Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573770.096 | 588433.7637 | -14663.6677 | 259021.7473 | 543512.2586 | -284490.5112 |
Total P&L (%) | 573.7701 | 588.4338 | -14.6637 | 259.0217 | 543.5123 | -284.4905 |
Avg Daily Profit (%) | 0.2654 | 0.2722 | -0.0068 | 0.0591 | 0.0862 | 0 |
Buy And Hold Return (%) | 201.7544 | 201.7544 | 201.7544 | 201.7544 | 201.7544 | 201.7544 |
Max Trade Drawdown | -97681 | -86646 | -56221 | -1426459 | -1259963 | -763206 |
Profit Factor | 1.9714 | 2.7091 | 0.9405 | 1.0522 | 1.1572 | 0.8109 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 56 | 56.7568 | 55.2632 | 56 | 56.7568 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.5489 | 2.0641 | 0.7613 | 0.8267 | 0.8817 | 0.6565 |
Largest Winning Trade | 169170 | 169170 | 24608 | 765062 | 765062 | 287176 |
Largest Losing Trade | -86646 | -86646 | -39196 | -1259963 | -1259963 | -515442 |
Avg Bars in Trades | 50 | 97 | 6 | 50 | 97 | 6 |
Avg Bars in Winners | 28 | 50 | 6 | 28 | 50 | 6 |
Avg Bars in Losers | 80 | 158 | 6 | 80 | 158 | 6 |
Bars Traded | 3824 | 3592 | 232 | 3824 | 3592 | 232 |
Profit Streak | 147.7415 | 0 | 151.7415 | 147.7415 | 0 | 151.7415 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50556 | 414695 | -579230 | -415851 | -129315 | -579230 |
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4324, "evaluation_days": 2162, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1573387200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758908867586, "expiration_time": 1764319104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 23, "offset": 0, "std": 1.20744 } } }
{ "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": [ [ 573770.095970889, 588433.7636656146, -14663.6676947256, 259021.74732954, 543512.2585625292, -284490.5112329897 ], [ 573.770096, 588.433764, -14.663668, 259.021747, 543.512259, -284.490511 ], [ 0.265389, 0.272171, -0.006782, 0.059139, 0.08615, 0 ], [ 201.754386, 201.754386, 201.754386, 201.754386, 201.754386, 201.754386 ], [ -97681, -86646, -56221, -1426459, -1259963, -763206 ], [ 1.97139, 2.709084, 0.940481, 1.052196, 1.157185, 0.810934 ], [ 75, 37, 38, 75, 37, 38 ], [ 42, 21, 21, 42, 21, 21 ], [ 33, 16, 17, 33, 16, 17 ], [ 56, 56.756757, 55.263158, 56, 56.756757, 55.263158 ], [ 1.548949, 2.064064, 0.761342, 0.826725, 0.881665, 0.65647 ], [ 169170, 169170, 24608, 765062, 765062, 287176 ], [ -86646, -86646, -39196, -1259963, -1259963, -515442 ], [ 50, 97, 6, 50, 97, 6 ], [ 28, 50, 6, 28, 50, 6 ], [ 80, 158, 6, 80, 158, 6 ], [ 3824, 3592, 232, 3824, 3592, 232 ], [ 147.741523, 0, 151.741523, 147.741523, 0, 151.741523 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -50556, 414695, -579230, -415851, -129315, -579230 ] ] }
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4324, "evaluation_days": 2162, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1573387200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758908867586, "expiration_time": 1764319104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 23, "offset": 0, "std": 1.20744 } } }
# | 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) |
---|