Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1014372.6112 | 38693.5279 | -1053066.1391 | -2876587.933 | 3837296.2258 | -6713884.1588 |
Total P&L (%) | -1014.3726 | 38.6935 | -1053.0661 | -2876.5879 | 3837.2962 | -6713.8842 |
Avg Daily Profit (%) | -0.4688 | 0.0179 | -0.4867 | 0 | 0.1699 | 0 |
Buy And Hold Return (%) | 421.2569 | 421.2569 | 421.2569 | 421.2569 | 421.2569 | 421.2569 |
Max Trade Drawdown | -1244791 | -165889 | -1203198 | -5042855 | -2273204 | -6859178 |
Profit Factor | 0.362 | 1.1623 | 0.2208 | 0.7989 | 1.9477 | 0.3451 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 53 | 24 | 29 | 29 | 17 | 12 |
Losing Trades | 16 | 10 | 6 | 40 | 17 | 23 |
Profitability (%) | 76.8116 | 70.5882 | 82.8571 | 42.029 | 50 | 34.2857 |
Ratio Avg Win / Avg Loss | 0.1093 | 0.4843 | 0.0457 | 1.1019 | 1.9477 | 0.6614 |
Largest Winning Trade | 37709 | 37709 | 33971 | 2386746 | 2386746 | 2110389 |
Largest Losing Trade | -719264 | -63858 | -719264 | -3482036 | -490145 | -3482036 |
Avg Bars in Trades | 87 | 90 | 84 | 87 | 90 | 84 |
Avg Bars in Winners | 30 | 30 | 30 | 107 | 134 | 70 |
Avg Bars in Losers | 277 | 235 | 347 | 73 | 47 | 91 |
Bars Traded | 6049 | 3090 | 2959 | 6049 | 3090 | 2959 |
Profit Streak | 155.1266 | 155.1266 | 530.7932 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 11 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -681830 | -374379 | -575154 | -688488 | 412651 | -586898 |
{ "trading_pair": "STX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6491, "evaluation_days": 2163.67, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574640000000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758884535061, "expiration_time": 1764481824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 94, "offset": 0, "a": 0.03774 } } }
{ "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": [ [ -1014372.6111787291, 38693.527903992, -1053066.1390827212, -2876587.9330229596, 3837296.225798807, -6713884.158821765 ], [ -1014.372611, 38.693528, -1053.066139, -2876.587933, 3837.296226, -6713.884159 ], [ -0.46882, 0.017883, -0.486704, 0, 0.169906, 0 ], [ 421.256932, 421.256932, 421.256932, 421.256932, 421.256932, 421.256932 ], [ -1244791, -165889, -1203198, -5042855, -2273204, -6859178 ], [ 0.361952, 1.162319, 0.220774, 0.798851, 1.947676, 0.345092 ], [ 69, 34, 35, 69, 34, 35 ], [ 53, 24, 29, 29, 17, 12 ], [ 16, 10, 6, 40, 17, 23 ], [ 76.811594, 70.588235, 82.857143, 42.028986, 50, 34.285714 ], [ 0.109268, 0.484299, 0.045677, 1.101864, 1.947676, 0.661426 ], [ 37709, 37709, 33971, 2386746, 2386746, 2110389 ], [ -719264, -63858, -719264, -3482036, -490145, -3482036 ], [ 87, 90, 84, 87, 90, 84 ], [ 30, 30, 30, 107, 134, 70 ], [ 277, 235, 347, 73, 47, 91 ], [ 6049, 3090, 2959, 6049, 3090, 2959 ], [ 155.126563, 155.126563, 530.79323, 0, 0, 0 ], [ 7, 3, 11, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -681830, -374379, -575154, -688488, 412651, -586898 ] ] }
{ "trading_pair": "STX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6491, "evaluation_days": 2163.67, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574640000000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758884535061, "expiration_time": 1764481824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 94, "offset": 0, "a": 0.03774 } } }
# | 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) |
---|