Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1179037.6939 | 40254.2311 | -1219291.9251 | -6982332.2404 | 2935641.8783 | -9917974.1187 |
Total P&L (%) | -1179.0377 | 40.2542 | -1219.2919 | -6982.3322 | 2935.6419 | -9917.9741 |
Avg Daily Profit (%) | -0.5433 | 0.0185 | -0.5618 | 0 | 0.1574 | 0 |
Buy And Hold Return (%) | 578.7281 | 578.7281 | 578.7281 | 578.7281 | 578.7281 | 578.7281 |
Max Trade Drawdown | -1367982 | -103407 | -1334151 | -12132622 | -3270455 | -10384990 |
Profit Factor | 0.3391 | 1.1618 | 0.2058 | 0.625 | 1.5644 | 0.2609 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 44 | 22 | 22 | 26 | 15 | 11 |
Losing Trades | 19 | 9 | 10 | 37 | 16 | 21 |
Profitability (%) | 69.8413 | 70.9677 | 68.75 | 41.2698 | 48.3871 | 34.375 |
Ratio Avg Win / Avg Loss | 0.1464 | 0.4753 | 0.0935 | 0.8894 | 1.6687 | 0.4981 |
Largest Winning Trade | 39314 | 39314 | 24899 | 5484342 | 5484342 | 1557626 |
Largest Losing Trade | -771812 | -65325 | -771812 | -5491690 | -1527666 | -5491690 |
Avg Bars in Trades | 96 | 97 | 96 | 96 | 97 | 96 |
Avg Bars in Winners | 42 | 48 | 36 | 111 | 137 | 75 |
Avg Bars in Losers | 222 | 216 | 228 | 86 | 59 | 107 |
Bars Traded | 6101 | 3007 | 3094 | 6101 | 3007 | 3094 |
Profit Streak | 0 | 163.4271 | 0 | 52.0937 | 0 | 61.4271 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729205 | -374418 | -578379 | -734887 | 307161 | -586327 |
{ "trading_pair": "STX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6511, "evaluation_days": 2170.33, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1578787200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759457698334, "expiration_time": 1765075104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 238, "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": [ [ -1179037.6939327808, 40254.2311285922, -1219291.925061373, -6982332.24043164, 2935641.8782667215, -9917974.118698364 ], [ -1179.037694, 40.254231, -1219.291925, -6982.33224, 2935.641878, -9917.974119 ], [ -0.543253, 0.018548, -0.5618, 0, 0.157381, 0 ], [ 578.72807, 578.72807, 578.72807, 578.72807, 578.72807, 578.72807 ], [ -1367982, -103407, -1334151, -12132622, -3270455, -10384990 ], [ 0.339089, 1.161804, 0.205764, 0.625015, 1.564432, 0.260914 ], [ 63, 31, 32, 63, 31, 32 ], [ 44, 22, 22, 26, 15, 11 ], [ 19, 9, 10, 37, 16, 21 ], [ 69.84127, 70.967742, 68.75, 41.269841, 48.387097, 34.375 ], [ 0.146425, 0.475283, 0.093529, 0.889445, 1.668727, 0.498109 ], [ 39314, 39314, 24899, 5484342, 5484342, 1557626 ], [ -771812, -65325, -771812, -5491690, -1527666, -5491690 ], [ 96, 97, 96, 96, 97, 96 ], [ 42, 48, 36, 111, 137, 75 ], [ 222, 216, 228, 86, 59, 107 ], [ 6101, 3007, 3094, 6101, 3007, 3094 ], [ 0, 163.427064, 0, 52.093731, 0, 61.427064 ], [ 0, 2, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -729205, -374418, -578379, -734887, 307161, -586327 ] ] }
{ "trading_pair": "STX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6511, "evaluation_days": 2170.33, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1578787200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759457698334, "expiration_time": 1765075104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 238, "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) |
---|