Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1402394.4851 | 1381925.9129 | 20468.5722 | 633193.6644 | 1451943.467 | -818749.8026 |
Total P&L (%) | 1402.3945 | 1381.9259 | 20.4686 | 633.1937 | 1451.9435 | -818.7498 |
Avg Daily Profit (%) | 0.6449 | 0.6354 | 0.0094 | 0.0917 | 0.1262 | 0 |
Buy And Hold Return (%) | 218.7885 | 218.7885 | 218.7885 | 218.7885 | 218.7885 | 218.7885 |
Max Trade Drawdown | -199571 | -135501 | -89785 | -4775834 | -3200558 | -1707724 |
Profit Factor | 2.2033 | 2.7129 | 1.0571 | 1.0467 | 1.1529 | 0.7989 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 122 | 56 | 66 | 122 | 56 | 66 |
Losing Trades | 117 | 63 | 54 | 117 | 63 | 54 |
Profitability (%) | 51.046 | 47.0588 | 55 | 51.046 | 47.0588 | 55 |
Ratio Avg Win / Avg Loss | 2.113 | 3.052 | 0.8649 | 1.0038 | 1.297 | 0.6537 |
Largest Winning Trade | 1072039 | 1072039 | 27535 | 2310722 | 2310722 | 466316 |
Largest Losing Trade | -50099 | -50099 | -21818 | -1055725 | -1055725 | -729509 |
Avg Bars in Trades | 35 | 64 | 7 | 35 | 64 | 7 |
Avg Bars in Winners | 44 | 85 | 8 | 44 | 85 | 8 |
Avg Bars in Losers | 27 | 44 | 6 | 27 | 44 | 6 |
Bars Traded | 8567 | 7627 | 940 | 8567 | 7627 | 940 |
Profit Streak | 0 | 9.0144 | 0 | 0 | 9.0144 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 612909 | 567573 | -504762 | -241201 | -77457 | -580087 |
{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8699, "evaluation_days": 2174.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1573516800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759861243524, "expiration_time": 1765475352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 73, "offset": 0, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1402394.4851319015, 1381925.9129387354, 20468.5721931659, 633193.6643843342, 1451943.4670124087, -818749.8026280747 ], [ 1402.394485, 1381.925913, 20.468572, 633.193664, 1451.943467, -818.749803 ], [ 0.644853, 0.635441, 0.009412, 0.09165, 0.126167, 0 ], [ 218.788501, 218.788501, 218.788501, 218.788501, 218.788501, 218.788501 ], [ -199571, -135501, -89785, -4775834, -3200558, -1707724 ], [ 2.203318, 2.712902, 1.057069, 1.046668, 1.152903, 0.798938 ], [ 239, 119, 120, 239, 119, 120 ], [ 122, 56, 66, 122, 56, 66 ], [ 117, 63, 54, 117, 63, 54 ], [ 51.046025, 47.058824, 55, 51.046025, 47.058824, 55 ], [ 2.113018, 3.052015, 0.864874, 1.003772, 1.297016, 0.653676 ], [ 1072039, 1072039, 27535, 2310722, 2310722, 466316 ], [ -50099, -50099, -21818, -1055725, -1055725, -729509 ], [ 35, 64, 7, 35, 64, 7 ], [ 44, 85, 8, 44, 85, 8 ], [ 27, 44, 6, 27, 44, 6 ], [ 8567, 7627, 940, 8567, 7627, 940 ], [ 0, 9.014393, 0, 0, 9.014393, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 612909, 567573, -504762, -241201, -77457, -580087 ] ] }
{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8699, "evaluation_days": 2174.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1573516800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759861243524, "expiration_time": 1765475352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 73, "offset": 0, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|