| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 502156.3102 | 392366.4648 | 109789.8454 | -140741.0306 | -502407.735 | 361666.7043 |
| Total P&L (%) | 502.1563 | 392.3665 | 109.7898 | -140.741 | -502.4077 | 361.6667 |
| Avg Daily Profit (%) | 0.2645 | 0.2067 | 0.0578 | 0 | 0 | 0.0806 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -153410 | -67185 | -172544 | -1042151 | -684586 | -551726 |
| Profit Factor | 1.7139 | 2.9583 | 1.2183 | 0.9079 | 0.3472 | 1.4767 |
| Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Winning Trades | 75 | 39 | 36 | 39 | 22 | 17 |
| Losing Trades | 37 | 17 | 20 | 73 | 34 | 39 |
| Profitability (%) | 66.9643 | 69.6429 | 64.2857 | 34.8214 | 39.2857 | 30.3571 |
| Ratio Avg Win / Avg Loss | 0.8455 | 1.2895 | 0.6768 | 1.6994 | 0.5366 | 3.3877 |
| Largest Winning Trade | 77994 | 77994 | 50990 | 658917 | 129757 | 658917 |
| Largest Losing Trade | -108803 | -38672 | -108803 | -184124 | -184124 | -177212 |
| Avg Bars in Trades | 46 | 29 | 63 | 46 | 29 | 63 |
| Avg Bars in Winners | 42 | 21 | 65 | 49 | 41 | 59 |
| Avg Bars in Losers | 53 | 47 | 58 | 44 | 21 | 64 |
| Bars Traded | 5175 | 1641 | 3534 | 5175 | 1641 | 3534 |
| Profit Streak | 61.8946 | 0 | 80.2279 | 0 | 107.5612 | 0 |
| Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 436158 | -165014 | -295434 | -583605 | -764160 | -271039 |
{
"trading_pair": "STORJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5696,
"evaluation_days": 1898.67,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1599408000000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760102889754,
"expiration_time": 1765004544000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 180,
"offset": 0,
"std": 2.53635
}
}
} {
"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": [
[
502156.3102378572,
392366.4648438086,
109789.8453940487,
-140741.0306426361,
-502407.7349519092,
361666.7043092732
],
[
502.15631,
392.366465,
109.789845,
-140.741031,
-502.407735,
361.666704
],
[
0.264478,
0.206653,
0.057825,
0,
0,
0.080598
],
[
10,
10,
10,
10,
10,
10
],
[
-153410,
-67185,
-172544,
-1042151,
-684586,
-551726
],
[
1.713912,
2.958329,
1.218257,
0.907912,
0.347196,
1.476678
],
[
112,
56,
56,
112,
56,
56
],
[
75,
39,
36,
39,
22,
17
],
[
37,
17,
20,
73,
34,
39
],
[
66.964286,
69.642857,
64.285714,
34.821429,
39.285714,
30.357143
],
[
0.84553,
1.289528,
0.67681,
1.699426,
0.536576,
3.387674
],
[
77994,
77994,
50990,
658917,
129757,
658917
],
[
-108803,
-38672,
-108803,
-184124,
-184124,
-177212
],
[
46,
29,
63,
46,
29,
63
],
[
42,
21,
65,
49,
41,
59
],
[
53,
47,
58,
44,
21,
64
],
[
5175,
1641,
3534,
5175,
1641,
3534
],
[
61.894557,
0,
80.227891,
0,
107.561224,
0
],
[
1,
0,
1,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
436158,
-165014,
-295434,
-583605,
-764160,
-271039
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5696,
"evaluation_days": 1898.67,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1599408000000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760102889754,
"expiration_time": 1765004544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 180,
"offset": 0,
"std": 2.53635
}
}
}
| # | 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) |
|---|