Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377127.2583 | 387001.8035 | -9874.5453 | -25706.5957 | 11403.4171 | -37110.0127 |
Total P&L (%) | 377.1273 | 387.0018 | -9.8745 | -25.7066 | 11.4034 | -37.11 |
Avg Daily Profit (%) | 0.2003 | 0.2055 | -0.0052 | -0.0158 | 0.0057 | -0.0246 |
Buy And Hold Return (%) | 13.9435 | 13.9435 | 13.9435 | 13.9435 | 13.9435 | 13.9435 |
Max Trade Drawdown | -119764 | -128420 | -24625 | -656735 | -655748 | -91227 |
Profit Factor | 1.8148 | 2.0096 | 0.8758 | 0.9837 | 1.0082 | 0.8059 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 61.9048 | 64.5161 | 59.375 | 61.9048 | 64.5161 | 59.375 |
Ratio Avg Win / Avg Loss | 1.1168 | 1.1053 | 0.5992 | 0.6053 | 0.5545 | 0.5514 |
Largest Winning Trade | 186138 | 186138 | 9888 | 474347 | 474347 | 39628 |
Largest Losing Trade | -74371 | -74371 | -17343 | -489645 | -489645 | -56817 |
Avg Bars in Trades | 54 | 107 | 2 | 54 | 107 | 2 |
Avg Bars in Winners | 34 | 65 | 2 | 34 | 65 | 2 |
Avg Bars in Losers | 86 | 185 | 2 | 86 | 185 | 2 |
Bars Traded | 3422 | 3341 | 81 | 3422 | 3341 | 81 |
Profit Streak | 0 | 74.29 | 0 | 0 | 74.29 | 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 | -139501 | 459918 | -579317 | -730234 | -561667 | -579317 |
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596974400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758913058066, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 9, "offset": 0, "std": 2.80061 } }, "second_band": { "type": "bbm", "factors": { "length": 22, "offset": 0, "std": 2.79692 } } }
{ "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": [ [ 377127.2582662309, 387001.8035235772, -9874.5452573465, -25706.5956790907, 11403.4170680691, -37110.01274716 ], [ 377.127258, 387.001804, -9.874545, -25.706596, 11.403417, -37.110013 ], [ 0.20028, 0.205524, -0.005244, -0.015779, 0.005735, -0.024627 ], [ 13.94346, 13.94346, 13.94346, 13.94346, 13.94346, 13.94346 ], [ -119764, -128420, -24625, -656735, -655748, -91227 ], [ 1.814798, 2.009562, 0.875809, 0.98368, 1.00824, 0.805879 ], [ 63, 31, 32, 63, 31, 32 ], [ 39, 20, 19, 39, 20, 19 ], [ 24, 11, 13, 24, 11, 13 ], [ 61.904762, 64.516129, 59.375, 61.904762, 64.516129, 59.375 ], [ 1.116799, 1.105259, 0.599238, 0.605341, 0.554532, 0.551391 ], [ 186138, 186138, 9888, 474347, 474347, 39628 ], [ -74371, -74371, -17343, -489645, -489645, -56817 ], [ 54, 107, 2, 54, 107, 2 ], [ 34, 65, 2, 34, 65, 2 ], [ 86, 185, 2, 86, 185, 2 ], [ 3422, 3341, 81, 3422, 3341, 81 ], [ 0, 74.290024, 0, 0, 74.290024, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -139501, 459918, -579317, -730234, -561667, -579317 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596974400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758913058066, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 9, "offset": 0, "std": 2.80061 } }, "second_band": { "type": "bbm", "factors": { "length": 22, "offset": 0, "std": 2.79692 } } }
# | 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) |
---|