Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733481.3132 | 660940.001 | 72541.3122 | 2580779.3871 | 1688904.8167 | 891874.5704 |
Total P&L (%) | 733.4813 | 660.94 | 72.5413 | 2580.7794 | 1688.9048 | 891.8746 |
Avg Daily Profit (%) | 0.3371 | 0.3038 | 0.0333 | 0.1513 | 0.1327 | 0.1055 |
Buy And Hold Return (%) | 483.3333 | 483.3333 | 483.3333 | 483.3333 | 483.3333 | 483.3333 |
Max Trade Drawdown | -166416 | -155467 | -102546 | -1548012 | -1284079 | -739393 |
Profit Factor | 2.27 | 3.0035 | 1.2929 | 1.4582 | 1.4754 | 1.4289 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 56.6265 | 56.0976 | 57.1429 | 56.6265 | 56.0976 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.7387 | 2.3505 | 0.9697 | 1.117 | 1.1547 | 1.0717 |
Largest Winning Trade | 186148 | 186148 | 42712 | 996961 | 996961 | 524450 |
Largest Losing Trade | -53244 | -46097 | -53244 | -1162383 | -1162383 | -469352 |
Avg Bars in Trades | 69 | 101 | 39 | 69 | 101 | 39 |
Avg Bars in Winners | 72 | 100 | 44 | 72 | 100 | 44 |
Avg Bars in Losers | 66 | 101 | 32 | 66 | 101 | 32 |
Bars Traded | 5790 | 4147 | 1643 | 5790 | 4147 | 1643 |
Profit Streak | 147.385 | 147.385 | 331.7184 | 147.385 | 147.385 | 331.7184 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 156917 | -35395 | -313420 | 305937 | -15635 | -56419 |
{ "trading_pair": "STX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6527, "evaluation_days": 2175.67, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575849600000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759943666421, "expiration_time": 1765549728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 115, "offset": 0, "std": 2.49128 } }, "second_band": { "type": "dcm", "factors": { "length": 136, "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": [ [ 733481.3131539337, 660940.0009620661, 72541.3121918674, 2580779.387126111, 1688904.8167463718, 891874.5703797393 ], [ 733.481313, 660.940001, 72.541312, 2580.779387, 1688.904817, 891.87457 ], [ 0.337129, 0.303787, 0.033342, 0.151272, 0.132653, 0.105514 ], [ 483.333333, 483.333333, 483.333333, 483.333333, 483.333333, 483.333333 ], [ -166416, -155467, -102546, -1548012, -1284079, -739393 ], [ 2.269982, 3.003462, 1.292914, 1.458249, 1.475422, 1.428912 ], [ 83, 41, 42, 83, 41, 42 ], [ 47, 23, 24, 47, 23, 24 ], [ 36, 18, 18, 36, 18, 18 ], [ 56.626506, 56.097561, 57.142857, 56.626506, 56.097561, 57.142857 ], [ 1.73871, 2.350536, 0.969686, 1.116957, 1.154678, 1.071684 ], [ 186148, 186148, 42712, 996961, 996961, 524450 ], [ -53244, -46097, -53244, -1162383, -1162383, -469352 ], [ 69, 101, 39, 69, 101, 39 ], [ 72, 100, 44, 72, 100, 44 ], [ 66, 101, 32, 66, 101, 32 ], [ 5790, 4147, 1643, 5790, 4147, 1643 ], [ 147.385028, 147.385028, 331.718361, 147.385028, 147.385028, 331.718361 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 156917, -35395, -313420, 305937, -15635, -56419 ] ] }
{ "trading_pair": "STX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6527, "evaluation_days": 2175.67, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575849600000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759943666421, "expiration_time": 1765549728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 115, "offset": 0, "std": 2.49128 } }, "second_band": { "type": "dcm", "factors": { "length": 136, "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) |
---|