| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1226534.5581 | 1194553.8852 | 31980.6729 | 1397424.7016 | 897306.4032 | 500118.2984 |
| Total P&L (%) | 1226.5346 | 1194.5539 | 31.9807 | 1397.4247 | 897.3064 | 500.1183 |
| Avg Daily Profit (%) | 0.5671 | 0.5523 | 0.0148 | 0.1252 | 0.1064 | 0.0829 |
| Buy And Hold Return (%) | 573.4207 | 573.4207 | 573.4207 | 573.4207 | 573.4207 | 573.4207 |
| Max Trade Drawdown | -139528 | -91320 | -129352 | -5229276 | -3982970 | -1934400 |
| Profit Factor | 2.6156 | 4.067 | 1.0865 | 1.1119 | 1.1199 | 1.0999 |
| Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
| Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
| Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
| Profitability (%) | 45.4545 | 47.541 | 43.3333 | 45.4545 | 47.541 | 43.3333 |
| Ratio Avg Win / Avg Loss | 3.1387 | 4.4877 | 1.4208 | 1.3343 | 1.2358 | 1.4384 |
| Largest Winning Trade | 615002 | 615002 | 60538 | 2066276 | 2066276 | 1642929 |
| Largest Losing Trade | -57370 | -47164 | -57370 | -1953681 | -1953681 | -1761618 |
| Avg Bars in Trades | 51 | 59 | 43 | 51 | 59 | 43 |
| Avg Bars in Winners | 73 | 84 | 61 | 73 | 84 | 61 |
| Avg Bars in Losers | 33 | 36 | 29 | 33 | 36 | 29 |
| Bars Traded | 6226 | 3615 | 2611 | 6226 | 3615 | 2611 |
| 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 | 315153 | -150811 | -636013 | -128289 | -311562 | -530021 |
{
"trading_pair": "STX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6489,
"evaluation_days": 2163,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1576368000000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758840416522,
"expiration_time": 1764422496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 25,
"offset": 129
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 135,
"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": [
[
1226534.5581076057,
1194553.8852448796,
31980.6728627261,
1397424.7016006655,
897306.4032421126,
500118.2983585504
],
[
1226.534558,
1194.553885,
31.980673,
1397.424702,
897.306403,
500.118298
],
[
0.567053,
0.552267,
0.014785,
0.125198,
0.106385,
0.08288
],
[
573.420739,
573.420739,
573.420739,
573.420739,
573.420739,
573.420739
],
[
-139528,
-91320,
-129352,
-5229276,
-3982970,
-1934400
],
[
2.615616,
4.067005,
1.086507,
1.111926,
1.11994,
1.099945
],
[
121,
61,
60,
121,
61,
60
],
[
55,
29,
26,
55,
29,
26
],
[
66,
32,
34,
66,
32,
34
],
[
45.454545,
47.540984,
43.333333,
45.454545,
47.540984,
43.333333
],
[
3.138739,
4.48773,
1.420817,
1.334312,
1.235796,
1.43839
],
[
615002,
615002,
60538,
2066276,
2066276,
1642929
],
[
-57370,
-47164,
-57370,
-1953681,
-1953681,
-1761618
],
[
51,
59,
43,
51,
59,
43
],
[
73,
84,
61,
73,
84,
61
],
[
33,
36,
29,
33,
36,
29
],
[
6226,
3615,
2611,
6226,
3615,
2611
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315153,
-150811,
-636013,
-128289,
-311562,
-530021
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6489,
"evaluation_days": 2163,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1576368000000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758840416522,
"expiration_time": 1764422496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 25,
"offset": 129
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 135,
"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) |
|---|