| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 379333.0045 | 314554.8302 | 64778.1743 | 81592.3703 | 174482.6557 | -92890.2854 |
| Total P&L (%) | 379.333 | 314.5548 | 64.7782 | 81.5924 | 174.4827 | -92.8903 |
| Avg Daily Profit (%) | 0.2004 | 0.1662 | 0.0342 | 0.0315 | 0.0534 | -0.1396 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -294536 | -184975 | -163672 | -532235 | -224238 | -373227 |
| Profit Factor | 1.2743 | 1.4071 | 1.1061 | 1.0424 | 1.1737 | 0.899 |
| Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
| Winning Trades | 192 | 96 | 96 | 192 | 96 | 96 |
| Losing Trades | 133 | 67 | 66 | 133 | 67 | 66 |
| Profitability (%) | 59.0769 | 58.8957 | 59.2593 | 59.0769 | 58.8957 | 59.2593 |
| Ratio Avg Win / Avg Loss | 0.8827 | 0.9821 | 0.7604 | 0.7221 | 0.8192 | 0.6181 |
| Largest Winning Trade | 91044 | 91044 | 49457 | 142714 | 142714 | 141299 |
| Largest Losing Trade | -51696 | -39077 | -51696 | -158792 | -158792 | -124594 |
| Avg Bars in Trades | 16 | 18 | 14 | 16 | 18 | 14 |
| Avg Bars in Winners | 16 | 17 | 15 | 16 | 17 | 15 |
| Avg Bars in Losers | 17 | 20 | 14 | 17 | 20 | 14 |
| Bars Traded | 5461 | 3049 | 2412 | 5461 | 3049 | 2412 |
| Profit Streak | 0 | 0 | 23.7965 | 0 | 0 | 23.7965 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 325381 | 292803 | -250695 | -323168 | -151007 | -578461 |
{
"trading_pair": "STORJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5678,
"evaluation_days": 1892.67,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1600387200000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759576015068,
"expiration_time": 1764470592000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 141,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
379333.0044979099,
314554.8301619549,
64778.1743359551,
81592.3703241559,
174482.6556941664,
-92890.2853700103
],
[
379.333004,
314.55483,
64.778174,
81.59237,
174.482656,
-92.890285
],
[
0.200422,
0.166196,
0.034226,
0.031526,
0.053363,
-0.139584
],
[
10,
10,
10,
10,
10,
10
],
[
-294536,
-184975,
-163672,
-532235,
-224238,
-373227
],
[
1.274251,
1.407147,
1.106093,
1.042403,
1.173739,
0.899024
],
[
325,
163,
162,
325,
163,
162
],
[
192,
96,
96,
192,
96,
96
],
[
133,
67,
66,
133,
67,
66
],
[
59.076923,
58.895706,
59.259259,
59.076923,
58.895706,
59.259259
],
[
0.882684,
0.982071,
0.760439,
0.722081,
0.819172,
0.618079
],
[
91044,
91044,
49457,
142714,
142714,
141299
],
[
-51696,
-39077,
-51696,
-158792,
-158792,
-124594
],
[
16,
18,
14,
16,
18,
14
],
[
16,
17,
15,
16,
17,
15
],
[
17,
20,
14,
17,
20,
14
],
[
5461,
3049,
2412,
5461,
3049,
2412
],
[
0,
0,
23.796471,
0,
0,
23.796471
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325381,
292803,
-250695,
-323168,
-151007,
-578461
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5678,
"evaluation_days": 1892.67,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1600387200000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759576015068,
"expiration_time": 1764470592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 141,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|