| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 276990.5454 | 352367.3952 | -75376.8498 | -73784.1952 | 193831.0581 | -267615.2533 |
| Total P&L (%) | 276.9905 | 352.3674 | -75.3769 | -73.7842 | 193.8311 | -267.6153 |
| Avg Daily Profit (%) | 0.1462 | 0.186 | -0.0398 | -0.0707 | 0.0569 | 0 |
| Buy And Hold Return (%) | 25.4747 | 25.4747 | 25.4747 | 25.4747 | 25.4747 | 25.4747 |
| Max Trade Drawdown | -188646 | -160971 | -115360 | -1524431 | -1397740 | -555547 |
| Profit Factor | 1.1208 | 1.2288 | 0.8999 | 0.9924 | 1.0282 | 0.9067 |
| Total Trades | 947 | 473 | 474 | 947 | 473 | 474 |
| Winning Trades | 532 | 286 | 246 | 532 | 286 | 246 |
| Losing Trades | 415 | 187 | 228 | 415 | 187 | 228 |
| Profitability (%) | 56.1774 | 60.4651 | 51.8987 | 56.1774 | 60.4651 | 51.8987 |
| Ratio Avg Win / Avg Loss | 0.8743 | 0.8035 | 0.834 | 0.7742 | 0.6723 | 0.8403 |
| Largest Winning Trade | 90226 | 90226 | 18118 | 686671 | 686671 | 170457 |
| Largest Losing Trade | -47226 | -47226 | -41658 | -575603 | -575603 | -208420 |
| Avg Bars in Trades | 23 | 42 | 5 | 23 | 42 | 5 |
| Avg Bars in Winners | 15 | 23 | 4 | 15 | 23 | 4 |
| Avg Bars in Losers | 35 | 71 | 5 | 35 | 71 | 5 |
| Bars Traded | 22614 | 20191 | 2423 | 22614 | 20191 | 2423 |
| 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 | -80690 | 315243 | -578332 | -574336 | -304869 | -578332 |
{
"trading_pair": "STORJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22730,
"evaluation_days": 1894.17,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1596297600000,
"last_datapoint_time": 1759773600000,
"evaluation_time": 1759780220299,
"expiration_time": 1765665216000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 7,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 31,
"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": [
[
276990.545427378,
352367.3952403602,
-75376.849812982,
-73784.1951810735,
193831.0581207955,
-267615.253301869
],
[
276.990545,
352.367395,
-75.37685,
-73.784195,
193.831058,
-267.615253
],
[
0.146233,
0.186027,
-0.039794,
-0.070655,
0.056919,
0
],
[
25.474684,
25.474684,
25.474684,
25.474684,
25.474684,
25.474684
],
[
-188646,
-160971,
-115360,
-1524431,
-1397740,
-555547
],
[
1.12081,
1.228816,
0.899874,
0.992435,
1.028151,
0.906689
],
[
947,
473,
474,
947,
473,
474
],
[
532,
286,
246,
532,
286,
246
],
[
415,
187,
228,
415,
187,
228
],
[
56.177402,
60.465116,
51.898734,
56.177402,
60.465116,
51.898734
],
[
0.874316,
0.803457,
0.83403,
0.774174,
0.672253,
0.840346
],
[
90226,
90226,
18118,
686671,
686671,
170457
],
[
-47226,
-47226,
-41658,
-575603,
-575603,
-208420
],
[
23,
42,
5,
23,
42,
5
],
[
15,
23,
4,
15,
23,
4
],
[
35,
71,
5,
35,
71,
5
],
[
22614,
20191,
2423,
22614,
20191,
2423
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-80690,
315243,
-578332,
-574336,
-304869,
-578332
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22730,
"evaluation_days": 1894.17,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1596297600000,
"last_datapoint_time": 1759773600000,
"evaluation_time": 1759780220299,
"expiration_time": 1765665216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 7,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 31,
"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) |
|---|