Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 950768.2388 | 1056388.8613 | -105620.6225 | -27208.4943 | 52011.4443 | -79219.9385 |
Total P&L (%) | 950.7682 | 1056.3889 | -105.6206 | -27.2085 | 52.0114 | -79.2199 |
Avg Daily Profit (%) | 0.4396 | 0.4884 | -0.0488 | -0.0147 | 0.0194 | -0.0726 |
Buy And Hold Return (%) | 384.1474 | 384.1474 | 384.1474 | 384.1474 | 384.1474 | 384.1474 |
Max Trade Drawdown | -194380 | -101874 | -201787 | -162156 | -129821 | -82828 |
Profit Factor | 2.2795 | 4.0535 | 0.734 | 0.9459 | 1.2124 | 0.6926 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 40.6593 | 39.1304 | 42.2222 | 40.6593 | 39.1304 | 42.2222 |
Ratio Avg Win / Avg Loss | 3.3268 | 6.3054 | 1.0045 | 1.3804 | 1.886 | 0.9478 |
Largest Winning Trade | 700698 | 700698 | 63761 | 129641 | 129641 | 42778 |
Largest Losing Trade | -55937 | -39980 | -55937 | -45426 | -42402 | -45426 |
Avg Bars in Trades | 67 | 60 | 75 | 67 | 60 | 75 |
Avg Bars in Winners | 111 | 113 | 109 | 111 | 113 | 109 |
Avg Bars in Losers | 38 | 26 | 50 | 38 | 26 | 50 |
Bars Traded | 6183 | 2795 | 3388 | 6183 | 2795 | 3388 |
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 | 263267 | 364198 | -582070 | -582501 | -336260 | -583736 |
{ "trading_pair": "STX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6489, "evaluation_days": 2163, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574668800000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758840412387, "expiration_time": 1764422496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 950768.2387853789, 1056388.8612723635, -105620.622486985, -27208.4942535243, 52011.4442794228, -79219.9385329472 ], [ 950.768239, 1056.388861, -105.620622, -27.208494, 52.011444, -79.219939 ], [ 0.43956, 0.488391, -0.048831, -0.014681, 0.019363, -0.072612 ], [ 384.147386, 384.147386, 384.147386, 384.147386, 384.147386, 384.147386 ], [ -194380, -101874, -201787, -162156, -129821, -82828 ], [ 2.279475, 4.05348, 0.73404, 0.945861, 1.212443, 0.692633 ], [ 91, 46, 45, 91, 46, 45 ], [ 37, 18, 19, 37, 18, 19 ], [ 54, 28, 26, 54, 28, 26 ], [ 40.659341, 39.130435, 42.222222, 40.659341, 39.130435, 42.222222 ], [ 3.326801, 6.305414, 1.004476, 1.380445, 1.886022, 0.947814 ], [ 700698, 700698, 63761, 129641, 129641, 42778 ], [ -55937, -39980, -55937, -45426, -42402, -45426 ], [ 67, 60, 75, 67, 60, 75 ], [ 111, 113, 109, 111, 113, 109 ], [ 38, 26, 50, 38, 26, 50 ], [ 6183, 2795, 3388, 6183, 2795, 3388 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 263267, 364198, -582070, -582501, -336260, -583736 ] ] }
{ "trading_pair": "STX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6489, "evaluation_days": 2163, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574668800000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758840412387, "expiration_time": 1764422496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|