Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352793.0403 | 286589.5948 | 66203.4455 | -84218.0576 | 78730.1076 | -162948.1652 |
Total P&L (%) | 352.793 | 286.5896 | 66.2034 | -84.2181 | 78.7301 | -162.9482 |
Avg Daily Profit (%) | 0.1864 | 0.1514 | 0.035 | -0.0975 | 0.0307 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193282 | -59583 | -189583 | -216380 | -22739 | -228779 |
Profit Factor | 1.713 | 2.3991 | 1.2283 | 0.6931 | 3.3909 | 0.3252 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 70.3125 | 68.75 | 71.875 | 70.3125 | 68.75 | 71.875 |
Ratio Avg Win / Avg Loss | 0.7233 | 1.0905 | 0.4806 | 0.2926 | 1.5413 | 0.1273 |
Largest Winning Trade | 121045 | 121045 | 37866 | 58342 | 58342 | 50432 |
Largest Losing Trade | -96805 | -48764 | -96805 | -180995 | -22739 | -180995 |
Avg Bars in Trades | 111 | 122 | 99 | 111 | 122 | 99 |
Avg Bars in Winners | 76 | 86 | 67 | 76 | 86 | 67 |
Avg Bars in Losers | 193 | 203 | 183 | 193 | 203 | 183 |
Bars Traded | 7119 | 3929 | 3190 | 7119 | 3929 | 3190 |
Profit Streak | 216.0902 | 216.0902 | 332.3402 | 216.0902 | 216.0902 | 332.3402 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131436 | 519167 | -144235 | -720187 | -141652 | -576569 |
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7571, "evaluation_days": 1892.75, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1598745600000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759586996338, "expiration_time": 1764485208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 125, "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": [ [ 352793.0402629576, 286589.5947865786, 66203.4454763791, -84218.0575521441, 78730.1076362445, -162948.1651883887 ], [ 352.79304, 286.589595, 66.203445, -84.218058, 78.730108, -162.948165 ], [ 0.186392, 0.151414, 0.034977, -0.097499, 0.030685, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -193282, -59583, -189583, -216380, -22739, -228779 ], [ 1.712991, 2.399106, 1.228312, 0.693099, 3.390885, 0.325225 ], [ 64, 32, 32, 64, 32, 32 ], [ 45, 22, 23, 45, 22, 23 ], [ 19, 10, 9, 19, 10, 9 ], [ 70.3125, 68.75, 71.875, 70.3125, 68.75, 71.875 ], [ 0.723263, 1.090503, 0.480644, 0.292642, 1.541311, 0.127262 ], [ 121045, 121045, 37866, 58342, 58342, 50432 ], [ -96805, -48764, -96805, -180995, -22739, -180995 ], [ 111, 122, 99, 111, 122, 99 ], [ 76, 86, 67, 76, 86, 67 ], [ 193, 203, 183, 193, 203, 183 ], [ 7119, 3929, 3190, 7119, 3929, 3190 ], [ 216.090235, 216.090235, 332.340235, 216.090235, 216.090235, 332.340235 ], [ 7, 3, 6, 7, 3, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -131436, 519167, -144235, -720187, -141652, -576569 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7571, "evaluation_days": 1892.75, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1598745600000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759586996338, "expiration_time": 1764485208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 125, "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) |
---|