Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 885142.6829 | 820053.2207 | 65089.4622 | 158421.277 | 1257848.7257 | -1099427.4487 |
Total P&L (%) | 885.1427 | 820.0532 | 65.0895 | 158.4213 | 1257.8487 | -1099.4274 |
Avg Daily Profit (%) | 0.4084 | 0.3783 | 0.03 | 0.0438 | 0.1204 | 0 |
Buy And Hold Return (%) | 515.0583 | 515.0583 | 515.0583 | 515.0583 | 515.0583 | 515.0583 |
Max Trade Drawdown | -150372 | -75080 | -153485 | -4080672 | -349741 | -4639764 |
Profit Factor | 2.5455 | 3.9889 | 1.2181 | 1.0256 | 2.0334 | 0.7792 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 63.0769 | 63.6364 | 62.5 | 63.0769 | 63.6364 | 62.5 |
Ratio Avg Win / Avg Loss | 1.49 | 2.2794 | 0.7309 | 0.6003 | 1.1619 | 0.4675 |
Largest Winning Trade | 397640 | 397640 | 51159 | 1210424 | 564943 | 1210424 |
Largest Losing Trade | -95136 | -59931 | -95136 | -2839717 | -312214 | -2839717 |
Avg Bars in Trades | 61 | 56 | 67 | 61 | 56 | 67 |
Avg Bars in Winners | 56 | 47 | 64 | 56 | 47 | 64 |
Avg Bars in Losers | 72 | 73 | 70 | 72 | 73 | 70 |
Bars Traded | 4026 | 1879 | 2147 | 4026 | 1879 | 2147 |
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 | -129509 | 315019 | -319039 | -628542 | -31277 | -579190 |
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4335, "evaluation_days": 2167.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1578009600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759201993683, "expiration_time": 1764808560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 141, "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": [ [ 885142.6829077996, 820053.2207104076, 65089.462197392, 158421.2769548455, 1257848.725687125, -1099427.4487322795 ], [ 885.142683, 820.053221, 65.089462, 158.421277, 1257.848726, -1099.427449 ], [ 0.40837, 0.378341, 0.03003, 0.043812, 0.120418, 0 ], [ 515.058324, 515.058324, 515.058324, 515.058324, 515.058324, 515.058324 ], [ -150372, -75080, -153485, -4080672, -349741, -4639764 ], [ 2.54546, 3.988935, 1.218147, 1.025567, 2.033384, 0.779194 ], [ 65, 33, 32, 65, 33, 32 ], [ 41, 21, 20, 41, 21, 20 ], [ 24, 12, 12, 24, 12, 12 ], [ 63.076923, 63.636364, 62.5, 63.076923, 63.636364, 62.5 ], [ 1.490025, 2.279391, 0.730888, 0.600332, 1.161934, 0.467516 ], [ 397640, 397640, 51159, 1210424, 564943, 1210424 ], [ -95136, -59931, -95136, -2839717, -312214, -2839717 ], [ 61, 56, 67, 61, 56, 67 ], [ 56, 47, 64, 56, 47, 64 ], [ 72, 73, 70, 72, 73, 70 ], [ 4026, 1879, 2147, 4026, 1879, 2147 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -129509, 315019, -319039, -628542, -31277, -579190 ] ] }
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4335, "evaluation_days": 2167.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1578009600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759201993683, "expiration_time": 1764808560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 141, "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) |
---|