Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110993.7 | 17458.638 | 93535.062 | 96267.9183 | 23315.0351 | 72952.8832 |
Total P&L (%) | 110.9937 | 17.4586 | 93.5351 | 96.2679 | 23.315 | 72.9529 |
Avg Daily Profit (%) | 0.2131 | 0.0335 | 0.1796 | 0.1296 | 0.0402 | 0.1052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104968 | -26518 | -85837 | -106674 | -28235 | -85509 |
Profit Factor | 1.449 | 1.1983 | 1.5877 | 1.3239 | 1.2176 | 1.3838 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 48.4848 | 44 | 53.0612 | 48.4848 | 44 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.5395 | 1.5251 | 1.4045 | 1.4066 | 1.5496 | 1.2241 |
Largest Winning Trade | 38971 | 30028 | 38971 | 40089 | 40089 | 25852 |
Largest Losing Trade | -24030 | -9382 | -24030 | -31204 | -12773 | -31204 |
Avg Bars in Trades | 243 | 42 | 449 | 243 | 42 | 449 |
Avg Bars in Winners | 368 | 58 | 630 | 368 | 58 | 630 |
Avg Bars in Losers | 126 | 28 | 244 | 126 | 28 | 244 |
Bars Traded | 24131 | 2104 | 22027 | 24131 | 2104 | 22027 |
Profit Streak | 0 | 0 | 14.7896 | 0 | 0 | 14.7896 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321986 | -340978 | 352841 | -20735 | -326090 | -51373 |
{ "trading_pair": "STX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714134600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758985019556, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 123, "offset": 104 } }, "second_band": { "type": "ema", "factors": { "length": 162, "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": [ [ 110993.7000275619, 17458.6380065273, 93535.0620210346, 96267.9182715109, 23315.0351212033, 72952.8831503077 ], [ 110.9937, 17.458638, 93.535062, 96.267918, 23.315035, 72.952883 ], [ 0.213109, 0.033521, 0.179588, 0.129552, 0.040246, 0.105243 ], [ 10, 10, 10, 10, 10, 10 ], [ -104968, -26518, -85837, -106674, -28235, -85509 ], [ 1.448966, 1.198264, 1.587668, 1.323859, 1.217564, 1.383784 ], [ 99, 50, 49, 99, 50, 49 ], [ 48, 22, 26, 48, 22, 26 ], [ 51, 28, 23, 51, 28, 23 ], [ 48.484848, 44, 53.061224, 48.484848, 44, 53.061224 ], [ 1.539527, 1.525064, 1.404476, 1.406601, 1.549627, 1.224117 ], [ 38971, 30028, 38971, 40089, 40089, 25852 ], [ -24030, -9382, -24030, -31204, -12773, -31204 ], [ 243, 42, 449, 243, 42, 449 ], [ 368, 58, 630, 368, 58, 630 ], [ 126, 28, 244, 126, 28, 244 ], [ 24131, 2104, 22027, 24131, 2104, 22027 ], [ 0, 0, 14.789578, 0, 0, 14.789578 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321986, -340978, 352841, -20735, -326090, -51373 ] ] }
{ "trading_pair": "STX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714134600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758985019556, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 123, "offset": 104 } }, "second_band": { "type": "ema", "factors": { "length": 162, "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) |
---|