| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 799039.7441 | 716540.706 | 82499.0382 | 2134122.4788 | 975011.0318 | 1159111.447 |
| Total P&L (%) | 799.0397 | 716.5407 | 82.499 | 2134.1225 | 975.011 | 1159.1114 |
| Avg Daily Profit (%) | 0.3696 | 0.3315 | 0.0382 | 0.1438 | 0.1099 | 0.1172 |
| Buy And Hold Return (%) | 344.9372 | 344.9372 | 344.9372 | 344.9372 | 344.9372 | 344.9372 |
| Max Trade Drawdown | -127988 | -119974 | -33921 | -8070055 | -7855484 | -2095862 |
| Profit Factor | 2.2398 | 2.6241 | 1.4059 | 1.1312 | 1.083 | 1.2566 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
| Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
| Profitability (%) | 51.6129 | 44.6809 | 58.6957 | 51.6129 | 44.6809 | 58.6957 |
| Ratio Avg Win / Avg Loss | 2.0998 | 3.2488 | 0.9893 | 1.0605 | 1.3408 | 0.8843 |
| Largest Winning Trade | 187960 | 187960 | 35663 | 5989773 | 5989773 | 1084522 |
| Largest Losing Trade | -54021 | -54021 | -33721 | -1831707 | -1831707 | -1828709 |
| Avg Bars in Trades | 87 | 98 | 75 | 87 | 98 | 75 |
| Avg Bars in Winners | 84 | 106 | 68 | 84 | 106 | 68 |
| Avg Bars in Losers | 89 | 92 | 85 | 89 | 92 | 85 |
| Bars Traded | 8106 | 4649 | 3457 | 8106 | 4649 | 3457 |
| Profit Streak | 22.1901 | 22.1901 | 61.9401 | 22.1901 | 22.1901 | 61.9401 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 377022 | 228729 | -306460 | -75916 | -179783 | -38530 |
{
"trading_pair": "STX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8647,
"evaluation_days": 2161.75,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1577167200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882821619,
"expiration_time": 1764318456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 242,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 126,
"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": [
[
799039.7441459075,
716540.7059884965,
82499.0381574114,
2134122.478778732,
975011.031768311,
1159111.447010423
],
[
799.039744,
716.540706,
82.499038,
2134.122479,
975.011032,
1159.111447
],
[
0.369626,
0.331463,
0.038163,
0.143803,
0.109921,
0.117242
],
[
344.937177,
344.937177,
344.937177,
344.937177,
344.937177,
344.937177
],
[
-127988,
-119974,
-33921,
-8070055,
-7855484,
-2095862
],
[
2.239836,
2.624057,
1.405864,
1.131185,
1.082978,
1.256567
],
[
93,
47,
46,
93,
47,
46
],
[
48,
21,
27,
48,
21,
27
],
[
45,
26,
19,
45,
26,
19
],
[
51.612903,
44.680851,
58.695652,
51.612903,
44.680851,
58.695652
],
[
2.099846,
3.248832,
0.989312,
1.060486,
1.34083,
0.884251
],
[
187960,
187960,
35663,
5989773,
5989773,
1084522
],
[
-54021,
-54021,
-33721,
-1831707,
-1831707,
-1828709
],
[
87,
98,
75,
87,
98,
75
],
[
84,
106,
68,
84,
106,
68
],
[
89,
92,
85,
89,
92,
85
],
[
8106,
4649,
3457,
8106,
4649,
3457
],
[
22.190065,
22.190065,
61.940065,
22.190065,
22.190065,
61.940065
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
377022,
228729,
-306460,
-75916,
-179783,
-38530
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8647,
"evaluation_days": 2161.75,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1577167200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882821619,
"expiration_time": 1764318456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 242,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 126,
"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) |
|---|