| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -854245.0491 | 33509.8643 | -887754.9134 | -256135.2636 | 2559471.8395 | -2815607.1031 |
| Total P&L (%) | -854.245 | 33.5099 | -887.7549 | -256.1353 | 2559.4718 | -2815.6071 |
| Avg Daily Profit (%) | -0.3944 | 0.0155 | -0.4099 | 0 | 0.1516 | 0 |
| Buy And Hold Return (%) | 464.7873 | 464.7873 | 464.7873 | 464.7873 | 464.7873 | 464.7873 |
| Max Trade Drawdown | -1116396 | -191334 | -982152 | -4275282 | -1400421 | -3517558 |
| Profit Factor | 0.3802 | 1.1312 | 0.2094 | 0.9645 | 2.5174 | 0.4909 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 64 | 32 | 32 | 40 | 22 | 18 |
| Losing Trades | 19 | 9 | 10 | 43 | 19 | 24 |
| Profitability (%) | 77.1084 | 78.0488 | 76.1905 | 48.1928 | 53.6585 | 42.8571 |
| Ratio Avg Win / Avg Loss | 0.1129 | 0.3182 | 0.0654 | 1.0369 | 2.1742 | 0.6546 |
| Largest Winning Trade | 52837 | 52837 | 43830 | 2728862 | 2728862 | 1382293 |
| Largest Losing Trade | -513607 | -75171 | -513607 | -3313199 | -382052 | -3313199 |
| Avg Bars in Trades | 48 | 54 | 42 | 48 | 54 | 42 |
| Avg Bars in Winners | 14 | 14 | 14 | 53 | 77 | 24 |
| Avg Bars in Losers | 161 | 195 | 130 | 43 | 27 | 55 |
| Bars Traded | 3998 | 2218 | 1781 | 3998 | 2218 | 1781 |
| Profit Streak | 65.8199 | 136.8199 | 65.8199 | 0 | 0 | 0 |
| Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577292 | -410761 | -576780 | -581091 | 429738 | -583512 |
{
"trading_pair": "STX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4332,
"evaluation_days": 2166,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1580731200000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759088435730,
"expiration_time": 1764675072000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 204,
"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": [
[
-854245.0491401283,
33509.8642814648,
-887754.9134215931,
-256135.263608853,
2559471.8394979285,
-2815607.103106783
],
[
-854.245049,
33.509864,
-887.754913,
-256.135264,
2559.471839,
-2815.607103
],
[
-0.394388,
0.015471,
-0.409859,
0,
0.151579,
0
],
[
464.787339,
464.787339,
464.787339,
464.787339,
464.787339,
464.787339
],
[
-1116396,
-191334,
-982152,
-4275282,
-1400421,
-3517558
],
[
0.380205,
1.131242,
0.209438,
0.964512,
2.517446,
0.490922
],
[
83,
41,
42,
83,
41,
42
],
[
64,
32,
32,
40,
22,
18
],
[
19,
9,
10,
43,
19,
24
],
[
77.108434,
78.04878,
76.190476,
48.192771,
53.658537,
42.857143
],
[
0.112873,
0.318162,
0.065449,
1.03685,
2.174158,
0.654563
],
[
52837,
52837,
43830,
2728862,
2728862,
1382293
],
[
-513607,
-75171,
-513607,
-3313199,
-382052,
-3313199
],
[
48,
54,
42,
48,
54,
42
],
[
14,
14,
14,
53,
77,
24
],
[
161,
195,
130,
43,
27,
55
],
[
3998,
2218,
1781,
3998,
2218,
1781
],
[
65.819858,
136.819858,
65.819858,
0,
0,
0
],
[
2,
3,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577292,
-410761,
-576780,
-581091,
429738,
-583512
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4332,
"evaluation_days": 2166,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1580731200000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759088435730,
"expiration_time": 1764675072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 204,
"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) |
|---|