Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1710675.6032 | 1647492.4412 | 63183.1619 | 1941041.6826 | 1118515.5909 | 822526.0916 |
Total P&L (%) | 1710.6756 | 1647.4924 | 63.1832 | 1941.0417 | 1118.5156 | 822.5261 |
Avg Daily Profit (%) | 0.7913 | 0.7621 | 0.0292 | 0.1396 | 0.1157 | 0.1028 |
Buy And Hold Return (%) | 469.5364 | 469.5364 | 469.5364 | 469.5364 | 469.5364 | 469.5364 |
Max Trade Drawdown | -75983 | -93774 | -71078 | -1056474 | -1186733 | -955915 |
Profit Factor | 4.1367 | 5.755 | 1.3177 | 1.4166 | 1.3608 | 1.5275 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 54.7619 | 52.381 | 57.1429 | 54.7619 | 52.381 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.4173 | 5.2318 | 0.9883 | 1.1702 | 1.2371 | 1.1456 |
Largest Winning Trade | 1340553 | 1340553 | 36219 | 918404 | 918404 | 433869 |
Largest Losing Trade | -56914 | -56914 | -35135 | -787873 | -787873 | -311396 |
Avg Bars in Trades | 99 | 165 | 33 | 99 | 165 | 33 |
Avg Bars in Winners | 95 | 160 | 36 | 95 | 160 | 36 |
Avg Bars in Losers | 103 | 170 | 29 | 103 | 170 | 29 |
Bars Traded | 8346 | 6942 | 1404 | 8346 | 6942 | 1404 |
Profit Streak | 0 | 23.562 | 0 | 0 | 23.562 | 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 | 668029 | 699455 | -320118 | -6700 | -41079 | -61374 |
{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8647, "evaluation_days": 2161.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575849600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758914955918, "expiration_time": 1764318456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 110, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 1710675.6031702454, 1647492.4412404052, 63183.1619298403, 1941041.6825748677, 1118515.590934711, 822526.0916401565 ], [ 1710.675603, 1647.492441, 63.183162, 1941.041683, 1118.515591, 822.526092 ], [ 0.791338, 0.762111, 0.029228, 0.139616, 0.115724, 0.102837 ], [ 469.536424, 469.536424, 469.536424, 469.536424, 469.536424, 469.536424 ], [ -75983, -93774, -71078, -1056474, -1186733, -955915 ], [ 4.136748, 5.755011, 1.317677, 1.41656, 1.360781, 1.527454 ], [ 84, 42, 42, 84, 42, 42 ], [ 46, 22, 24, 46, 22, 24 ], [ 38, 20, 18, 38, 20, 18 ], [ 54.761905, 52.380952, 57.142857, 54.761905, 52.380952, 57.142857 ], [ 3.417313, 5.231828, 0.988258, 1.170202, 1.237074, 1.14559 ], [ 1340553, 1340553, 36219, 918404, 918404, 433869 ], [ -56914, -56914, -35135, -787873, -787873, -311396 ], [ 99, 165, 33, 99, 165, 33 ], [ 95, 160, 36, 95, 160, 36 ], [ 103, 170, 29, 103, 170, 29 ], [ 8346, 6942, 1404, 8346, 6942, 1404 ], [ 0, 23.56199, 0, 0, 23.56199, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 668029, 699455, -320118, -6700, -41079, -61374 ] ] }
{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8647, "evaluation_days": 2161.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575849600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758914955918, "expiration_time": 1764318456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 110, "offset": 0, "scalar": 4 } } }
# | 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) |
---|