| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 591489.4789 | 598050.9054 | -6561.4265 | 453826.2137 | 423852.7025 | 29973.5112 |
| Total P&L (%) | 591.4895 | 598.0509 | -6.5614 | 453.8262 | 423.8527 | 29.9735 |
| Avg Daily Profit (%) | 0.2719 | 0.2749 | -0.003 | 0.0787 | 0.0762 | 0.0121 |
| Buy And Hold Return (%) | 193.8875 | 193.8875 | 193.8875 | 193.8875 | 193.8875 | 193.8875 |
| Max Trade Drawdown | -73241 | -107286 | -62045 | -671031 | -676449 | -449917 |
| Profit Factor | 2.1172 | 3.0473 | 0.9724 | 1.1576 | 1.2023 | 1.0383 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Losing Trades | 23 | 10 | 13 | 23 | 10 | 13 |
| Profitability (%) | 63.4921 | 67.7419 | 59.375 | 63.4921 | 67.7419 | 59.375 |
| Ratio Avg Win / Avg Loss | 1.2174 | 1.4511 | 0.6653 | 0.6656 | 0.5725 | 0.7104 |
| Largest Winning Trade | 189739 | 189739 | 28052 | 468821 | 468821 | 167145 |
| Largest Losing Trade | -62411 | -62411 | -60876 | -671031 | -671031 | -375307 |
| Avg Bars in Trades | 64 | 104 | 25 | 64 | 104 | 25 |
| Avg Bars in Winners | 30 | 44 | 15 | 30 | 44 | 15 |
| Avg Bars in Losers | 122 | 228 | 40 | 122 | 228 | 40 |
| Bars Traded | 4047 | 3226 | 821 | 4047 | 3226 | 821 |
| Profit Streak | 165.3638 | 165.3638 | 572.3638 | 165.3638 | 165.3638 | 572.3638 |
| Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -139338 | 488835 | -577933 | -289113 | -95873 | -519774 |
{
"trading_pair": "STX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4351,
"evaluation_days": 2175.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1573344000000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759913034310,
"expiration_time": 1765520496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 33,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 215,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
591489.4788840977,
598050.9054019352,
-6561.4265178377,
453826.2136844522,
423852.7024656925,
29973.5112187602
],
[
591.489479,
598.050905,
-6.561427,
453.826214,
423.852702,
29.973511
],
[
0.271887,
0.274903,
-0.003016,
0.078711,
0.076151,
0.012051
],
[
193.887531,
193.887531,
193.887531,
193.887531,
193.887531,
193.887531
],
[
-73241,
-107286,
-62045,
-671031,
-676449,
-449917
],
[
2.117203,
3.047295,
0.972352,
1.157633,
1.20225,
1.038264
],
[
63,
31,
32,
63,
31,
32
],
[
40,
21,
19,
40,
21,
19
],
[
23,
10,
13,
23,
10,
13
],
[
63.492063,
67.741935,
59.375,
63.492063,
67.741935,
59.375
],
[
1.217392,
1.451093,
0.665293,
0.665639,
0.5725,
0.710391
],
[
189739,
189739,
28052,
468821,
468821,
167145
],
[
-62411,
-62411,
-60876,
-671031,
-671031,
-375307
],
[
64,
104,
25,
64,
104,
25
],
[
30,
44,
15,
30,
44,
15
],
[
122,
228,
40,
122,
228,
40
],
[
4047,
3226,
821,
4047,
3226,
821
],
[
165.363823,
165.363823,
572.363823,
165.363823,
165.363823,
572.363823
],
[
5,
2,
6,
5,
2,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-139338,
488835,
-577933,
-289113,
-95873,
-519774
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4351,
"evaluation_days": 2175.5,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1573344000000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759913034310,
"expiration_time": 1765520496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 33,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 215,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|