Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553894.1255 | 345262.0565 | 208632.0691 | 4424397.4882 | 1356193.4131 | 3068204.0751 |
Total P&L (%) | 553.8941 | 345.2621 | 208.6321 | 4424.3975 | 1356.1934 | 3068.2041 |
Avg Daily Profit (%) | 0.2922 | 0.1821 | 0.1101 | 0.2013 | 0.1414 | 0.1825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92157 | -48862 | -72336 | -635033 | -605013 | -494462 |
Profit Factor | 3.1205 | 3.8319 | 2.4978 | 3.0123 | 1.9509 | 4.9724 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 18 | 8 | 10 | 18 | 8 | 10 |
Profitability (%) | 68.9655 | 72.4138 | 65.5172 | 68.9655 | 72.4138 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.4042 | 1.4598 | 1.3146 | 1.3555 | 0.7432 | 2.617 |
Largest Winning Trade | 99954 | 99954 | 59077 | 949443 | 473605 | 949443 |
Largest Losing Trade | -48395 | -26545 | -48395 | -457502 | -457502 | -260432 |
Avg Bars in Trades | 94 | 36 | 152 | 94 | 36 | 152 |
Avg Bars in Winners | 78 | 27 | 135 | 78 | 27 | 135 |
Avg Bars in Losers | 129 | 60 | 185 | 129 | 60 | 185 |
Bars Traded | 5486 | 1054 | 4432 | 5486 | 1054 | 4432 |
Profit Streak | 65.9723 | 116.639 | 65.9723 | 65.9723 | 116.639 | 65.9723 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161980 | 615750 | -39898 | -162966 | 31243 | 654398 |
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5687, "evaluation_days": 1895.67, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1601625600000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759850410825, "expiration_time": 1764737568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 133, "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": [ [ 553894.1255223089, 345262.0564543755, 208632.0690679337, 4424397.488193798, 1356193.413059247, 3068204.075134551 ], [ 553.894126, 345.262056, 208.632069, 4424.397488, 1356.193413, 3068.204075 ], [ 0.292189, 0.182132, 0.110057, 0.201296, 0.141391, 0.182463 ], [ 10, 10, 10, 10, 10, 10 ], [ -92157, -48862, -72336, -635033, -605013, -494462 ], [ 3.120463, 3.831949, 2.49775, 3.012307, 1.950856, 4.972387 ], [ 58, 29, 29, 58, 29, 29 ], [ 40, 21, 19, 40, 21, 19 ], [ 18, 8, 10, 18, 8, 10 ], [ 68.965517, 72.413793, 65.517241, 68.965517, 72.413793, 65.517241 ], [ 1.404208, 1.45979, 1.314605, 1.355538, 0.743183, 2.617046 ], [ 99954, 99954, 59077, 949443, 473605, 949443 ], [ -48395, -26545, -48395, -457502, -457502, -260432 ], [ 94, 36, 152, 94, 36, 152 ], [ 78, 27, 135, 78, 27, 135 ], [ 129, 60, 185, 129, 60, 185 ], [ 5486, 1054, 4432, 5486, 1054, 4432 ], [ 65.972347, 116.639014, 65.972347, 65.972347, 116.639014, 65.972347 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -161980, 615750, -39898, -162966, 31243, 654398 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5687, "evaluation_days": 1895.67, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1601625600000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759850410825, "expiration_time": 1764737568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 133, "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) |
---|