Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716411.9785 | 692724.0024 | 23687.9761 | 587078.203 | 2481379.3424 | -1894301.1393 |
Total P&L (%) | 716.412 | 692.724 | 23.688 | 587.0782 | 2481.3793 | -1894.3011 |
Avg Daily Profit (%) | 0.3301 | 0.3192 | 0.0109 | 0.0888 | 0.1499 | 0 |
Buy And Hold Return (%) | 377.2201 | 377.2201 | 377.2201 | 377.2201 | 377.2201 | 377.2201 |
Max Trade Drawdown | -135259 | -98596 | -156130 | -3204716 | -1512686 | -2946714 |
Profit Factor | 1.6311 | 2.2301 | 1.0414 | 1.0513 | 1.4461 | 0.6774 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Losing Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Profitability (%) | 52.9412 | 53.7634 | 52.1277 | 52.9412 | 53.7634 | 52.1277 |
Ratio Avg Win / Avg Loss | 1.4498 | 1.9179 | 0.9564 | 0.9345 | 1.2436 | 0.6221 |
Largest Winning Trade | 193749 | 193749 | 37522 | 2453476 | 2453476 | 307629 |
Largest Losing Trade | -51687 | -48955 | -51687 | -1197504 | -874384 | -1197504 |
Avg Bars in Trades | 45 | 63 | 26 | 45 | 63 | 26 |
Avg Bars in Winners | 47 | 65 | 29 | 47 | 65 | 29 |
Avg Bars in Losers | 42 | 61 | 23 | 42 | 61 | 23 |
Bars Traded | 8427 | 5930 | 2497 | 8427 | 5930 | 2497 |
Profit Streak | 18.6743 | 0 | 73.4243 | 18.6743 | 0 | 73.4243 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 197557 | 198117 | -519462 | -247578 | 301043 | -579561 |
{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8681, "evaluation_days": 2170.25, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574359200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759464659314, "expiration_time": 1765074888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 99, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 112, "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": [ [ 716411.9784882605, 692724.0023986577, 23687.9760896026, 587078.2030303328, 2481379.3423760976, -1894301.139345764 ], [ 716.411978, 692.724002, 23.687976, 587.078203, 2481.379342, -1894.301139 ], [ 0.330106, 0.319191, 0.010915, 0.088844, 0.149906, 0 ], [ 377.220077, 377.220077, 377.220077, 377.220077, 377.220077, 377.220077 ], [ -135259, -98596, -156130, -3204716, -1512686, -2946714 ], [ 1.631072, 2.230148, 1.041405, 1.051338, 1.446074, 0.677448 ], [ 187, 93, 94, 187, 93, 94 ], [ 99, 50, 49, 99, 50, 49 ], [ 88, 43, 45, 88, 43, 45 ], [ 52.941176, 53.763441, 52.12766, 52.941176, 53.763441, 52.12766 ], [ 1.449842, 1.917928, 0.956392, 0.934523, 1.243624, 0.622146 ], [ 193749, 193749, 37522, 2453476, 2453476, 307629 ], [ -51687, -48955, -51687, -1197504, -874384, -1197504 ], [ 45, 63, 26, 45, 63, 26 ], [ 47, 65, 29, 47, 65, 29 ], [ 42, 61, 23, 42, 61, 23 ], [ 8427, 5930, 2497, 8427, 5930, 2497 ], [ 18.674298, 0, 73.424298, 18.674298, 0, 73.424298 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 197557, 198117, -519462, -247578, 301043, -579561 ] ] }
{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8681, "evaluation_days": 2170.25, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574359200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759464659314, "expiration_time": 1765074888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 99, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 112, "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) |
---|