Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1462065.2847 | 1382825.5463 | 79239.7385 | 1716581.5295 | 29847.8672 | 1686733.6623 |
Total P&L (%) | 1462.0653 | 1382.8255 | 79.2397 | 1716.5815 | 29.8479 | 1686.7337 |
Avg Daily Profit (%) | 0.6737 | 0.6372 | 0.0365 | 0.1337 | 0.012 | 0.1329 |
Buy And Hold Return (%) | 181.1647 | 181.1647 | 181.1647 | 181.1647 | 181.1647 | 181.1647 |
Max Trade Drawdown | -136804 | -156382 | -62714 | -4801861 | -3972143 | -878157 |
Profit Factor | 2.746 | 3.168 | 1.3971 | 1.1523 | 1.0032 | 1.8103 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 88 | 36 | 52 | 88 | 36 | 52 |
Losing Trades | 107 | 61 | 46 | 107 | 61 | 46 |
Profitability (%) | 45.1282 | 37.1134 | 53.0612 | 45.1282 | 37.1134 | 53.0612 |
Ratio Avg Win / Avg Loss | 3.3389 | 5.368 | 1.2359 | 1.4011 | 1.7 | 1.6014 |
Largest Winning Trade | 946138 | 946138 | 19591 | 1831875 | 1831875 | 523386 |
Largest Losing Trade | -58141 | -58141 | -22880 | -3087552 | -3087552 | -393409 |
Avg Bars in Trades | 65 | 124 | 7 | 65 | 124 | 7 |
Avg Bars in Winners | 95 | 224 | 7 | 95 | 224 | 7 |
Avg Bars in Losers | 40 | 66 | 7 | 40 | 66 | 7 |
Bars Traded | 12817 | 12116 | 701 | 12817 | 12116 | 701 |
Profit Streak | 10.0483 | 0 | 15.715 | 10.0483 | 0 | 15.715 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 616148 | 450788 | -308260 | -67294 | -563685 | -10748 |
{ "trading_pair": "STX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13021, "evaluation_days": 2170.17, "actual_first_datapoint_time": 1571976000000, "first_datapoint_time": 1572768000000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759482572728, "expiration_time": 1765103472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 1462065.284742921, 1382825.546276728, 79239.7384661934, 1716581.5295365227, 29847.8672208699, 1686733.6623156522 ], [ 1462.065285, 1382.825546, 79.239738, 1716.58153, 29.847867, 1686.733662 ], [ 0.67371, 0.637197, 0.036513, 0.133698, 0.012036, 0.132934 ], [ 181.164695, 181.164695, 181.164695, 181.164695, 181.164695, 181.164695 ], [ -136804, -156382, -62714, -4801861, -3972143, -878157 ], [ 2.74601, 3.168, 1.397111, 1.152336, 1.003249, 1.810303 ], [ 195, 97, 98, 195, 97, 98 ], [ 88, 36, 52, 88, 36, 52 ], [ 107, 61, 46, 107, 61, 46 ], [ 45.128205, 37.113402, 53.061224, 45.128205, 37.113402, 53.061224 ], [ 3.338899, 5.368001, 1.235906, 1.401136, 1.69995, 1.601422 ], [ 946138, 946138, 19591, 1831875, 1831875, 523386 ], [ -58141, -58141, -22880, -3087552, -3087552, -393409 ], [ 65, 124, 7, 65, 124, 7 ], [ 95, 224, 7, 95, 224, 7 ], [ 40, 66, 7, 40, 66, 7 ], [ 12817, 12116, 701, 12817, 12116, 701 ], [ 10.048295, 0, 15.714962, 10.048295, 0, 15.714962 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 616148, 450788, -308260, -67294, -563685, -10748 ] ] }
{ "trading_pair": "STX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13021, "evaluation_days": 2170.17, "actual_first_datapoint_time": 1571976000000, "first_datapoint_time": 1572768000000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759482572728, "expiration_time": 1765103472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|