Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659829.5149 | 490681.049 | 169148.4659 | 2676725.8902 | 2141433.3587 | 535292.5315 |
Total P&L (%) | 659.8295 | 490.681 | 169.1485 | 2676.7259 | 2141.4334 | 535.2925 |
Avg Daily Profit (%) | 0.3495 | 0.2599 | 0.0896 | 0.1762 | 0.1649 | 0.098 |
Buy And Hold Return (%) | 14.8936 | 14.8936 | 14.8936 | 14.8936 | 14.8936 | 14.8936 |
Max Trade Drawdown | -103578 | -76077 | -104776 | -5971257 | -3754671 | -3082315 |
Profit Factor | 1.5536 | 1.838 | 1.279 | 1.0908 | 1.1476 | 1.0357 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 118 | 46 | 72 | 118 | 46 | 72 |
Losing Trades | 197 | 111 | 86 | 197 | 111 | 86 |
Profitability (%) | 37.4603 | 29.2994 | 45.5696 | 37.4603 | 29.2994 | 45.5696 |
Ratio Avg Win / Avg Loss | 2.5938 | 4.4351 | 1.5277 | 1.8211 | 2.7693 | 1.2371 |
Largest Winning Trade | 102998 | 102998 | 36051 | 2449811 | 2449811 | 1614550 |
Largest Losing Trade | -55703 | -21691 | -55703 | -1474240 | -902273 | -1474240 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 31 | 40 | 25 | 31 | 40 | 25 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5598 | 2950 | 2648 | 5598 | 2950 | 2648 |
Profit Streak | 10.1675 | 0 | 10.8341 | 10.1675 | 0 | 10.8341 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351681 | 46801 | -72791 | -114014 | -59614 | -243475 |
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5663, "evaluation_days": 1887.67, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596643200000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759147268705, "expiration_time": 1764025632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 5, "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": [ [ 659829.5148560121, 490681.0489530119, 169148.4659030003, 2676725.890175957, 2141433.3587110564, 535292.5314649001 ], [ 659.829515, 490.681049, 169.148466, 2676.72589, 2141.433359, 535.292531 ], [ 0.349547, 0.25994, 0.089607, 0.176238, 0.164873, 0.097995 ], [ 14.893617, 14.893617, 14.893617, 14.893617, 14.893617, 14.893617 ], [ -103578, -76077, -104776, -5971257, -3754671, -3082315 ], [ 1.553646, 1.837981, 1.279013, 1.090781, 1.147623, 1.035736 ], [ 315, 157, 158, 315, 157, 158 ], [ 118, 46, 72, 118, 46, 72 ], [ 197, 111, 86, 197, 111, 86 ], [ 37.460317, 29.299363, 45.56962, 37.460317, 29.299363, 45.56962 ], [ 2.593799, 4.435127, 1.52771, 1.82105, 2.769264, 1.237129 ], [ 102998, 102998, 36051, 2449811, 2449811, 1614550 ], [ -55703, -21691, -55703, -1474240, -902273, -1474240 ], [ 17, 18, 16, 17, 18, 16 ], [ 31, 40, 25, 31, 40, 25 ], [ 9, 9, 9, 9, 9, 9 ], [ 5598, 2950, 2648, 5598, 2950, 2648 ], [ 10.167462, 0, 10.834128, 10.167462, 0, 10.834129 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 351681, 46801, -72791, -114014, -59614, -243475 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5663, "evaluation_days": 1887.67, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596643200000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759147268705, "expiration_time": 1764025632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 5, "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) |
---|