Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767695.8761 | 754511.1632 | 13184.713 | 961113.8925 | 1244775.7317 | -283661.8393 |
Total P&L (%) | 767.6959 | 754.5112 | 13.1847 | 961.1139 | 1244.7757 | -283.6618 |
Avg Daily Profit (%) | 0.3548 | 0.3487 | 0.0061 | 0.1092 | 0.1202 | 0 |
Buy And Hold Return (%) | 206.5217 | 206.5217 | 206.5217 | 206.5217 | 206.5217 | 206.5217 |
Max Trade Drawdown | -128511 | -91434 | -109929 | -2021114 | -1323297 | -1127382 |
Profit Factor | 2.1774 | 3.5414 | 1.0371 | 1.1942 | 1.4888 | 0.8819 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 42.8571 | 46.1538 | 39.4737 | 42.8571 | 46.1538 | 39.4737 |
Ratio Avg Win / Avg Loss | 2.9032 | 4.1316 | 1.5903 | 1.5923 | 1.737 | 1.3523 |
Largest Winning Trade | 302481 | 302481 | 67379 | 993172 | 993172 | 547533 |
Largest Losing Trade | -43616 | -32838 | -43616 | -659430 | -659430 | -597821 |
Avg Bars in Trades | 81 | 77 | 86 | 81 | 77 | 86 |
Avg Bars in Winners | 136 | 121 | 156 | 136 | 121 | 156 |
Avg Bars in Losers | 40 | 40 | 40 | 40 | 40 | 40 |
Bars Traded | 6300 | 3030 | 3271 | 6300 | 3030 | 3271 |
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 | -38025 | 433034 | -533117 | -103244 | -31920 | -583191 |
{ "trading_pair": "STX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6491, "evaluation_days": 2163.67, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1573718400000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758884537068, "expiration_time": 1764481824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 62, "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": [ [ 767695.8761077587, 754511.1631542422, 13184.7129535164, 961113.8924529469, 1244775.7317179502, -283661.8392650031 ], [ 767.695876, 754.511163, 13.184713, 961.113892, 1244.775732, -283.661839 ], [ 0.354812, 0.348718, 0.006094, 0.109222, 0.120183, 0 ], [ 206.521739, 206.521739, 206.521739, 206.521739, 206.521739, 206.521739 ], [ -128511, -91434, -109929, -2021114, -1323297, -1127382 ], [ 2.177384, 3.541376, 1.037125, 1.194208, 1.488847, 0.881932 ], [ 77, 39, 38, 77, 39, 38 ], [ 33, 18, 15, 33, 18, 15 ], [ 44, 21, 23, 44, 21, 23 ], [ 42.857143, 46.153846, 39.473684, 42.857143, 46.153846, 39.473684 ], [ 2.903178, 4.131606, 1.590258, 1.592278, 1.736988, 1.352296 ], [ 302481, 302481, 67379, 993172, 993172, 547533 ], [ -43616, -32838, -43616, -659430, -659430, -597821 ], [ 81, 77, 86, 81, 77, 86 ], [ 136, 121, 156, 136, 121, 156 ], [ 40, 40, 40, 40, 40, 40 ], [ 6300, 3030, 3271, 6300, 3030, 3271 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -38025, 433034, -533117, -103244, -31920, -583191 ] ] }
{ "trading_pair": "STX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6491, "evaluation_days": 2163.67, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1573718400000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758884537068, "expiration_time": 1764481824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 62, "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) |
---|