Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 730730.4804 | 564857.5041 | 165872.9764 | 1347395.4214 | 1120836.9219 | 226558.4994 |
Total P&L (%) | 730.7305 | 564.8575 | 165.873 | 1347.3954 | 1120.8369 | 226.5585 |
Avg Daily Profit (%) | 0.3862 | 0.2985 | 0.0877 | 0.1413 | 0.1323 | 0.0626 |
Buy And Hold Return (%) | 22.7945 | 22.7945 | 22.7945 | 22.7945 | 22.7945 | 22.7945 |
Max Trade Drawdown | -202548 | -149253 | -69333 | -1934657 | -1480715 | -900848 |
Profit Factor | 1.5587 | 1.8433 | 1.26 | 1.1174 | 1.2011 | 1.0383 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 139 | 66 | 73 | 139 | 66 | 73 |
Losing Trades | 112 | 59 | 53 | 112 | 59 | 53 |
Profitability (%) | 55.3785 | 52.8 | 57.9365 | 55.3785 | 52.8 | 57.9365 |
Ratio Avg Win / Avg Loss | 1.256 | 1.6478 | 0.9148 | 0.9003 | 1.0737 | 0.7539 |
Largest Winning Trade | 135480 | 135480 | 62863 | 683427 | 683427 | 599089 |
Largest Losing Trade | -32695 | -32695 | -31374 | -630314 | -630314 | -530023 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Losers | 21 | 20 | 23 | 21 | 20 | 23 |
Bars Traded | 5579 | 2806 | 2773 | 5579 | 2806 | 2773 |
Profit Streak | 0 | 18.838 | 0 | 0 | 18.838 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488953 | 480827 | -76673 | -94777 | -15515 | -288319 |
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5677, "evaluation_days": 1892.33, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596787200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759550805859, "expiration_time": 1764440928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 7, "offset": 0, "multiplier": 3.01275 } }, "second_band": { "type": "bbm", "factors": { "length": 26, "offset": 0, "std": 2.96612 } } }
{ "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": [ [ 730730.4804408471, 564857.5040879683, 165872.9763528784, 1347395.4213632413, 1120836.9219445514, 226558.4994186911 ], [ 730.73048, 564.857504, 165.872976, 1347.395421, 1120.836922, 226.558499 ], [ 0.386154, 0.298498, 0.087655, 0.14132, 0.132312, 0.062558 ], [ 22.794493, 22.794493, 22.794493, 22.794493, 22.794493, 22.794493 ], [ -202548, -149253, -69333, -1934657, -1480715, -900848 ], [ 1.558733, 1.843276, 1.25999, 1.117356, 1.201108, 1.038348 ], [ 251, 125, 126, 251, 125, 126 ], [ 139, 66, 73, 139, 66, 73 ], [ 112, 59, 53, 112, 59, 53 ], [ 55.378486, 52.8, 57.936508, 55.378486, 52.8, 57.936508 ], [ 1.255957, 1.647777, 0.914787, 0.900315, 1.073718, 0.753869 ], [ 135480, 135480, 62863, 683427, 683427, 599089 ], [ -32695, -32695, -31374, -630314, -630314, -530023 ], [ 22, 22, 22, 22, 22, 22 ], [ 22, 23, 21, 22, 23, 21 ], [ 21, 20, 23, 21, 20, 23 ], [ 5579, 2806, 2773, 5579, 2806, 2773 ], [ 0, 18.838031, 0, 0, 18.838031, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 488953, 480827, -76673, -94777, -15515, -288319 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5677, "evaluation_days": 1892.33, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596787200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759550805859, "expiration_time": 1764440928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 7, "offset": 0, "multiplier": 3.01275 } }, "second_band": { "type": "bbm", "factors": { "length": 26, "offset": 0, "std": 2.96612 } } }
# | 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) |
---|