Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620966.7733 | 424469.5991 | 196497.1743 | 3344751.4595 | 1748459.0151 | 1596292.4444 |
Total P&L (%) | 620.9668 | 424.4696 | 196.4972 | 3344.7515 | 1748.459 | 1596.2924 |
Avg Daily Profit (%) | 0.3287 | 0.2247 | 0.104 | 0.1875 | 0.1545 | 0.15 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125816 | -100027 | -90018 | -4164478 | -3105388 | -4056329 |
Profit Factor | 1.7752 | 1.8789 | 1.6177 | 1.1683 | 1.1479 | 1.1982 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 57.672 | 55.3191 | 60 | 57.672 | 55.3191 | 60 |
Ratio Avg Win / Avg Loss | 1.3029 | 1.5176 | 1.0785 | 0.8575 | 0.9272 | 0.7988 |
Largest Winning Trade | 79792 | 79792 | 34050 | 1451876 | 1451876 | 510912 |
Largest Losing Trade | -46964 | -46964 | -27642 | -1351459 | -1351459 | -1240462 |
Avg Bars in Trades | 39 | 60 | 18 | 39 | 60 | 18 |
Avg Bars in Winners | 32 | 46 | 19 | 32 | 46 | 19 |
Avg Bars in Losers | 48 | 76 | 17 | 48 | 76 | 17 |
Bars Traded | 7422 | 5650 | 1772 | 7422 | 5650 | 1772 |
Profit Streak | 13.8289 | 0 | 18.5789 | 13.8289 | 0 | 18.5789 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503119 | 424254 | -50342 | -26573 | -51457 | 186769 |
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7557, "evaluation_days": 1889.25, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1597384800000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759283615543, "expiration_time": 1764173736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 62, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 620966.7733301524, 424469.5990563682, 196497.1742737834, 3344751.459522508, 1748459.0151029932, 1596292.4444195137 ], [ 620.966773, 424.469599, 196.497174, 3344.75146, 1748.459015, 1596.292444 ], [ 0.328684, 0.224676, 0.104008, 0.187522, 0.154516, 0.149962 ], [ 10, 10, 10, 10, 10, 10 ], [ -125816, -100027, -90018, -4164478, -3105388, -4056329 ], [ 1.775204, 1.878928, 1.617728, 1.168279, 1.14791, 1.19817 ], [ 189, 94, 95, 189, 94, 95 ], [ 109, 52, 57, 109, 52, 57 ], [ 80, 42, 38, 80, 42, 38 ], [ 57.671958, 55.319149, 60, 57.671958, 55.319149, 60 ], [ 1.302902, 1.517596, 1.078485, 0.857452, 0.927158, 0.79878 ], [ 79792, 79792, 34050, 1451876, 1451876, 510912 ], [ -46964, -46964, -27642, -1351459, -1351459, -1240462 ], [ 39, 60, 18, 39, 60, 18 ], [ 32, 46, 19, 32, 46, 19 ], [ 48, 76, 17, 48, 76, 17 ], [ 7422, 5650, 1772, 7422, 5650, 1772 ], [ 13.828883, 0, 18.578883, 13.828884, 0, 18.578884 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 503119, 424254, -50342, -26573, -51457, 186769 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7557, "evaluation_days": 1889.25, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1597384800000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759283615543, "expiration_time": 1764173736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 62, "offset": 0, "scalar": 3 } } }
# | 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) |
---|