| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 454666.8506 | 372476.1195 | 82190.7311 | 218986.744 | 1350636.9353 | -1131650.1913 |
| Total P&L (%) | 454.6669 | 372.4761 | 82.1907 | 218.9867 | 1350.6369 | -1131.6502 |
| Avg Daily Profit (%) | 0.2402 | 0.1968 | 0.0434 | 0.0613 | 0.1414 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -197836 | -101266 | -138999 | -1935579 | -763638 | -1767952 |
| Profit Factor | 1.3708 | 1.661 | 1.124 | 1.0294 | 1.4374 | 0.741 |
| Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
| Winning Trades | 115 | 51 | 64 | 115 | 51 | 64 |
| Losing Trades | 147 | 80 | 67 | 147 | 80 | 67 |
| Profitability (%) | 43.8931 | 38.9313 | 48.855 | 43.8931 | 38.9313 | 48.855 |
| Ratio Avg Win / Avg Loss | 1.7523 | 2.6055 | 1.1767 | 1.3158 | 2.2548 | 0.7758 |
| Largest Winning Trade | 74779 | 74779 | 50880 | 407500 | 407500 | 259024 |
| Largest Losing Trade | -57413 | -24702 | -57413 | -1059771 | -477997 | -1059771 |
| Avg Bars in Trades | 41 | 38 | 45 | 41 | 38 | 45 |
| Avg Bars in Winners | 60 | 58 | 62 | 60 | 58 | 62 |
| Avg Bars in Losers | 27 | 25 | 28 | 27 | 25 | 28 |
| Bars Traded | 10980 | 5031 | 5949 | 10980 | 5031 | 5949 |
| Profit Streak | 0 | 18.19 | 0 | 0 | 18.19 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309182 | 244525 | -219639 | -300293 | -5751 | -581429 |
{
"trading_pair": "STORJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11356,
"evaluation_days": 1892.67,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1599105600000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759595617867,
"expiration_time": 1764499392000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 211,
"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": [
[
454666.8506089798,
372476.1194615027,
82190.7311474768,
218986.7439641202,
1350636.9352931015,
-1131650.1913289805
],
[
454.666851,
372.476119,
82.190731,
218.986744,
1350.636935,
-1131.650191
],
[
0.240225,
0.196799,
0.043426,
0.061307,
0.141413,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-197836,
-101266,
-138999,
-1935579,
-763638,
-1767952
],
[
1.370819,
1.660998,
1.124041,
1.029365,
1.437416,
0.741027
],
[
262,
131,
131,
262,
131,
131
],
[
115,
51,
64,
115,
51,
64
],
[
147,
80,
67,
147,
80,
67
],
[
43.89313,
38.931298,
48.854962,
43.89313,
38.931298,
48.854962
],
[
1.752264,
2.605488,
1.17673,
1.315796,
2.254769,
0.775763
],
[
74779,
74779,
50880,
407500,
407500,
259024
],
[
-57413,
-24702,
-57413,
-1059771,
-477997,
-1059771
],
[
41,
38,
45,
41,
38,
45
],
[
60,
58,
62,
60,
58,
62
],
[
27,
25,
28,
27,
25,
28
],
[
10980,
5031,
5949,
10980,
5031,
5949
],
[
0,
18.190022,
0,
0,
18.190022,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309182,
244525,
-219639,
-300293,
-5751,
-581429
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11356,
"evaluation_days": 1892.67,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1599105600000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759595617867,
"expiration_time": 1764499392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 211,
"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) |
|---|