Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1118708.6741 | 1114693.6546 | 4015.0195 | 974759.3843 | 1750640.1336 | -775880.7494 |
Total P&L (%) | 1118.7087 | 1114.6937 | 4.015 | 974.7594 | 1750.6401 | -775.8807 |
Avg Daily Profit (%) | 0.5164 | 0.5146 | 0.0019 | 0.1097 | 0.1348 | 0 |
Buy And Hold Return (%) | 409.1543 | 409.1543 | 409.1543 | 409.1543 | 409.1543 | 409.1543 |
Max Trade Drawdown | -132407 | -102126 | -80930 | -2748542 | -1919545 | -1374939 |
Profit Factor | 3.1957 | 5.2335 | 1.0163 | 1.1769 | 1.588 | 0.6938 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 33.8983 | 33.3333 | 34.4828 | 33.8983 | 33.3333 | 34.4828 |
Ratio Avg Win / Avg Loss | 6.2317 | 10.467 | 1.931 | 2.2949 | 3.1759 | 1.3182 |
Largest Winning Trade | 802904 | 802904 | 66141 | 1508892 | 1508892 | 490540 |
Largest Losing Trade | -43424 | -26409 | -43424 | -661136 | -661136 | -478471 |
Avg Bars in Trades | 103 | 103 | 103 | 103 | 103 | 103 |
Avg Bars in Winners | 222 | 229 | 215 | 222 | 229 | 215 |
Avg Bars in Losers | 42 | 41 | 44 | 42 | 41 | 44 |
Bars Traded | 6106 | 3117 | 2989 | 6106 | 3117 | 2989 |
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 | -172536 | 317063 | -563679 | -261397 | -18213 | -585200 |
{ "trading_pair": "STX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6499, "evaluation_days": 2166.33, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1577260800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759132538301, "expiration_time": 1764719136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 33, "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": [ [ 1118708.6740951678, 1114693.6545636873, 4015.0195314806, 974759.3842700487, 1750640.1336384697, -775880.7493684215 ], [ 1118.708674, 1114.693655, 4.01502, 974.759384, 1750.640134, -775.880749 ], [ 0.516407, 0.514554, 0.001853, 0.109678, 0.134794, 0 ], [ 409.154316, 409.154316, 409.154316, 409.154316, 409.154316, 409.154316 ], [ -132407, -102126, -80930, -2748542, -1919545, -1374939 ], [ 3.195725, 5.23349, 1.016309, 1.176864, 1.587959, 0.693795 ], [ 59, 30, 29, 59, 30, 29 ], [ 20, 10, 10, 20, 10, 10 ], [ 39, 20, 19, 39, 20, 19 ], [ 33.898305, 33.333333, 34.482759, 33.898305, 33.333333, 34.482759 ], [ 6.231663, 10.46698, 1.930986, 2.294885, 3.175918, 1.31821 ], [ 802904, 802904, 66141, 1508892, 1508892, 490540 ], [ -43424, -26409, -43424, -661136, -661136, -478471 ], [ 103, 103, 103, 103, 103, 103 ], [ 222, 229, 215, 222, 229, 215 ], [ 42, 41, 44, 42, 41, 44 ], [ 6106, 3117, 2989, 6106, 3117, 2989 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -172536, 317063, -563679, -261397, -18213, -585200 ] ] }
{ "trading_pair": "STX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6499, "evaluation_days": 2166.33, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1577260800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759132538301, "expiration_time": 1764719136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 33, "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) |
---|