, 0.318073, 0.178518, 0.251306 ], [ 10, 10, 10, 10, 10, 10 ], [ -29884, -60929, -30099, -68204, -121094, -66874 ], [ 1.790622, 1.469654, 2.199047, 1.725586, 1.499487, 1.97683 ], [ 112, 56, 56, 112, 56, 56 ], [ 76, 35, 41, 76, 35, 41 ], [ 36, 21, 15, 36, 21, 15 ], [ 67.857143, 62.5, 73.214286, 67.857143, 62.5, 73.214286 ], [ 0.848189, 0.881792, 0.804529, 0.817383, 0.899692, 0.723231 ], [ 22543, 16868, 22543, 49646, 49646, 38129 ], [ -29026, -18822, -29026, -66874, -41403, -66874 ], [ 217, 243, 192, 217, 243, 192 ], [ 154, 169, 141, 154, 169, 141 ], [ 350, 365, 329, 350, 365, 329 ], [ 24366, 13611, 10755, 24366, 13611, 10755 ], [ 13.903834, 25.716334, 13.903834, 13.903835, 25.716335, 13.903835 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 469287, -195744, -167439, 440754, -170909, -167979 ] ] }
{ "trading_pair": "STX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714212000000, "first_datapoint_time": 1714462200000, "last_datapoint_time": 1759210200000, "evaluation_time": 1759210891307, "expiration_time": 1765690200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 140, "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) |
---|