Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1221874.4217 | 19635.3759 | -1241509.7976 | -4033186.2089 | 5382910.7088 | -9416096.9176 |
Total P&L (%) | -1221.8744 | 19.6354 | -1241.5098 | -4033.1862 | 5382.9107 | -9416.0969 |
Avg Daily Profit (%) | -0.5652 | 0.0091 | -0.5743 | 0 | 0.1854 | 0 |
Buy And Hold Return (%) | 527.0833 | 527.0833 | 527.0833 | 527.0833 | 527.0833 | 527.0833 |
Max Trade Drawdown | -1360404 | -152598 | -1323391 | -9530344 | -2395519 | -9447352 |
Profit Factor | 0.3052 | 1.0709 | 0.1622 | 0.7927 | 1.8713 | 0.2907 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 59 | 29 | 30 | 29 | 18 | 11 |
Losing Trades | 23 | 12 | 11 | 53 | 23 | 30 |
Profitability (%) | 71.9512 | 70.7317 | 73.1707 | 35.3659 | 43.9024 | 26.8293 |
Ratio Avg Win / Avg Loss | 0.119 | 0.4431 | 0.0595 | 1.4487 | 2.391 | 0.7928 |
Largest Winning Trade | 31618 | 31618 | 22210 | 4717718 | 4717718 | 2737950 |
Largest Losing Trade | -804787 | -64055 | -804787 | -6075257 | -1011894 | -6075257 |
Avg Bars in Trades | 101 | 99 | 103 | 101 | 99 | 103 |
Avg Bars in Winners | 32 | 30 | 33 | 147 | 155 | 133 |
Avg Bars in Losers | 276 | 263 | 291 | 75 | 54 | 92 |
Bars Traded | 8287 | 4062 | 4225 | 8287 | 4062 | 4225 |
Profit Streak | 112.8322 | 157.8322 | 112.8322 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -585474 | -487349 | -577175 | -593579 | 328651 | -602494 |
{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8647, "evaluation_days": 2161.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1576454400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758873505500, "expiration_time": 1764318456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 209, "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": [ [ -1221874.4216960338, 19635.3759256997, -1241509.7976217333, -4033186.2088861833, 5382910.708756639, -9416096.91764282 ], [ -1221.874422, 19.635376, -1241.509798, -4033.186209, 5382.910709, -9416.096918 ], [ -0.565225, 0.009083, -0.574308, 0, 0.185402, 0 ], [ 527.083333, 527.083333, 527.083333, 527.083333, 527.083333, 527.083333 ], [ -1360404, -152598, -1323391, -9530344, -2395519, -9447352 ], [ 0.305218, 1.070925, 0.162158, 0.792673, 1.871254, 0.290683 ], [ 82, 41, 41, 82, 41, 41 ], [ 59, 29, 30, 29, 18, 11 ], [ 23, 12, 11, 53, 23, 30 ], [ 71.95122, 70.731707, 73.170732, 35.365854, 43.902439, 26.829268 ], [ 0.118983, 0.443141, 0.059458, 1.448677, 2.391047, 0.792771 ], [ 31618, 31618, 22210, 4717718, 4717718, 2737950 ], [ -804787, -64055, -804787, -6075257, -1011894, -6075257 ], [ 101, 99, 103, 101, 99, 103 ], [ 32, 30, 33, 147, 155, 133 ], [ 276, 263, 291, 75, 54, 92 ], [ 8287, 4062, 4225, 8287, 4062, 4225 ], [ 112.83224, 157.83224, 112.83224, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -585474, -487349, -577175, -593579, 328651, -602494 ] ] }
{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8647, "evaluation_days": 2161.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1576454400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758873505500, "expiration_time": 1764318456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 209, "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) |
---|