| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 345003.0973 | 364759.9017 | -19756.8044 | -148373.9462 | 448711.1224 | -597085.0685 |
| Total P&L (%) | 345.0031 | 364.7599 | -19.7568 | -148.3739 | 448.7111 | -597.0851 |
| Avg Daily Profit (%) | 0.1832 | 0.1936 | -0.0105 | 0 | 0.0904 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -236935 | -124256 | -168719 | -1370128 | -497221 | -960101 |
| Profit Factor | 1.1888 | 1.4106 | 0.979 | 0.9595 | 1.2687 | 0.701 |
| Total Trades | 397 | 199 | 198 | 397 | 199 | 198 |
| Winning Trades | 193 | 97 | 96 | 204 | 103 | 101 |
| Losing Trades | 204 | 102 | 102 | 193 | 96 | 97 |
| Profitability (%) | 48.6146 | 48.7437 | 48.4848 | 51.3854 | 51.7588 | 51.0101 |
| Ratio Avg Win / Avg Loss | 1.2566 | 1.4834 | 1.0401 | 0.9078 | 1.1824 | 0.6732 |
| Largest Winning Trade | 79273 | 79273 | 49991 | 312076 | 312076 | 141301 |
| Largest Losing Trade | -118116 | -36898 | -118116 | -366459 | -207914 | -366459 |
| Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Winners | 14 | 14 | 13 | 14 | 14 | 13 |
| Avg Bars in Losers | 14 | 13 | 14 | 14 | 13 | 14 |
| Bars Traded | 5561 | 2788 | 2773 | 5561 | 2788 | 2773 |
| Profit Streak | 0 | 0 | 28.0742 | 9.4075 | 14.0742 | 0 |
| Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -3522 | 309682 | -577931 | -577579 | -70768 | -579888 |
{
"trading_pair": "STORJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5651,
"evaluation_days": 1883.67,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1598227200000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758822407661,
"expiration_time": 1763669664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.18328,
"nb": 0.1,
"nc": 0.78818
}
}
}
{
"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": [
[
345003.0973047279,
364759.9016876909,
-19756.8043829628,
-148373.9461514059,
448711.1223707381,
-597085.0685221438
],
[
345.003097,
364.759902,
-19.756804,
-148.373946,
448.711122,
-597.085069
],
[
0.183155,
0.193643,
-0.010488,
0,
0.090418,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-236935,
-124256,
-168719,
-1370128,
-497221,
-960101
],
[
1.18883,
1.410647,
0.978955,
0.959536,
1.268659,
0.700956
],
[
397,
199,
198,
397,
199,
198
],
[
193,
97,
96,
204,
103,
101
],
[
204,
102,
102,
193,
96,
97
],
[
48.61461,
48.743719,
48.484848,
51.38539,
51.758794,
51.010101
],
[
1.256587,
1.483361,
1.04014,
0.907797,
1.182439,
0.673195
],
[
79273,
79273,
49991,
312076,
312076,
141301
],
[
-118116,
-36898,
-118116,
-366459,
-207914,
-366459
],
[
14,
14,
14,
14,
14,
14
],
[
14,
14,
13,
14,
14,
13
],
[
14,
13,
14,
14,
13,
14
],
[
5561,
2788,
2773,
5561,
2788,
2773
],
[
0,
0,
28.074163,
9.407496,
14.074163,
0
],
[
0,
0,
2,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-3522,
309682,
-577931,
-577579,
-70768,
-579888
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5651,
"evaluation_days": 1883.67,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1598227200000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758822407661,
"expiration_time": 1763669664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.18328,
"nb": 0.1,
"nc": 0.78818
}
}
}
| # | 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) |
|---|