Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 814778.9551 | 759793.2708 | 54985.6843 | 1620753.2276 | 1815978.7135 | -195225.4859 |
Total P&L (%) | 814.779 | 759.7933 | 54.9857 | 1620.7532 | 1815.9787 | -195.2255 |
Avg Daily Profit (%) | 0.3743 | 0.349 | 0.0253 | 0.1308 | 0.1357 | 0 |
Buy And Hold Return (%) | 224.9177 | 224.9177 | 224.9177 | 224.9177 | 224.9177 | 224.9177 |
Max Trade Drawdown | -149577 | -100641 | -121588 | -3277107 | -2136523 | -1288891 |
Profit Factor | 2.4486 | 3.8445 | 1.1862 | 1.2719 | 1.5573 | 0.9277 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 41.1765 | 38.2353 | 44.1176 | 41.1765 | 38.2353 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.498 | 6.2103 | 1.5025 | 1.8171 | 2.5156 | 1.1751 |
Largest Winning Trade | 293611 | 293611 | 65760 | 1701205 | 1701205 | 839816 |
Largest Losing Trade | -46295 | -38390 | -46295 | -758166 | -758166 | -572098 |
Avg Bars in Trades | 94 | 88 | 100 | 94 | 88 | 100 |
Avg Bars in Winners | 169 | 165 | 172 | 169 | 165 | 172 |
Avg Bars in Losers | 41 | 40 | 43 | 41 | 40 | 43 |
Bars Traded | 6403 | 2992 | 3411 | 6403 | 2992 | 3411 |
Profit Streak | 0 | 0 | 332.1831 | 0 | 0 | 332.1831 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105573 | 320094 | -340503 | -134193 | -13242 | -580071 |
{ "trading_pair": "STX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6531, "evaluation_days": 2177, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1573920000000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760041417652, "expiration_time": 1765668384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 66, "offset": 0, "std": 3.60159 } }, "second_band": { "type": "dema", "factors": { "length": 69, "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": [ [ 814778.9551293568, 759793.2708349152, 54985.6842944414, 1620753.2275731475, 1815978.7134871488, -195225.4859140012 ], [ 814.778955, 759.793271, 54.985684, 1620.753228, 1815.978713, -195.225486 ], [ 0.374267, 0.349009, 0.025258, 0.130786, 0.135729, 0 ], [ 224.917673, 224.917673, 224.917673, 224.917673, 224.917673, 224.917673 ], [ -149577, -100641, -121588, -3277107, -2136523, -1288891 ], [ 2.448567, 3.844499, 1.186163, 1.271945, 1.557282, 0.927727 ], [ 68, 34, 34, 68, 34, 34 ], [ 28, 13, 15, 28, 13, 15 ], [ 40, 21, 19, 40, 21, 19 ], [ 41.176471, 38.235294, 44.117647, 41.176471, 38.235294, 44.117647 ], [ 3.497953, 6.210345, 1.502474, 1.817065, 2.515609, 1.175121 ], [ 293611, 293611, 65760, 1701205, 1701205, 839816 ], [ -46295, -38390, -46295, -758166, -758166, -572098 ], [ 94, 88, 100, 94, 88, 100 ], [ 169, 165, 172, 169, 165, 172 ], [ 41, 40, 43, 41, 40, 43 ], [ 6403, 2992, 3411, 6403, 2992, 3411 ], [ 0, 0, 332.183075, 0, 0, 332.183075 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -105573, 320094, -340503, -134193, -13242, -580071 ] ] }
{ "trading_pair": "STX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6531, "evaluation_days": 2177, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1573920000000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760041417652, "expiration_time": 1765668384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 66, "offset": 0, "std": 3.60159 } }, "second_band": { "type": "dema", "factors": { "length": 69, "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) |
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