Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 835921.419 | 815841.4867 | 20079.9323 | 524462.2098 | 483473.5261 | 40988.6838 |
Total P&L (%) | 835.9214 | 815.8415 | 20.0799 | 524.4622 | 483.4735 | 40.9887 |
Avg Daily Profit (%) | 0.3835 | 0.3743 | 0.0092 | 0.0841 | 0.081 | 0.0158 |
Buy And Hold Return (%) | 356.4984 | 356.4984 | 356.4984 | 356.4984 | 356.4984 | 356.4984 |
Max Trade Drawdown | -153199 | -91761 | -157044 | -1103040 | -875177 | -417282 |
Profit Factor | 2.6792 | 4.8532 | 1.0702 | 1.23 | 1.4069 | 1.0375 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 45.7627 | 43.3333 | 48.2759 | 45.7627 | 43.3333 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.1754 | 6.3465 | 1.1466 | 1.4578 | 1.8397 | 1.1116 |
Largest Winning Trade | 410992 | 410992 | 60236 | 864260 | 864260 | 383461 |
Largest Losing Trade | -60243 | -26723 | -60243 | -286777 | -286777 | -250383 |
Avg Bars in Trades | 68 | 63 | 73 | 68 | 63 | 73 |
Avg Bars in Winners | 105 | 110 | 100 | 105 | 110 | 100 |
Avg Bars in Losers | 37 | 28 | 47 | 37 | 28 | 47 |
Bars Traded | 4037 | 1917 | 2121 | 4037 | 1917 | 2121 |
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 | -171020 | 345935 | -490341 | -280975 | -140618 | -517528 |
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4359, "evaluation_days": 2179.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1580299200000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760262592753, "expiration_time": 1765876464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 194, "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": [ [ 835921.4189676623, 815841.486681398, 20079.9322862642, 524462.2098203263, 483473.5260695876, 40988.6837507389 ], [ 835.921419, 815.841487, 20.079932, 524.46221, 483.473526, 40.988684 ], [ 0.383538, 0.374325, 0.009213, 0.084078, 0.080961, 0.015762 ], [ 356.498389, 356.498389, 356.498389, 356.498389, 356.498389, 356.498389 ], [ -153199, -91761, -157044, -1103040, -875177, -417282 ], [ 2.679228, 4.85324, 1.070192, 1.230009, 1.406863, 1.037539 ], [ 59, 30, 29, 59, 30, 29 ], [ 27, 13, 14, 27, 13, 14 ], [ 32, 17, 15, 32, 17, 15 ], [ 45.762712, 43.333333, 48.275862, 45.762712, 43.333333, 48.275862 ], [ 3.175382, 6.346544, 1.146634, 1.457789, 1.839744, 1.111649 ], [ 410992, 410992, 60236, 864260, 864260, 383461 ], [ -60243, -26723, -60243, -286777, -286777, -250383 ], [ 68, 63, 73, 68, 63, 73 ], [ 105, 110, 100, 105, 110, 100 ], [ 37, 28, 47, 37, 28, 47 ], [ 4037, 1917, 2121, 4037, 1917, 2121 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -171020, 345935, -490341, -280975, -140618, -517528 ] ] }
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4359, "evaluation_days": 2179.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1580299200000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760262592753, "expiration_time": 1765876464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 194, "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) |
---|