| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -455426.7188 | -21424.9678 | -434001.751 | 671738.9757 | -68102.9241 | 739841.8998 |
| Total P&L (%) | -455.4267 | -21.425 | -434.0018 | 671.739 | -68.1029 | 739.8419 |
| Avg Daily Profit (%) | -0.4372 | -0.0206 | -0.4167 | 0.1964 | -0.1096 | 0.2045 |
| Buy And Hold Return (%) | 159.4828 | 159.4828 | 159.4828 | 159.4828 | 159.4828 | 159.4828 |
| Max Trade Drawdown | -550983 | -26490 | -533086 | -323754 | -102486 | -314991 |
| Profit Factor | 0.3234 | 0.5979 | 0.2998 | 1.8506 | 0.6639 | 2.2601 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 35 | 17 | 18 | 33 | 13 | 20 |
| Losing Trades | 33 | 17 | 16 | 35 | 21 | 14 |
| Profitability (%) | 51.4706 | 50 | 52.9412 | 48.5294 | 38.2353 | 58.8235 |
| Ratio Avg Win / Avg Loss | 0.3049 | 0.5979 | 0.2665 | 1.9627 | 1.0724 | 1.582 |
| Largest Winning Trade | 24380 | 6581 | 24380 | 618678 | 27971 | 618678 |
| Largest Losing Trade | -317094 | -11871 | -317094 | -252992 | -51635 | -252992 |
| Avg Bars in Trades | 356 | 9 | 703 | 356 | 9 | 703 |
| Avg Bars in Winners | 259 | 10 | 494 | 404 | 10 | 659 |
| Avg Bars in Losers | 459 | 8 | 938 | 311 | 8 | 766 |
| Bars Traded | 24246 | 319 | 23927 | 24246 | 319 | 23927 |
| Profit Streak | 56.199 | 56.449 | 56.199 | 56.199 | 56.449 | 56.199 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -693105 | -579956 | -579852 | -103883 | -582864 | 446840 |
{
"trading_pair": "STX_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669305600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759045592465,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 161,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
-455426.7188160432,
-21424.9678292306,
-434001.7509868123,
671738.975673292,
-68102.9241176273,
739841.8997909193
],
[
-455.426719,
-21.424968,
-434.001751,
671.738976,
-68.102924,
739.8419
],
[
-0.437229,
-0.020569,
-0.41666,
0.196375,
-0.10964,
0.20451
],
[
159.482759,
159.482759,
159.482759,
159.482759,
159.482759,
159.482759
],
[
-550983,
-26490,
-533086,
-323754,
-102486,
-314991
],
[
0.3234,
0.597888,
0.299805,
1.850571,
0.663859,
2.260059
],
[
68,
34,
34,
68,
34,
34
],
[
35,
17,
18,
33,
13,
20
],
[
33,
17,
16,
35,
21,
14
],
[
51.470588,
50,
52.941176,
48.529412,
38.235294,
58.823529
],
[
0.30492,
0.597888,
0.266493,
1.962726,
1.072388,
1.582041
],
[
24380,
6581,
24380,
618678,
27971,
618678
],
[
-317094,
-11871,
-317094,
-252992,
-51635,
-252992
],
[
356,
9,
703,
356,
9,
703
],
[
259,
10,
494,
404,
10,
659
],
[
459,
8,
938,
311,
8,
766
],
[
24246,
319,
23927,
24246,
319,
23927
],
[
56.198987,
56.448987,
56.198987,
56.198987,
56.448987,
56.198987
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-693105,
-579956,
-579852,
-103883,
-582864,
446840
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669305600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759045592465,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 161,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|