| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 676136.0008 | 734972.3637 | -58836.3629 | 135402.5229 | 523416.9904 | -388014.4675 |
| Total P&L (%) | 676.136 | 734.9724 | -58.8364 | 135.4025 | 523.417 | -388.0145 |
| Avg Daily Profit (%) | 0.3246 | 0.3528 | -0.0282 | 0.0411 | 0.0879 | 0 |
| Buy And Hold Return (%) | 253.5168 | 253.5168 | 253.5168 | 253.5168 | 253.5168 | 253.5168 |
| Max Trade Drawdown | -203390 | -160872 | -152851 | -810547 | -709365 | -545668 |
| Profit Factor | 1.6611 | 2.1243 | 0.8405 | 1.0349 | 1.2053 | 0.7076 |
| Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
| Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
| Profitability (%) | 54.491 | 55.4217 | 53.5714 | 54.491 | 55.4217 | 53.5714 |
| Ratio Avg Win / Avg Loss | 1.3873 | 1.7087 | 0.7285 | 0.8643 | 0.9695 | 0.6133 |
| Largest Winning Trade | 228856 | 228856 | 24612 | 327916 | 327916 | 110936 |
| Largest Losing Trade | -77501 | -77501 | -29414 | -521935 | -521935 | -112489 |
| Avg Bars in Trades | 144 | 255 | 35 | 144 | 255 | 35 |
| Avg Bars in Winners | 112 | 184 | 38 | 112 | 184 | 38 |
| Avg Bars in Losers | 184 | 344 | 31 | 184 | 344 | 31 |
| Bars Traded | 24202 | 21237 | 2965 | 24202 | 21237 | 2965 |
| Profit Streak | 22.6542 | 24.0708 | 22.6542 | 22.6542 | 24.0708 | 22.6542 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 368210 | 399552 | -580096 | -485043 | -82905 | -580096 |
{
"trading_pair": "STX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24997,
"evaluation_days": 2083.08,
"actual_first_datapoint_time": 1580061600000,
"first_datapoint_time": 1581444000000,
"last_datapoint_time": 1760104800000,
"evaluation_time": 1760110920054,
"expiration_time": 1766584022400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 161,
"offset": 0,
"std": 1.06676
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 193,
"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": [
[
676136.0008451267,
734972.3637303269,
-58836.3628852004,
135402.5228684857,
523416.990400282,
-388014.4675317961
],
[
676.136001,
734.972364,
-58.836363,
135.402523,
523.41699,
-388.014468
],
[
0.324585,
0.35283,
-0.028245,
0.041108,
0.087891,
0
],
[
253.51682,
253.51682,
253.51682,
253.51682,
253.51682,
253.51682
],
[
-203390,
-160872,
-152851,
-810547,
-709365,
-545668
],
[
1.661115,
2.124269,
0.840546,
1.034933,
1.205349,
0.707639
],
[
167,
83,
84,
167,
83,
84
],
[
91,
46,
45,
91,
46,
45
],
[
76,
37,
39,
76,
37,
39
],
[
54.491018,
55.421687,
53.571429,
54.491018,
55.421687,
53.571429
],
[
1.387305,
1.708651,
0.728473,
0.864339,
0.96952,
0.613287
],
[
228856,
228856,
24612,
327916,
327916,
110936
],
[
-77501,
-77501,
-29414,
-521935,
-521935,
-112489
],
[
144,
255,
35,
144,
255,
35
],
[
112,
184,
38,
112,
184,
38
],
[
184,
344,
31,
184,
344,
31
],
[
24202,
21237,
2965,
24202,
21237,
2965
],
[
22.654167,
24.070834,
22.654167,
22.654167,
24.070834,
22.654167
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
368210,
399552,
-580096,
-485043,
-82905,
-580096
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24997,
"evaluation_days": 2083.08,
"actual_first_datapoint_time": 1580061600000,
"first_datapoint_time": 1581444000000,
"last_datapoint_time": 1760104800000,
"evaluation_time": 1760110920054,
"expiration_time": 1766584022400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 161,
"offset": 0,
"std": 1.06676
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 193,
"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) |
|---|