Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -254997.8697 | 181555.6168 | -436553.4865 | -167908.7585 | 3292814.3416 | -3460723.1001 |
Total P&L (%) | -254.9979 | 181.5556 | -436.5535 | -167.9088 | 3292.8143 | -3460.7231 |
Avg Daily Profit (%) | -0.1179 | 0.084 | -0.2019 | 0 | 0.1631 | 0 |
Buy And Hold Return (%) | 273.913 | 273.913 | 273.913 | 273.913 | 273.913 | 273.913 |
Max Trade Drawdown | -668969 | -83808 | -649145 | -8641001 | -2207649 | -6433351 |
Profit Factor | 0.688 | 2.1774 | 0.3416 | 0.981 | 2.46 | 0.4736 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 55 | 27 | 28 | 37 | 20 | 17 |
Losing Trades | 13 | 7 | 6 | 31 | 14 | 17 |
Profitability (%) | 80.8824 | 79.4118 | 82.3529 | 54.4118 | 58.8235 | 50 |
Ratio Avg Win / Avg Loss | 0.1626 | 0.5645 | 0.0732 | 0.8219 | 1.722 | 0.4736 |
Largest Winning Trade | 49577 | 49577 | 31957 | 4214697 | 4214697 | 1611771 |
Largest Losing Trade | -322686 | -83808 | -322686 | -6433351 | -2201053 | -6433351 |
Avg Bars in Trades | 58 | 60 | 55 | 58 | 60 | 55 |
Avg Bars in Winners | 18 | 26 | 10 | 68 | 92 | 40 |
Avg Bars in Losers | 227 | 194 | 266 | 46 | 16 | 71 |
Bars Traded | 3973 | 2070 | 1903 | 3973 | 2070 | 1903 |
Profit Streak | 0 | 92.4274 | 0 | 78.4274 | 0 | 79.9274 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -690303 | -240054 | -576677 | -693148 | 487339 | -580237 |
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4324, "evaluation_days": 2162, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1582243200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758795330338, "expiration_time": 1764319104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 239, "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": [ [ -254997.8696895175, 181555.616789743, -436553.4864792607, -167908.7584826626, 3292814.3416034477, -3460723.10008611 ], [ -254.99787, 181.555617, -436.553486, -167.908758, 3292.814342, -3460.7231 ], [ -0.117945, 0.083976, -0.201921, 0, 0.163141, 0 ], [ 273.913043, 273.913043, 273.913043, 273.913043, 273.913043, 273.913043 ], [ -668969, -83808, -649145, -8641001, -2207649, -6433351 ], [ 0.687985, 2.177367, 0.341605, 0.980982, 2.460003, 0.473559 ], [ 68, 34, 34, 68, 34, 34 ], [ 55, 27, 28, 37, 20, 17 ], [ 13, 7, 6, 31, 14, 17 ], [ 80.882353, 79.411765, 82.352941, 54.411765, 58.823529, 50 ], [ 0.162615, 0.564502, 0.073201, 0.821904, 1.722002, 0.473559 ], [ 49577, 49577, 31957, 4214697, 4214697, 1611771 ], [ -322686, -83808, -322686, -6433351, -2201053, -6433351 ], [ 58, 60, 55, 58, 60, 55 ], [ 18, 26, 10, 68, 92, 40 ], [ 227, 194, 266, 46, 16, 71 ], [ 3973, 2070, 1903, 3973, 2070, 1903 ], [ 0, 92.427434, 0, 78.427434, 0, 79.927434 ], [ 0, 4, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -690303, -240054, -576677, -693148, 487339, -580237 ] ] }
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4324, "evaluation_days": 2162, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1582243200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758795330338, "expiration_time": 1764319104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 239, "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) |
---|