Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631290.8212 | 510915.5064 | 120375.3148 | 1163213.6053 | 1167323.6421 | -4110.0368 |
Total P&L (%) | 631.2908 | 510.9155 | 120.3753 | 1163.2136 | 1167.3236 | -4.11 |
Avg Daily Profit (%) | 0.3331 | 0.2696 | 0.0635 | 0.1339 | 0.1341 | -0.0022 |
Buy And Hold Return (%) | 28.2812 | 28.2812 | 28.2812 | 28.2812 | 28.2812 | 28.2812 |
Max Trade Drawdown | -136900 | -87754 | -68366 | -2395960 | -1106159 | -1334502 |
Profit Factor | 1.5565 | 1.9381 | 1.2041 | 1.123 | 1.2598 | 0.9992 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 130 | 69 | 61 | 130 | 69 | 61 |
Profitability (%) | 40.367 | 36.6972 | 44.0367 | 40.367 | 36.6972 | 44.0367 |
Ratio Avg Win / Avg Loss | 2.2994 | 3.3433 | 1.5302 | 1.659 | 2.1732 | 1.2698 |
Largest Winning Trade | 134263 | 134263 | 48036 | 799652 | 643229 | 799652 |
Largest Losing Trade | -41635 | -27734 | -41635 | -724321 | -398859 | -724321 |
Avg Bars in Trades | 51 | 50 | 52 | 51 | 50 | 52 |
Avg Bars in Winners | 79 | 77 | 81 | 79 | 77 | 81 |
Avg Bars in Losers | 32 | 35 | 29 | 32 | 35 | 29 |
Bars Traded | 11231 | 5524 | 5707 | 11231 | 5524 | 5707 |
Profit Streak | 0 | 0 | 28.0027 | 0 | 0 | 28.0027 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335990 | 247541 | -111536 | -100525 | -18077 | -581153 |
{ "trading_pair": "STORJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11370, "evaluation_days": 1895, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1596254400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759809837080, "expiration_time": 1764707040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 12, "offset": 14, "multiplier": 3.33088 } }, "second_band": { "type": "rma", "factors": { "length": 7, "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": [ [ 631290.8212273599, 510915.5064241785, 120375.3148031816, 1163213.605338652, 1167323.6421421156, -4110.036803463 ], [ 631.290821, 510.915506, 120.375315, 1163.213605, 1167.323642, -4.110037 ], [ 0.333135, 0.269612, 0.063523, 0.133928, 0.1341, -0.002215 ], [ 28.281164, 28.281164, 28.281164, 28.281164, 28.281164, 28.281164 ], [ -136900, -87754, -68366, -2395960, -1106159, -1334502 ], [ 1.55652, 1.938132, 1.204114, 1.123013, 1.259841, 0.999172 ], [ 218, 109, 109, 218, 109, 109 ], [ 88, 40, 48, 88, 40, 48 ], [ 130, 69, 61, 130, 69, 61 ], [ 40.366972, 36.697248, 44.036697, 40.366972, 36.697248, 44.036697 ], [ 2.299405, 3.343277, 1.530229, 1.658997, 2.173225, 1.269781 ], [ 134263, 134263, 48036, 799652, 643229, 799652 ], [ -41635, -27734, -41635, -724321, -398859, -724321 ], [ 51, 50, 52, 51, 50, 52 ], [ 79, 77, 81, 79, 77, 81 ], [ 32, 35, 29, 32, 35, 29 ], [ 11231, 5524, 5707, 11231, 5524, 5707 ], [ 0, 0, 28.002744, 0, 0, 28.002744 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335990, 247541, -111536, -100525, -18077, -581153 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11370, "evaluation_days": 1895, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1596254400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759809837080, "expiration_time": 1764707040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 12, "offset": 14, "multiplier": 3.33088 } }, "second_band": { "type": "rma", "factors": { "length": 7, "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) |
---|