Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1720099.7346 | 1744633.5658 | -24533.8311 | 150079.5644 | 101919.6494 | 48159.9151 |
Total P&L (%) | 1720.0997 | 1744.6336 | -24.5338 | 150.0796 | 101.9196 | 48.1599 |
Avg Daily Profit (%) | 0.8256 | 0.8374 | -0.0118 | 0.044 | 0.0337 | 0.0189 |
Buy And Hold Return (%) | 486.2726 | 486.2726 | 486.2726 | 486.2726 | 486.2726 | 486.2726 |
Max Trade Drawdown | -147530 | -136176 | -138151 | -953167 | -837774 | -454018 |
Profit Factor | 2.3062 | 3.2347 | 0.9542 | 1.0348 | 1.0369 | 1.031 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 112 | 53 | 59 | 112 | 53 | 59 |
Losing Trades | 148 | 77 | 71 | 148 | 77 | 71 |
Profitability (%) | 43.0769 | 40.7692 | 45.3846 | 43.0769 | 40.7692 | 45.3846 |
Ratio Avg Win / Avg Loss | 3.0474 | 4.6994 | 1.1483 | 1.3674 | 1.5065 | 1.2407 |
Largest Winning Trade | 1289383 | 1289383 | 35693 | 490690 | 490690 | 217909 |
Largest Losing Trade | -47928 | -47153 | -47928 | -236327 | -236327 | -153295 |
Avg Bars in Trades | 93 | 147 | 40 | 93 | 147 | 40 |
Avg Bars in Winners | 129 | 220 | 47 | 129 | 220 | 47 |
Avg Bars in Losers | 67 | 97 | 34 | 67 | 97 | 34 |
Bars Traded | 24429 | 19184 | 5245 | 24429 | 19184 | 5245 |
Profit Streak | 8.4347 | 8.4347 | 11.8514 | 8.4347 | 8.4347 | 11.8514 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530569 | 491951 | -580489 | -482374 | -495505 | -521265 |
{ "trading_pair": "STX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579492800000, "first_datapoint_time": 1580940000000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759559157216, "expiration_time": 1766037600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 202, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 143, "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": [ [ 1720099.7346141038, 1744633.5657586819, -24533.8311445776, 150079.5644287712, 101919.6493517212, 48159.9150770497 ], [ 1720.099735, 1744.633566, -24.533831, 150.079564, 101.919649, 48.159915 ], [ 0.825649, 0.837425, -0.011776, 0.044007, 0.033735, 0.018872 ], [ 486.272641, 486.272641, 486.272641, 486.272641, 486.272641, 486.272641 ], [ -147530, -136176, -138151, -953167, -837774, -454018 ], [ 2.306157, 3.234656, 0.954245, 1.03479, 1.036947, 1.030965 ], [ 260, 130, 130, 260, 130, 130 ], [ 112, 53, 59, 112, 53, 59 ], [ 148, 77, 71, 148, 77, 71 ], [ 43.076923, 40.769231, 45.384615, 43.076923, 40.769231, 45.384615 ], [ 3.047422, 4.699405, 1.148329, 1.367402, 1.506509, 1.240652 ], [ 1289383, 1289383, 35693, 490690, 490690, 217909 ], [ -47928, -47153, -47928, -236327, -236327, -153295 ], [ 93, 147, 40, 93, 147, 40 ], [ 129, 220, 47, 129, 220, 47 ], [ 67, 97, 34, 67, 97, 34 ], [ 24429, 19184, 5245, 24429, 19184, 5245 ], [ 8.43469, 8.43469, 11.851357, 8.43469, 8.43469, 11.851357 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 530569, 491951, -580489, -482374, -495505, -521265 ] ] }
{ "trading_pair": "STX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579492800000, "first_datapoint_time": 1580940000000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759559157216, "expiration_time": 1766037600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 202, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 143, "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) |
---|