Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1017697.5662 | 920423.5125 | 97274.0537 | 2769615.7325 | 758740.1209 | 2010875.6116 |
Total P&L (%) | 1017.6976 | 920.4235 | 97.2741 | 2769.6157 | 758.7401 | 2010.8756 |
Avg Daily Profit (%) | 0.468 | 0.4233 | 0.0447 | 0.1545 | 0.0989 | 0.1403 |
Buy And Hold Return (%) | 205.71 | 205.71 | 205.71 | 205.71 | 205.71 | 205.71 |
Max Trade Drawdown | -99554 | -106135 | -14519 | -4071739 | -5135690 | -159445 |
Profit Factor | 3.2851 | 3.3871 | 2.6271 | 1.2928 | 1.0837 | 6.0313 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 57.6271 | 55.1724 | 60 | 57.6271 | 55.1724 | 60 |
Ratio Avg Win / Avg Loss | 2.4155 | 2.752 | 1.7514 | 0.9506 | 0.8805 | 4.0209 |
Largest Winning Trade | 199464 | 199464 | 18558 | 2004890 | 2004890 | 475151 |
Largest Losing Trade | -88558 | -88558 | -12921 | -2488532 | -2488532 | -155663 |
Avg Bars in Trades | 212 | 417 | 14 | 212 | 417 | 14 |
Avg Bars in Winners | 146 | 292 | 16 | 146 | 292 | 16 |
Avg Bars in Losers | 301 | 570 | 11 | 301 | 570 | 11 |
Bars Traded | 12524 | 12102 | 422 | 12524 | 12102 | 422 |
Profit Streak | 0 | 97.3406 | 0 | 0 | 97.3406 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163282 | 583079 | -292401 | -172489 | -191482 | 172557 |
{ "trading_pair": "STX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13047, "evaluation_days": 2174.5, "actual_first_datapoint_time": 1571976000000, "first_datapoint_time": 1572739200000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759867823975, "expiration_time": 1765489104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 54, "offset": 0, "std": 1.35656 } }, "second_band": { "type": "ssf", "factors": { "length": 198, "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": [ [ 1017697.5662096397, 920423.5124686018, 97274.0537410381, 2769615.732467017, 758740.1209114904, 2010875.6115555265 ], [ 1017.697566, 920.423512, 97.274054, 2769.615732, 758.740121, 2010.875612 ], [ 0.468015, 0.423281, 0.044734, 0.154489, 0.098936, 0.140346 ], [ 205.709955, 205.709955, 205.709955, 205.709955, 205.709955, 205.709955 ], [ -99554, -106135, -14519, -4071739, -5135690, -159445 ], [ 3.285064, 3.387077, 2.627108, 1.292755, 1.083738, 6.031348 ], [ 59, 29, 30, 59, 29, 30 ], [ 34, 16, 18, 34, 16, 18 ], [ 25, 13, 12, 25, 13, 12 ], [ 57.627119, 55.172414, 60, 57.627119, 55.172414, 60 ], [ 2.415488, 2.752, 1.751406, 0.950555, 0.880537, 4.020899 ], [ 199464, 199464, 18558, 2004890, 2004890, 475151 ], [ -88558, -88558, -12921, -2488532, -2488532, -155663 ], [ 212, 417, 14, 212, 417, 14 ], [ 146, 292, 16, 146, 292, 16 ], [ 301, 570, 11, 301, 570, 11 ], [ 12524, 12102, 422, 12524, 12102, 422 ], [ 0, 97.340555, 0, 0, 97.340555, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -163282, 583079, -292401, -172489, -191482, 172557 ] ] }
{ "trading_pair": "STX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13047, "evaluation_days": 2174.5, "actual_first_datapoint_time": 1571976000000, "first_datapoint_time": 1572739200000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759867823975, "expiration_time": 1765489104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 54, "offset": 0, "std": 1.35656 } }, "second_band": { "type": "ssf", "factors": { "length": 198, "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) |
---|