Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387789.5808 | 349529.0932 | 38260.4876 | -77209.8553 | 15910.8781 | -93120.7334 |
Total P&L (%) | 387.7896 | 349.5291 | 38.2605 | -77.2099 | 15.9109 | -93.1207 |
Avg Daily Profit (%) | 0.2056 | 0.1853 | 0.0203 | -0.0784 | 0.0078 | -0.1418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203606 | -52462 | -194377 | -46978 | -5230 | -58002 |
Profit Factor | 1.4973 | 2.3324 | 1.0739 | 0.5195 | 1.4994 | 0.2771 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 53.9326 | 50 | 57.7778 | 53.9326 | 50 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.279 | 2.3324 | 0.7848 | 0.4437 | 1.4994 | 0.2025 |
Largest Winning Trade | 112448 | 112448 | 45254 | 9861 | 9861 | 4293 |
Largest Losing Trade | -93014 | -43071 | -93014 | -52352 | -12079 | -52352 |
Avg Bars in Trades | 80 | 65 | 95 | 80 | 65 | 95 |
Avg Bars in Winners | 85 | 65 | 101 | 85 | 65 | 101 |
Avg Bars in Losers | 74 | 64 | 86 | 74 | 64 | 86 |
Bars Traded | 7150 | 2867 | 4283 | 7150 | 2867 | 4283 |
Profit Streak | 37.2407 | 0 | 140.4907 | 37.2407 | 0 | 140.4907 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369004 | 431836 | -306962 | -579486 | -190624 | -578464 |
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7546, "evaluation_days": 1886.5, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600473600000, "last_datapoint_time": 1759039200000, "evaluation_time": 1759059997041, "expiration_time": 1763929008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 205, "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": [ [ 387789.5808250879, 349529.0931756932, 38260.4876493945, -77209.8552945085, 15910.8781312934, -93120.7334258019 ], [ 387.789581, 349.529093, 38.260488, -77.209855, 15.910878, -93.120733 ], [ 0.20556, 0.185279, 0.020281, -0.07836, 0.007827, -0.141784 ], [ 10, 10, 10, 10, 10, 10 ], [ -203606, -52462, -194377, -46978, -5230, -58002 ], [ 1.497327, 2.332429, 1.073944, 0.519485, 1.499359, 0.277118 ], [ 89, 44, 45, 89, 44, 45 ], [ 48, 22, 26, 48, 22, 26 ], [ 41, 22, 19, 41, 22, 19 ], [ 53.932584, 50, 57.777778, 53.932584, 50, 57.777778 ], [ 1.278967, 2.332429, 0.784805, 0.443727, 1.499359, 0.20251 ], [ 112448, 112448, 45254, 9861, 9861, 4293 ], [ -93014, -43071, -93014, -52352, -12079, -52352 ], [ 80, 65, 95, 80, 65, 95 ], [ 85, 65, 101, 85, 65, 101 ], [ 74, 64, 86, 74, 64, 86 ], [ 7150, 2867, 4283, 7150, 2867, 4283 ], [ 37.240706, 0, 140.490706, 37.240706, 0, 140.490706 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 369004, 431836, -306962, -579486, -190624, -578464 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7546, "evaluation_days": 1886.5, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600473600000, "last_datapoint_time": 1759039200000, "evaluation_time": 1759059997041, "expiration_time": 1763929008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 205, "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) |
---|