Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1245652.708 | 120162.555 | -1365815.263 | 34277544.1141 | 2556708.2929 | 31720835.8213 |
Total P&L (%) | -1245.6527 | 120.1626 | -1365.8153 | 34277.5441 | 2556.7083 | 31720.8358 |
Avg Daily Profit (%) | -0.5751 | 0.0555 | -0.6306 | 0.27 | 0.1515 | 0.2664 |
Buy And Hold Return (%) | 280.531 | 280.531 | 280.531 | 280.531 | 280.531 | 280.531 |
Max Trade Drawdown | -1449346 | -52576 | -1527601 | -23116998 | -11422032 | -21991820 |
Profit Factor | 0.4287 | 1.5673 | 0.3062 | 1.6252 | 1.1265 | 1.9165 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 140 | 63 | 77 | 116 | 52 | 64 |
Losing Trades | 41 | 27 | 14 | 65 | 38 | 27 |
Profitability (%) | 77.3481 | 70 | 84.6154 | 64.0884 | 57.7778 | 70.3297 |
Ratio Avg Win / Avg Loss | 0.1256 | 0.6717 | 0.0557 | 0.9107 | 0.8232 | 0.8085 |
Largest Winning Trade | 38462 | 38462 | 35135 | 16922048 | 4686709 | 16922048 |
Largest Losing Trade | -944561 | -43262 | -944561 | -21991820 | -4781934 | -21991820 |
Avg Bars in Trades | 23 | 7 | 39 | 23 | 7 | 39 |
Avg Bars in Winners | 10 | 4 | 15 | 18 | 4 | 30 |
Avg Bars in Losers | 67 | 14 | 169 | 31 | 10 | 60 |
Bars Traded | 4209 | 655 | 3554 | 4209 | 655 | 3554 |
Profit Streak | 57.6253 | 104.1253 | 57.6253 | 57.6253 | 104.1253 | 57.6253 |
Trades During Streak | 10 | 7 | 5 | 10 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574341 | -280220 | -574955 | 491495 | -72980 | 489131 |
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4332, "evaluation_days": 2166, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574251200000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759071622524, "expiration_time": 1764675072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 54, "offset": 0, "scalar": 2 } } }
{ "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": [ [ -1245652.7079999975, 120162.555002492, -1365815.2630024895, 34277544.1141322, 2556708.2928646114, 31720835.821267605 ], [ -1245.652708, 120.162555, -1365.815263, 34277.544114, 2556.708293, 31720.835821 ], [ -0.575094, 0.055477, -0.63057, 0.269985, 0.151531, 0.266407 ], [ 280.530973, 280.530973, 280.530973, 280.530973, 280.530973, 280.530973 ], [ -1449346, -52576, -1527601, -23116998, -11422032, -21991820 ], [ 0.428735, 1.567309, 0.306237, 1.625169, 1.126462, 1.916469 ], [ 181, 90, 91, 181, 90, 91 ], [ 140, 63, 77, 116, 52, 64 ], [ 41, 27, 14, 65, 38, 27 ], [ 77.348066, 70, 84.615385, 64.088398, 57.777778, 70.32967 ], [ 0.125558, 0.671704, 0.055679, 0.910655, 0.823184, 0.80851 ], [ 38462, 38462, 35135, 16922048, 4686709, 16922048 ], [ -944561, -43262, -944561, -21991820, -4781934, -21991820 ], [ 23, 7, 39, 23, 7, 39 ], [ 10, 4, 15, 18, 4, 30 ], [ 67, 14, 169, 31, 10, 60 ], [ 4209, 655, 3554, 4209, 655, 3554 ], [ 57.625261, 104.125261, 57.625261, 57.625261, 104.125261, 57.625261 ], [ 10, 7, 5, 10, 7, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574341, -280220, -574955, 491495, -72980, 489131 ] ] }
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4332, "evaluation_days": 2166, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574251200000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759071622524, "expiration_time": 1764675072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 54, "offset": 0, "scalar": 2 } } }
# | 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) |
---|