Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1164947.1777 | 1184657.291 | -19710.1133 | 457094.4983 | 1007183.6361 | -550089.1378 |
Total P&L (%) | 1164.9472 | 1184.6573 | -19.7101 | 457.0945 | 1007.1836 | -550.0891 |
Avg Daily Profit (%) | 0.5592 | 0.5686 | -0.0095 | 0.0825 | 0.1155 | 0 |
Buy And Hold Return (%) | 187.4223 | 187.4223 | 187.4223 | 187.4223 | 187.4223 | 187.4223 |
Max Trade Drawdown | -138458 | -125033 | -99448 | -1086332 | -795761 | -841428 |
Profit Factor | 2.8075 | 3.9332 | 0.9181 | 1.1045 | 1.3698 | 0.6666 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 50.5618 | 47.7273 | 53.3333 | 50.5618 | 47.7273 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.7451 | 4.3078 | 0.8033 | 1.08 | 1.5002 | 0.5833 |
Largest Winning Trade | 581165 | 581165 | 43980 | 1028046 | 1028046 | 224318 |
Largest Losing Trade | -53561 | -45436 | -53561 | -494330 | -395743 | -494330 |
Avg Bars in Trades | 273 | 477 | 73 | 273 | 477 | 73 |
Avg Bars in Winners | 367 | 701 | 75 | 367 | 701 | 75 |
Avg Bars in Losers | 176 | 273 | 70 | 176 | 273 | 70 |
Bars Traded | 24320 | 21023 | 3297 | 24320 | 21023 | 3297 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 585130 | 609224 | -580279 | -192058 | -38707 | -580279 |
{ "trading_pair": "STX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579802400000, "first_datapoint_time": 1581487200000, "last_datapoint_time": 1759867200000, "evaluation_time": 1759870844785, "expiration_time": 1766347200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 235, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 169, "offset": 0, "poles": 3 } } }
{ "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": [ [ 1164947.1777244064, 1184657.2909911578, -19710.1132667508, 457094.4982664679, 1007183.6361066259, -550089.1378401588 ], [ 1164.947178, 1184.657291, -19.710113, 457.094498, 1007.183636, -550.089138 ], [ 0.559176, 0.568636, -0.009461, 0.082477, 0.115478, 0 ], [ 187.422286, 187.422286, 187.422286, 187.422286, 187.422286, 187.422286 ], [ -138458, -125033, -99448, -1086332, -795761, -841428 ], [ 2.807483, 3.933185, 0.91809, 1.104508, 1.369763, 0.666597 ], [ 89, 44, 45, 89, 44, 45 ], [ 45, 21, 24, 45, 21, 24 ], [ 44, 23, 21, 44, 23, 21 ], [ 50.561798, 47.727273, 53.333333, 50.561798, 47.727273, 53.333333 ], [ 2.745094, 4.307774, 0.803329, 1.079963, 1.500217, 0.583273 ], [ 581165, 581165, 43980, 1028046, 1028046, 224318 ], [ -53561, -45436, -53561, -494330, -395743, -494330 ], [ 273, 477, 73, 273, 477, 73 ], [ 367, 701, 75, 367, 701, 75 ], [ 176, 273, 70, 176, 273, 70 ], [ 24320, 21023, 3297, 24320, 21023, 3297 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 585130, 609224, -580279, -192058, -38707, -580279 ] ] }
{ "trading_pair": "STX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579802400000, "first_datapoint_time": 1581487200000, "last_datapoint_time": 1759867200000, "evaluation_time": 1759870844785, "expiration_time": 1766347200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 235, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 169, "offset": 0, "poles": 3 } } }
# | 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) |
---|