| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 436180.8697 | 554220.9762 | -118040.1065 | -80715.6452 | 827465.5577 | -908181.2029 |
| Total P&L (%) | 436.1809 | 554.221 | -118.0401 | -80.7156 | 827.4656 | -908.1812 |
| Avg Daily Profit (%) | 0.2017 | 0.2563 | -0.0546 | -0.0761 | 0.1031 | 0 |
| Buy And Hold Return (%) | 169.5925 | 169.5925 | 169.5925 | 169.5925 | 169.5925 | 169.5925 |
| Max Trade Drawdown | -130236 | -118049 | -227656 | -950832 | -152588 | -1180558 |
| Profit Factor | 1.5045 | 2.5417 | 0.7663 | 0.9584 | 2.6805 | 0.3731 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Profitability (%) | 63.8554 | 65.8537 | 61.9048 | 63.8554 | 65.8537 | 61.9048 |
| Ratio Avg Win / Avg Loss | 0.8516 | 1.3179 | 0.4716 | 0.5425 | 1.3899 | 0.2296 |
| Largest Winning Trade | 166795 | 166795 | 34242 | 344493 | 344493 | 198791 |
| Largest Losing Trade | -80615 | -67732 | -80615 | -432878 | -96507 | -432878 |
| Avg Bars in Trades | 49 | 74 | 26 | 49 | 74 | 26 |
| Avg Bars in Winners | 30 | 36 | 24 | 30 | 36 | 24 |
| Avg Bars in Losers | 84 | 148 | 29 | 84 | 148 | 29 |
| Bars Traded | 4146 | 3047 | 1099 | 4146 | 3047 | 1099 |
| Profit Streak | 135.6472 | 135.6472 | 140.1472 | 135.6472 | 135.6472 | 140.1472 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 214504 | 433482 | -577952 | -578630 | -49737 | -577952 |
{
"trading_pair": "STX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4324,
"evaluation_days": 2162,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1572825600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758943917390,
"expiration_time": 1764319104000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 21,
"offset": 0,
"std": 2.82491
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 194,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
436180.8697412488,
554220.976200237,
-118040.1064589886,
-80715.6452027408,
827465.5577425436,
-908181.2029452845
],
[
436.18087,
554.220976,
-118.040106,
-80.715645,
827.465558,
-908.181203
],
[
0.201749,
0.256346,
-0.054598,
-0.076099,
0.103073,
0
],
[
169.592476,
169.592476,
169.592476,
169.592476,
169.592476,
169.592476
],
[
-130236,
-118049,
-227656,
-950832,
-152588,
-1180558
],
[
1.504459,
2.541724,
0.766336,
0.958417,
2.680514,
0.373103
],
[
83,
41,
42,
83,
41,
42
],
[
53,
27,
26,
53,
27,
26
],
[
30,
14,
16,
30,
14,
16
],
[
63.855422,
65.853659,
61.904762,
63.855422,
65.853659,
61.904762
],
[
0.851581,
1.317931,
0.471591,
0.5425,
1.389896,
0.229602
],
[
166795,
166795,
34242,
344493,
344493,
198791
],
[
-80615,
-67732,
-80615,
-432878,
-96507,
-432878
],
[
49,
74,
26,
49,
74,
26
],
[
30,
36,
24,
30,
36,
24
],
[
84,
148,
29,
84,
148,
29
],
[
4146,
3047,
1099,
4146,
3047,
1099
],
[
135.647192,
135.647192,
140.147192,
135.647192,
135.647192,
140.147192
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
214504,
433482,
-577952,
-578630,
-49737,
-577952
]
]
}
{
"trading_pair": "STX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4324,
"evaluation_days": 2162,
"actual_first_datapoint_time": 1571961600000,
"first_datapoint_time": 1572825600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758943917390,
"expiration_time": 1764319104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 21,
"offset": 0,
"std": 2.82491
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 194,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|