| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1022023.214 | 944630.5331 | 77392.681 | 2605423.0706 | 2168629.8689 | 436793.2017 |
| Total P&L (%) | 1022.0232 | 944.6305 | 77.3927 | 2605.4231 | 2168.6299 | 436.7932 |
| Avg Daily Profit (%) | 0.4695 | 0.4339 | 0.0356 | 0.1516 | 0.1435 | 0.0772 |
| Buy And Hold Return (%) | 227.6053 | 227.6053 | 227.6053 | 227.6053 | 227.6053 | 227.6053 |
| Max Trade Drawdown | -76532 | -114579 | -72419 | -2257350 | -924213 | -1551562 |
| Profit Factor | 2.9967 | 4.5226 | 1.3176 | 1.4108 | 1.7446 | 1.1273 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
| Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
| Profitability (%) | 46.5909 | 43.1818 | 50 | 46.5909 | 43.1818 | 50 |
| Ratio Avg Win / Avg Loss | 3.4353 | 5.9508 | 1.3176 | 1.6172 | 2.2955 | 1.1273 |
| Largest Winning Trade | 597363 | 597363 | 57914 | 1260301 | 1260301 | 927229 |
| Largest Losing Trade | -44510 | -44510 | -36982 | -1035345 | -478987 | -1035345 |
| Avg Bars in Trades | 143 | 156 | 130 | 143 | 156 | 130 |
| Avg Bars in Winners | 207 | 232 | 186 | 207 | 232 | 186 |
| Avg Bars in Losers | 88 | 99 | 75 | 88 | 99 | 75 |
| Bars Traded | 12661 | 6898 | 5763 | 12661 | 6898 | 5763 |
| Profit Streak | 56.3881 | 56.3881 | 91.0548 | 56.3881 | 56.3881 | 91.0548 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 510067 | 481019 | -310375 | 337907 | 7895 | -177102 |
{
"trading_pair": "STX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13062,
"evaluation_days": 2177,
"actual_first_datapoint_time": 1571976000000,
"first_datapoint_time": 1574006400000,
"last_datapoint_time": 1760068800000,
"evaluation_time": 1760073530818,
"expiration_time": 1765711584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 104,
"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": [
[
1022023.2140325692,
944630.5330752824,
77392.6809572873,
2605423.070606227,
2168629.8689070595,
436793.2016991674
],
[
1022.023214,
944.630533,
77.392681,
2605.423071,
2168.629869,
436.793202
],
[
0.469464,
0.433914,
0.03555,
0.1516,
0.1435,
0.077221
],
[
227.605322,
227.605322,
227.605322,
227.605322,
227.605322,
227.605322
],
[
-76532,
-114579,
-72419,
-2257350,
-924213,
-1551562
],
[
2.996721,
4.522642,
1.317585,
1.410779,
1.74455,
1.127346
],
[
88,
44,
44,
88,
44,
44
],
[
41,
19,
22,
41,
19,
22
],
[
47,
25,
22,
47,
25,
22
],
[
46.590909,
43.181818,
50,
46.590909,
43.181818,
50
],
[
3.435265,
5.950844,
1.317585,
1.617235,
2.29546,
1.127346
],
[
597363,
597363,
57914,
1260301,
1260301,
927229
],
[
-44510,
-44510,
-36982,
-1035345,
-478987,
-1035345
],
[
143,
156,
130,
143,
156,
130
],
[
207,
232,
186,
207,
232,
186
],
[
88,
99,
75,
88,
99,
75
],
[
12661,
6898,
5763,
12661,
6898,
5763
],
[
56.388088,
56.388088,
91.054755,
56.388088,
56.388088,
91.054755
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
510067,
481019,
-310375,
337907,
7895,
-177102
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13062,
"evaluation_days": 2177,
"actual_first_datapoint_time": 1571976000000,
"first_datapoint_time": 1574006400000,
"last_datapoint_time": 1760068800000,
"evaluation_time": 1760073530818,
"expiration_time": 1765711584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 104,
"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) |
|---|