Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142637.5089 | 348871.176 | -206233.6671 | -102730.2388 | 284386.5491 | -387116.788 |
Total P&L (%) | 142.6375 | 348.8712 | -206.2337 | -102.7302 | 284.3865 | -387.1168 |
Avg Daily Profit (%) | 0.0655 | 0.1601 | -0.0947 | 0 | 0.0618 | 0 |
Buy And Hold Return (%) | 54.2996 | 54.2996 | 54.2996 | 54.2996 | 54.2996 | 54.2996 |
Max Trade Drawdown | -381640 | -122566 | -317506 | -1441912 | -622174 | -972849 |
Profit Factor | 1.0516 | 1.2699 | 0.86 | 0.9813 | 1.1055 | 0.8623 |
Total Trades | 727 | 363 | 364 | 727 | 363 | 364 |
Winning Trades | 449 | 222 | 227 | 381 | 199 | 182 |
Losing Trades | 278 | 141 | 137 | 346 | 164 | 182 |
Profitability (%) | 61.7607 | 61.157 | 62.3626 | 52.4072 | 54.8209 | 50 |
Ratio Avg Win / Avg Loss | 0.6511 | 0.8066 | 0.519 | 0.8912 | 0.9111 | 0.8623 |
Largest Winning Trade | 55996 | 55996 | 26031 | 209508 | 209508 | 159869 |
Largest Losing Trade | -117102 | -42442 | -117102 | -362652 | -362652 | -336777 |
Avg Bars in Trades | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Winners | 8 | 9 | 8 | 11 | 12 | 11 |
Avg Bars in Losers | 16 | 17 | 15 | 12 | 13 | 11 |
Bars Traded | 8666 | 4535 | 4131 | 8666 | 4535 | 4131 |
Profit Streak | 7.2726 | 12.7726 | 7.2726 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -267253 | 334024 | -576868 | -576390 | -215420 | -579152 |
{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8714, "evaluation_days": 2178.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1571961600000, "last_datapoint_time": 1760162400000, "evaluation_time": 1760185955219, "expiration_time": 1765809072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.88204, "nb": 0.30075, "nc": 0.12643 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 142637.5088964584, 348871.1759878829, -206233.6670914241, -102730.2388215636, 284386.5491458187, -387116.7879673831 ], [ 142.637509, 348.871176, -206.233667, -102.730239, 284.386549, -387.116788 ], [ 0.065475, 0.160143, -0.094668, 0, 0.061827, 0 ], [ 54.299584, 54.299584, 54.299584, 54.299584, 54.299584, 54.299584 ], [ -381640, -122566, -317506, -1441912, -622174, -972849 ], [ 1.051569, 1.269907, 0.860028, 0.981343, 1.105522, 0.862302 ], [ 727, 363, 364, 727, 363, 364 ], [ 449, 222, 227, 381, 199, 182 ], [ 278, 141, 137, 346, 164, 182 ], [ 61.76066, 61.157025, 62.362637, 52.407153, 54.820937, 50 ], [ 0.651083, 0.806562, 0.519048, 0.891194, 0.911083, 0.862302 ], [ 55996, 55996, 26031, 209508, 209508, 159869 ], [ -117102, -42442, -117102, -362652, -362652, -336777 ], [ 11, 12, 11, 11, 12, 11 ], [ 8, 9, 8, 11, 12, 11 ], [ 16, 17, 15, 12, 13, 11 ], [ 8666, 4535, 4131, 8666, 4535, 4131 ], [ 7.27263, 12.77263, 7.27263, 0, 0, 0 ], [ 2, 2, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -267253, 334024, -576868, -576390, -215420, -579152 ] ] }
{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8714, "evaluation_days": 2178.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1571961600000, "last_datapoint_time": 1760162400000, "evaluation_time": 1760185955219, "expiration_time": 1765809072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.88204, "nb": 0.30075, "nc": 0.12643 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|