| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 113407.7163 | 21052.377 | 92355.3393 | 63686.1757 | 17986.1757 | 45700.0001 |
| Total P&L (%) | 113.4077 | 21.0524 | 92.3553 | 63.6862 | 17.9862 | 45.7 |
| Avg Daily Profit (%) | 0.2177 | 0.0404 | 0.1773 | 0.0947 | 0.0318 | 0.0723 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -64193 | -54647 | -54275 | -101575 | -61255 | -88682 |
| Profit Factor | 1.2783 | 1.099 | 1.4739 | 1.1212 | 1.0717 | 1.1664 |
| Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
| Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
| Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
| Profitability (%) | 65.4135 | 63.6364 | 67.1642 | 65.4135 | 63.6364 | 67.1642 |
| Ratio Avg Win / Avg Loss | 0.6759 | 0.628 | 0.7206 | 0.5928 | 0.6124 | 0.5703 |
| Largest Winning Trade | 17279 | 13728 | 17279 | 22786 | 13387 | 22786 |
| Largest Losing Trade | -36229 | -22670 | -36229 | -50806 | -33497 | -50806 |
| Avg Bars in Trades | 182 | 194 | 170 | 182 | 194 | 170 |
| Avg Bars in Winners | 128 | 133 | 124 | 128 | 133 | 124 |
| Avg Bars in Losers | 283 | 301 | 263 | 283 | 301 | 263 |
| Bars Traded | 24229 | 12819 | 11410 | 24229 | 12819 | 11410 |
| Profit Streak | 11.8867 | 35.4909 | 11.8867 | 11.8867 | 35.4909 | 11.8867 |
| Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 321338 | -379856 | -107491 | -153007 | -423487 | -251637 |
{
"trading_pair": "STX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714154400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758979009489,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 80,
"offset": 158
}
}
} {
"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": [
[
113407.7163488541,
21052.3770065693,
92355.3393422849,
63686.1757317197,
17986.1756687325,
45700.0000629872
],
[
113.407716,
21.052377,
92.355339,
63.686176,
17.986176,
45.7
],
[
0.217744,
0.040421,
0.177323,
0.094659,
0.031762,
0.072291
],
[
10,
10,
10,
10,
10,
10
],
[
-64193,
-54647,
-54275,
-101575,
-61255,
-88682
],
[
1.278294,
1.099013,
1.473892,
1.121212,
1.071702,
1.166445
],
[
133,
66,
67,
133,
66,
67
],
[
87,
42,
45,
87,
42,
45
],
[
46,
24,
22,
46,
24,
22
],
[
65.413534,
63.636364,
67.164179,
65.413534,
63.636364,
67.164179
],
[
0.67588,
0.628007,
0.72057,
0.592825,
0.612401,
0.570262
],
[
17279,
13728,
17279,
22786,
13387,
22786
],
[
-36229,
-22670,
-36229,
-50806,
-33497,
-50806
],
[
182,
194,
170,
182,
194,
170
],
[
128,
133,
124,
128,
133,
124
],
[
283,
301,
263,
283,
301,
263
],
[
24229,
12819,
11410,
24229,
12819,
11410
],
[
11.886684,
35.49085,
11.886684,
11.886684,
35.490851,
11.886684
],
[
2,
4,
1,
2,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
321338,
-379856,
-107491,
-153007,
-423487,
-251637
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714154400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758979009489,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 80,
"offset": 158
}
}
}
| # | 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) |
|---|