| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 536895.5094 | 676433.5656 | -139538.0562 | -74447.9602 | 152945.5279 | -227393.4881 |
| Total P&L (%) | 536.8955 | 676.4336 | -139.5381 | -74.448 | 152.9455 | -227.3935 |
| Avg Daily Profit (%) | 0.2482 | 0.3127 | -0.0645 | -0.0631 | 0.0429 | 0 |
| Buy And Hold Return (%) | 180.572 | 180.572 | 180.572 | 180.572 | 180.572 | 180.572 |
| Max Trade Drawdown | -124244 | -108892 | -170028 | -139143 | -51381 | -187963 |
| Profit Factor | 1.606 | 2.9872 | 0.7442 | 0.8748 | 1.8565 | 0.4536 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
| Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
| Profitability (%) | 44.4444 | 42.2222 | 46.6667 | 44.4444 | 42.2222 | 46.6667 |
| Ratio Avg Win / Avg Loss | 2.0075 | 4.0877 | 0.8506 | 1.0935 | 2.5405 | 0.5184 |
| Largest Winning Trade | 342767 | 342767 | 63471 | 59308 | 59308 | 21846 |
| Largest Losing Trade | -68936 | -44562 | -68936 | -100424 | -29882 | -100424 |
| Avg Bars in Trades | 70 | 70 | 70 | 70 | 70 | 70 |
| Avg Bars in Winners | 99 | 101 | 97 | 99 | 101 | 97 |
| Avg Bars in Losers | 46 | 46 | 46 | 46 | 46 | 46 |
| Bars Traded | 6318 | 3150 | 3168 | 6318 | 3150 | 3168 |
| Profit Streak | 113.9776 | 113.9776 | 157.6443 | 113.9776 | 113.9776 | 157.6443 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 280330 | 355056 | -580655 | -579678 | -300248 | -580655 |
{
"trading_pair": "STX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6490,
"evaluation_days": 2163.33,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1573056000000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758871665407,
"expiration_time": 1764452160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 196,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 39,
"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": [
[
536895.5093890297,
676433.5655932028,
-139538.0562041729,
-74447.9601753238,
152945.5279355958,
-227393.4881109195
],
[
536.895509,
676.433566,
-139.538056,
-74.44796,
152.945528,
-227.393488
],
[
0.24818,
0.312682,
-0.064502,
-0.063052,
0.042906,
0
],
[
180.571992,
180.571992,
180.571992,
180.571992,
180.571992,
180.571992
],
[
-124244,
-108892,
-170028,
-139143,
-51381,
-187963
],
[
1.605991,
2.987162,
0.744238,
0.874817,
1.856487,
0.453563
],
[
90,
45,
45,
90,
45,
45
],
[
40,
19,
21,
40,
19,
21
],
[
50,
26,
24,
50,
26,
24
],
[
44.444444,
42.222222,
46.666667,
44.444444,
42.222222,
46.666667
],
[
2.007488,
4.087696,
0.850558,
1.093521,
2.540455,
0.518358
],
[
342767,
342767,
63471,
59308,
59308,
21846
],
[
-68936,
-44562,
-68936,
-100424,
-29882,
-100424
],
[
70,
70,
70,
70,
70,
70
],
[
99,
101,
97,
99,
101,
97
],
[
46,
46,
46,
46,
46,
46
],
[
6318,
3150,
3168,
6318,
3150,
3168
],
[
113.977609,
113.977609,
157.644275,
113.977609,
113.977609,
157.644276
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
280330,
355056,
-580655,
-579678,
-300248,
-580655
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6490,
"evaluation_days": 2163.33,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1573056000000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758871665407,
"expiration_time": 1764452160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 196,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 39,
"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) |
|---|