| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 594206.418 | 670723.4637 | -76517.0456 | 43803.0895 | 240254.5618 | -196451.4723 |
| Total P&L (%) | 594.2064 | 670.7235 | -76.517 | 43.8031 | 240.2546 | -196.4515 |
| Avg Daily Profit (%) | 0.2727 | 0.3078 | -0.0351 | 0.0167 | 0.0562 | 0 |
| Buy And Hold Return (%) | 187.0494 | 187.0494 | 187.0494 | 187.0494 | 187.0494 | 187.0494 |
| Max Trade Drawdown | -263528 | -205104 | -173324 | -430300 | -296548 | -269983 |
| Profit Factor | 1.6334 | 2.1461 | 0.7832 | 1.0356 | 1.3289 | 0.6062 |
| Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
| Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Profitability (%) | 50.3597 | 50.7246 | 50 | 50.3597 | 50.7246 | 50 |
| Ratio Avg Win / Avg Loss | 1.6101 | 2.0848 | 0.7832 | 1.0208 | 1.2909 | 0.6062 |
| Largest Winning Trade | 221089 | 221089 | 29133 | 239586 | 239586 | 67148 |
| Largest Losing Trade | -63817 | -63817 | -39729 | -131076 | -131076 | -101588 |
| Avg Bars in Trades | 61 | 105 | 17 | 61 | 105 | 17 |
| Avg Bars in Winners | 59 | 99 | 20 | 59 | 99 | 20 |
| Avg Bars in Losers | 62 | 112 | 13 | 62 | 112 | 13 |
| Bars Traded | 8507 | 7312 | 1195 | 8507 | 7312 | 1195 |
| 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 | 331650 | -91135 | -674958 | -517272 | -296467 | -674958 |
{
"trading_pair": "STX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8716,
"evaluation_days": 2179,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574229600000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760213237682,
"expiration_time": 1765853568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 154,
"offset": 0,
"std": 1.69078
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 106,
"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": [
[
594206.4180193677,
670723.4636614064,
-76517.0456420387,
43803.0895108588,
240254.5617797843,
-196451.4722689255
],
[
594.206418,
670.723464,
-76.517046,
43.80309,
240.254562,
-196.451472
],
[
0.272697,
0.307813,
-0.035116,
0.016673,
0.056212,
0
],
[
187.049399,
187.049399,
187.049399,
187.049399,
187.049399,
187.049399
],
[
-263528,
-205104,
-173324,
-430300,
-296548,
-269983
],
[
1.633399,
2.146146,
0.783191,
1.03563,
1.328858,
0.606168
],
[
139,
69,
70,
139,
69,
70
],
[
70,
35,
35,
70,
35,
35
],
[
69,
34,
35,
69,
34,
35
],
[
50.359712,
50.724638,
50,
50.359712,
50.724638,
50
],
[
1.610065,
2.084827,
0.783191,
1.020835,
1.29089,
0.606168
],
[
221089,
221089,
29133,
239586,
239586,
67148
],
[
-63817,
-63817,
-39729,
-131076,
-131076,
-101588
],
[
61,
105,
17,
61,
105,
17
],
[
59,
99,
20,
59,
99,
20
],
[
62,
112,
13,
62,
112,
13
],
[
8507,
7312,
1195,
8507,
7312,
1195
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
331650,
-91135,
-674958,
-517272,
-296467,
-674958
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8716,
"evaluation_days": 2179,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1574229600000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760213237682,
"expiration_time": 1765853568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 154,
"offset": 0,
"std": 1.69078
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 106,
"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) |
|---|