| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -53114.1925 | 225811.1801 | -278925.3726 | -99627.6959 | 2541547.5799 | -2641175.2757 |
| Total P&L (%) | -53.1142 | 225.8112 | -278.9254 | -99.6277 | 2541.5476 | -2641.1753 |
| Avg Daily Profit (%) | -0.0244 | 0.1039 | -0.1284 | -0.2571 | 0.1508 | 0 |
| Buy And Hold Return (%) | 107.3509 | 107.3509 | 107.3509 | 107.3509 | 107.3509 | 107.3509 |
| Max Trade Drawdown | -614043 | -253146 | -498302 | -2434516 | -1065400 | -3442258 |
| Profit Factor | 0.9878 | 1.1118 | 0.881 | 0.9948 | 1.3323 | 0.7678 |
| Total Trades | 2271 | 1135 | 1136 | 2271 | 1135 | 1136 |
| Winning Trades | 1373 | 678 | 695 | 1373 | 678 | 695 |
| Losing Trades | 898 | 457 | 441 | 898 | 457 | 441 |
| Profitability (%) | 60.4579 | 59.7357 | 61.1796 | 60.4579 | 59.7357 | 61.1796 |
| Ratio Avg Win / Avg Loss | 0.6461 | 0.7494 | 0.559 | 0.6506 | 0.898 | 0.4872 |
| Largest Winning Trade | 30004 | 30004 | 20412 | 276864 | 276864 | 168526 |
| Largest Losing Trade | -53016 | -41011 | -53016 | -638371 | -261850 | -638371 |
| Avg Bars in Trades | 3 | 3 | 3 | 3 | 3 | 3 |
| Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
| Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
| Bars Traded | 8687 | 4435 | 4252 | 8687 | 4435 | 4252 |
| Profit Streak | 1.9847 | 7.7347 | 1.9847 | 1.9847 | 7.7347 | 1.9847 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -573640 | -151502 | -575647 | -573640 | 518286 | -575647 |
{
"trading_pair": "STX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8692,
"evaluation_days": 2173,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1571961600000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759707480917,
"expiration_time": 1765319616000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.9677,
"nb": 0.1,
"nc": 0.91191
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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": [
[
-53114.1924773045,
225811.1800943717,
-278925.3725716762,
-99627.6958526357,
2541547.57987516,
-2641175.2757277973
],
[
-53.114192,
225.81118,
-278.925373,
-99.627696,
2541.54758,
-2641.175276
],
[
-0.024443,
0.103917,
-0.12836,
-0.257065,
0.150779,
0
],
[
107.350902,
107.350902,
107.350902,
107.350902,
107.350902,
107.350902
],
[
-614043,
-253146,
-498302,
-2434516,
-1065400,
-3442258
],
[
0.987828,
1.111796,
0.880997,
0.994763,
1.332263,
0.767811
],
[
2271,
1135,
1136,
2271,
1135,
1136
],
[
1373,
678,
695,
1373,
678,
695
],
[
898,
457,
441,
898,
457,
441
],
[
60.457948,
59.735683,
61.179577,
60.457948,
59.735683,
61.179577
],
[
0.646081,
0.749396,
0.559021,
0.650617,
0.898,
0.487201
],
[
30004,
30004,
20412,
276864,
276864,
168526
],
[
-53016,
-41011,
-53016,
-638371,
-261850,
-638371
],
[
3,
3,
3,
3,
3,
3
],
[
2,
2,
2,
2,
2,
2
],
[
5,
5,
5,
5,
5,
5
],
[
8687,
4435,
4252,
8687,
4435,
4252
],
[
1.984732,
7.734732,
1.984732,
1.984733,
7.734733,
1.984733
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-573640,
-151502,
-575647,
-573640,
518286,
-575647
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8692,
"evaluation_days": 2173,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1571961600000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759707480917,
"expiration_time": 1765319616000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.9677,
"nb": 0.1,
"nc": 0.91191
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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) |
|---|