| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 263020.6395 | 293162.5173 | -30141.8778 | -94515.622 | -40313.5995 | -54202.0225 |
| Total P&L (%) | 263.0206 | 293.1625 | -30.1419 | -94.5156 | -40.3136 | -54.202 |
| Avg Daily Profit (%) | 0.1398 | 0.1558 | -0.016 | -0.1541 | -0.0274 | -0.0415 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -310144 | -232170 | -183936 | -526614 | -327016 | -324235 |
| Profit Factor | 1.2043 | 1.4445 | 0.952 | 0.9326 | 0.9444 | 0.92 |
| Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
| Winning Trades | 102 | 48 | 54 | 102 | 48 | 54 |
| Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
| Profitability (%) | 52.8497 | 50 | 55.6701 | 52.8497 | 50 | 55.6701 |
| Ratio Avg Win / Avg Loss | 1.0744 | 1.4445 | 0.7581 | 0.832 | 0.9444 | 0.7326 |
| Largest Winning Trade | 113177 | 113177 | 41521 | 158051 | 158051 | 155035 |
| Largest Losing Trade | -89610 | -36234 | -89610 | -193826 | -175914 | -193826 |
| Avg Bars in Trades | 114 | 124 | 104 | 114 | 124 | 104 |
| Avg Bars in Winners | 110 | 121 | 99 | 110 | 121 | 99 |
| Avg Bars in Losers | 119 | 127 | 110 | 119 | 127 | 110 |
| Bars Traded | 22068 | 11944 | 10124 | 22068 | 11944 | 10124 |
| Profit Streak | 0 | 34.7668 | 0 | 0 | 34.7668 | 0 |
| Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -5586 | 338952 | -580338 | -579398 | -579572 | -580338 |
{
"trading_pair": "STORJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22584,
"evaluation_days": 1882,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1597795200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758795852377,
"expiration_time": 1764576172800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 66,
"offset": 0,
"a": 0.84634
}
}
}
{
"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": [
[
263020.6394714667,
293162.5172844966,
-30141.8778130299,
-94515.6219859407,
-40313.5995074169,
-54202.0224785239
],
[
263.020639,
293.162517,
-30.141878,
-94.515622,
-40.3136,
-54.202022
],
[
0.139756,
0.155772,
-0.016016,
-0.154146,
-0.027417,
-0.041486
],
[
10,
10,
10,
10,
10,
10
],
[
-310144,
-232170,
-183936,
-526614,
-327016,
-324235
],
[
1.204266,
1.444546,
0.952017,
0.932614,
0.944429,
0.919955
],
[
193,
96,
97,
193,
96,
97
],
[
102,
48,
54,
102,
48,
54
],
[
91,
48,
43,
91,
48,
43
],
[
52.849741,
50,
55.670103,
52.849741,
50,
55.670103
],
[
1.074394,
1.444546,
0.758087,
0.832038,
0.944429,
0.732557
],
[
113177,
113177,
41521,
158051,
158051,
155035
],
[
-89610,
-36234,
-89610,
-193826,
-175914,
-193826
],
[
114,
124,
104,
114,
124,
104
],
[
110,
121,
99,
110,
121,
99
],
[
119,
127,
110,
119,
127,
110
],
[
22068,
11944,
10124,
22068,
11944,
10124
],
[
0,
34.76681,
0,
0,
34.76681,
0
],
[
0,
4,
0,
0,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-5586,
338952,
-580338,
-579398,
-579572,
-580338
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22584,
"evaluation_days": 1882,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1597795200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758795852377,
"expiration_time": 1764576172800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 66,
"offset": 0,
"a": 0.84634
}
}
}
| # | 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) |
|---|