| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 91651.4895 | 2404.0251 | 89247.4643 | 62067.9599 | -58707.0131 | 120774.9731 |
| Total P&L (%) | 91.6515 | 2.404 | 89.2475 | 62.068 | -58.707 | 120.775 |
| Avg Daily Profit (%) | 0.176 | 0.0046 | 0.1714 | 0.0928 | -0.1697 | 0.1522 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -74523 | -73251 | -41540 | -183842 | -181311 | -88522 |
| Profit Factor | 1.3129 | 1.0151 | 1.6665 | 1.1069 | 0.8173 | 1.4653 |
| Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
| Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
| Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
| Profitability (%) | 64.8855 | 58.4615 | 71.2121 | 64.8855 | 58.4615 | 71.2121 |
| Ratio Avg Win / Avg Loss | 0.7105 | 0.7213 | 0.6737 | 0.599 | 0.5807 | 0.5923 |
| Largest Winning Trade | 15970 | 15970 | 15356 | 34920 | 34672 | 34920 |
| Largest Losing Trade | -36968 | -31309 | -36968 | -93239 | -93239 | -79841 |
| Avg Bars in Trades | 184 | 217 | 151 | 184 | 217 | 151 |
| Avg Bars in Winners | 102 | 104 | 100 | 102 | 104 | 100 |
| Avg Bars in Losers | 336 | 376 | 279 | 336 | 376 | 279 |
| Bars Traded | 24176 | 14151 | 10025 | 24176 | 14151 | 10025 |
| Profit Streak | 11.3101 | 19.6226 | 11.3101 | 11.3101 | 19.6226 | 11.3101 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 330971 | -688081 | -113152 | -171040 | -710865 | -114268 |
{
"trading_pair": "STX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714098600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759020988906,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 207,
"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": [
[
91651.4894780488,
2404.025148134,
89247.4643299148,
62067.9599217308,
-58707.0131448576,
120774.9730665885
],
[
91.651489,
2.404025,
89.247464,
62.06796,
-58.707013,
120.774973
],
[
0.175972,
0.004616,
0.171356,
0.09275,
-0.169677,
0.152176
],
[
10,
10,
10,
10,
10,
10
],
[
-74523,
-73251,
-41540,
-183842,
-181311,
-88522
],
[
1.312876,
1.015117,
1.666521,
1.106854,
0.817274,
1.465265
],
[
131,
65,
66,
131,
65,
66
],
[
85,
38,
47,
85,
38,
47
],
[
46,
27,
19,
46,
27,
19
],
[
64.885496,
58.461538,
71.212121,
64.885496,
58.461538,
71.212121
],
[
0.710497,
0.721267,
0.6737,
0.599003,
0.580695,
0.592341
],
[
15970,
15970,
15356,
34920,
34672,
34920
],
[
-36968,
-31309,
-36968,
-93239,
-93239,
-79841
],
[
184,
217,
151,
184,
217,
151
],
[
102,
104,
100,
102,
104,
100
],
[
336,
376,
279,
336,
376,
279
],
[
24176,
14151,
10025,
24176,
14151,
10025
],
[
11.310057,
19.622557,
11.310057,
11.310057,
19.622557,
11.310057
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330971,
-688081,
-113152,
-171040,
-710865,
-114268
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714098600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759020988906,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 207,
"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) |
|---|