Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139743.8075 | 35677.7341 | 104066.0734 | 90440.9194 | 39896.1777 | 50544.7417 |
Total P&L (%) | 139.7438 | 35.6777 | 104.0661 | 90.4409 | 39.8962 | 50.5447 |
Avg Daily Profit (%) | 0.2683 | 0.0685 | 0.1998 | 0.1238 | 0.0645 | 0.0786 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103008 | -48623 | -77022 | -192142 | -69696 | -141514 |
Profit Factor | 1.2986 | 1.1665 | 1.41 | 1.1215 | 1.1282 | 1.1167 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 114 | 51 | 63 | 114 | 51 | 63 |
Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Profitability (%) | 57.868 | 52.0408 | 63.6364 | 57.868 | 52.0408 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.9454 | 1.075 | 0.8057 | 0.8165 | 1.0397 | 0.6381 |
Largest Winning Trade | 38300 | 16464 | 38300 | 33276 | 27151 | 33276 |
Largest Losing Trade | -38850 | -17638 | -38850 | -92890 | -29846 | -92890 |
Avg Bars in Trades | 123 | 95 | 150 | 123 | 95 | 150 |
Avg Bars in Winners | 97 | 70 | 118 | 97 | 70 | 118 |
Avg Bars in Losers | 159 | 122 | 207 | 159 | 122 | 207 |
Bars Traded | 24314 | 9368 | 14946 | 24314 | 9368 | 14946 |
Profit Streak | 12.7719 | 29.0219 | 12.7719 | 12.7719 | 29.0219 | 12.7719 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330394 | -140542 | 296250 | -113764 | -187744 | -181606 |
{ "trading_pair": "STX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714055400000, "first_datapoint_time": 1714451400000, "last_datapoint_time": 1759053600000, "evaluation_time": 1759055493001, "expiration_time": 1765533600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 220 } } }
{ "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": [ [ 139743.8074644936, 35677.7340773962, 104066.0733870972, 90440.9194208349, 39896.1776987461, 50544.7417220887 ], [ 139.743807, 35.677734, 104.066073, 90.440919, 39.896178, 50.544742 ], [ 0.26831, 0.068502, 0.199808, 0.123758, 0.064481, 0.078577 ], [ 10, 10, 10, 10, 10, 10 ], [ -103008, -48623, -77022, -192142, -69696, -141514 ], [ 1.298554, 1.166539, 1.409969, 1.12151, 1.128161, 1.116728 ], [ 197, 98, 99, 197, 98, 99 ], [ 114, 51, 63, 114, 51, 63 ], [ 83, 47, 36, 83, 47, 36 ], [ 57.86802, 52.040816, 63.636364, 57.86802, 52.040816, 63.636364 ], [ 0.945438, 1.075046, 0.805696, 0.816538, 1.039678, 0.63813 ], [ 38300, 16464, 38300, 33276, 27151, 33276 ], [ -38850, -17638, -38850, -92890, -29846, -92890 ], [ 123, 95, 150, 123, 95, 150 ], [ 97, 70, 118, 97, 70, 118 ], [ 159, 122, 207, 159, 122, 207 ], [ 24314, 9368, 14946, 24314, 9368, 14946 ], [ 12.77191, 29.02191, 12.77191, 12.77191, 29.02191, 12.77191 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330394, -140542, 296250, -113764, -187744, -181606 ] ] }
{ "trading_pair": "STX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714055400000, "first_datapoint_time": 1714451400000, "last_datapoint_time": 1759053600000, "evaluation_time": 1759055493001, "expiration_time": 1765533600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 220 } } }
# | 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) |
---|