| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1032025.3012 | 994101.5542 | 37923.7471 | 1199806.8603 | 994333.8619 | 205472.9984 |
| Total P&L (%) | 1032.0253 | 994.1016 | 37.9237 | 1199.8069 | 994.3339 | 205.473 |
| Avg Daily Profit (%) | 0.4747 | 0.4572 | 0.0174 | 0.118 | 0.1101 | 0.0514 |
| Buy And Hold Return (%) | 480.7623 | 480.7623 | 480.7623 | 480.7623 | 480.7623 | 480.7623 |
| Max Trade Drawdown | -241915 | -188237 | -78895 | -2755333 | -2214440 | -1042848 |
| Profit Factor | 2.4627 | 3.3148 | 1.1374 | 1.1493 | 1.1929 | 1.0713 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
| Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
| Profitability (%) | 47.8261 | 45.6522 | 50 | 47.8261 | 45.6522 | 50 |
| Ratio Avg Win / Avg Loss | 2.6866 | 3.9462 | 1.1374 | 1.2538 | 1.4201 | 1.0713 |
| Largest Winning Trade | 333004 | 333004 | 39721 | 2110946 | 2110946 | 507366 |
| Largest Losing Trade | -63558 | -63558 | -32009 | -966319 | -966319 | -873226 |
| Avg Bars in Trades | 90 | 150 | 31 | 90 | 150 | 31 |
| Avg Bars in Winners | 120 | 209 | 38 | 120 | 209 | 38 |
| Avg Bars in Losers | 63 | 100 | 23 | 63 | 100 | 23 |
| Bars Traded | 8363 | 6920 | 1443 | 8363 | 6920 | 1443 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 308420 | 306695 | -404682 | -95497 | -61964 | -432106 |
{
"trading_pair": "STX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8697,
"evaluation_days": 2174.25,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1575136800000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759801739748,
"expiration_time": 1765430856000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 241,
"offset": 0,
"std": 2.93228
}
}
} {
"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": [
[
1032025.3012341838,
994101.554180081,
37923.7470541028,
1199806.8603034115,
994333.8619159567,
205472.9983874538
],
[
1032.025301,
994.101554,
37.923747,
1199.80686,
994.333862,
205.472998
],
[
0.474658,
0.457216,
0.017442,
0.118032,
0.110109,
0.051373
],
[
480.76225,
480.76225,
480.76225,
480.76225,
480.76225,
480.76225
],
[
-241915,
-188237,
-78895,
-2755333,
-2214440,
-1042848
],
[
2.462743,
3.314787,
1.137363,
1.149298,
1.192901,
1.071304
],
[
92,
46,
46,
92,
46,
46
],
[
44,
21,
23,
44,
21,
23
],
[
48,
25,
23,
48,
25,
23
],
[
47.826087,
45.652174,
50,
47.826087,
45.652174,
50
],
[
2.686629,
3.946174,
1.137363,
1.25378,
1.42012,
1.071304
],
[
333004,
333004,
39721,
2110946,
2110946,
507366
],
[
-63558,
-63558,
-32009,
-966319,
-966319,
-873226
],
[
90,
150,
31,
90,
150,
31
],
[
120,
209,
38,
120,
209,
38
],
[
63,
100,
23,
63,
100,
23
],
[
8363,
6920,
1443,
8363,
6920,
1443
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308420,
306695,
-404682,
-95497,
-61964,
-432106
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8697,
"evaluation_days": 2174.25,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1575136800000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759801739748,
"expiration_time": 1765430856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 241,
"offset": 0,
"std": 2.93228
}
}
}
| # | 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) |
|---|