Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -65593.7175 | 160772.45 | -226366.1675 | 7409322.7393 | 1739743.8267 | 5669578.9126 |
Total P&L (%) | -65.5937 | 160.7725 | -226.3662 | 7409.3227 | 1739.7438 | 5669.5789 |
Avg Daily Profit (%) | -0.0348 | 0.0854 | -0.1202 | 0.2296 | 0.1548 | 0.2156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -452195 | -66843 | -435730 | -2685672 | -1136558 | -2600725 |
Profit Factor | 0.9418 | 1.4207 | 0.6959 | 1.599 | 1.2554 | 2.0201 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 159 | 75 | 84 | 129 | 66 | 63 |
Losing Trades | 81 | 45 | 36 | 111 | 54 | 57 |
Profitability (%) | 66.25 | 62.5 | 70 | 53.75 | 55 | 52.5 |
Ratio Avg Win / Avg Loss | 0.4798 | 0.8524 | 0.2982 | 1.3759 | 1.0272 | 1.8277 |
Largest Winning Trade | 26860 | 26860 | 26345 | 3491265 | 685791 | 3491265 |
Largest Losing Trade | -414874 | -40855 | -414874 | -1358804 | -529652 | -1358804 |
Avg Bars in Trades | 30 | 23 | 36 | 30 | 23 | 36 |
Avg Bars in Winners | 17 | 15 | 19 | 31 | 23 | 39 |
Avg Bars in Losers | 55 | 37 | 77 | 29 | 23 | 33 |
Bars Traded | 7302 | 2870 | 4432 | 7302 | 2870 | 4432 |
Profit Streak | 5.635 | 0 | 25.135 | 5.635 | 0 | 25.135 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576711 | -78132 | -576956 | 455341 | 293525 | 488282 |
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7531, "evaluation_days": 1882.75, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600581600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758986060250, "expiration_time": 1763595288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 3.49614 } }, "second_band": { "type": "ema", "factors": { "length": 210, "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": [ [ -65593.7174742371, 160772.4500018112, -226366.1674760483, 7409322.739256918, 1739743.8266558754, 5669578.912601041 ], [ -65.593717, 160.77245, -226.366167, 7409.322739, 1739.743827, 5669.578913 ], [ -0.034839, 0.085392, -0.120232, 0.229647, 0.154798, 0.215618 ], [ 10, 10, 10, 10, 10, 10 ], [ -452195, -66843, -435730, -2685672, -1136558, -2600725 ], [ 0.941776, 1.420669, 0.695905, 1.599047, 1.255445, 2.020096 ], [ 240, 120, 120, 240, 120, 120 ], [ 159, 75, 84, 129, 66, 63 ], [ 81, 45, 36, 111, 54, 57 ], [ 66.25, 62.5, 70, 53.75, 55, 52.5 ], [ 0.479773, 0.852402, 0.298245, 1.375924, 1.027182, 1.827706 ], [ 26860, 26860, 26345, 3491265, 685791, 3491265 ], [ -414874, -40855, -414874, -1358804, -529652, -1358804 ], [ 30, 23, 36, 30, 23, 36 ], [ 17, 15, 19, 31, 23, 39 ], [ 55, 37, 77, 29, 23, 33 ], [ 7302, 2870, 4432, 7302, 2870, 4432 ], [ 5.634956, 0, 25.134956, 5.634957, 0, 25.134957 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576711, -78132, -576956, 455341, 293525, 488282 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7531, "evaluation_days": 1882.75, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600581600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758986060250, "expiration_time": 1763595288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 3.49614 } }, "second_band": { "type": "ema", "factors": { "length": 210, "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) |
---|