Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492633.6942 | 448189.3119 | 44444.3823 | 215217.5496 | 612196.6399 | -396979.0904 |
Total P&L (%) | 492.6337 | 448.1893 | 44.4444 | 215.2176 | 612.1966 | -396.9791 |
Avg Daily Profit (%) | 0.2606 | 0.2371 | 0.0235 | 0.0607 | 0.1039 | 0 |
Buy And Hold Return (%) | 21.1616 | 21.1616 | 21.1616 | 21.1616 | 21.1616 | 21.1616 |
Max Trade Drawdown | -151154 | -128338 | -95671 | -1482198 | -726545 | -1091571 |
Profit Factor | 1.4759 | 1.8795 | 1.0846 | 1.0463 | 1.3116 | 0.8522 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 114 | 60 | 54 | 114 | 60 | 54 |
Profitability (%) | 45.4545 | 42.8571 | 48.0769 | 45.4545 | 42.8571 | 48.0769 |
Ratio Avg Win / Avg Loss | 1.7711 | 2.506 | 1.1713 | 1.2555 | 1.7488 | 0.9204 |
Largest Winning Trade | 250004 | 250004 | 47661 | 381914 | 381914 | 284574 |
Largest Losing Trade | -52077 | -34603 | -52077 | -822918 | -139691 | -822918 |
Avg Bars in Trades | 17 | 17 | 18 | 17 | 17 | 18 |
Avg Bars in Winners | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 3733 | 1804 | 1929 | 3733 | 1804 | 1929 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360471 | 314317 | -295923 | -281833 | -55366 | -581525 |
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3781, "evaluation_days": 1890.5, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596758400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759380157315, "expiration_time": 1764263376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 17, "offset": 0, "std": 1.89061 } }, "second_band": { "type": "ssf", "factors": { "length": 28, "offset": 0, "poles": 2 } } }
{ "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": [ [ 492633.6941859453, 448189.3119205934, 44444.3822653518, 215217.5495700054, 612196.6399362269, -396979.0903662218 ], [ 492.633694, 448.189312, 44.444382, 215.21755, 612.19664, -396.97909 ], [ 0.260584, 0.237074, 0.023509, 0.060748, 0.103899, 0 ], [ 21.161616, 21.161616, 21.161616, 21.161616, 21.161616, 21.161616 ], [ -151154, -128338, -95671, -1482198, -726545, -1091571 ], [ 1.475921, 1.879468, 1.084575, 1.046271, 1.311617, 0.852239 ], [ 209, 105, 104, 209, 105, 104 ], [ 95, 45, 50, 95, 45, 50 ], [ 114, 60, 54, 114, 60, 54 ], [ 45.454545, 42.857143, 48.076923, 45.454545, 42.857143, 48.076923 ], [ 1.771106, 2.505958, 1.171341, 1.255526, 1.748822, 0.920418 ], [ 250004, 250004, 47661, 381914, 381914, 284574 ], [ -52077, -34603, -52077, -822918, -139691, -822918 ], [ 17, 17, 18, 17, 17, 18 ], [ 25, 25, 25, 25, 25, 25 ], [ 11, 10, 12, 11, 10, 12 ], [ 3733, 1804, 1929, 3733, 1804, 1929 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 360471, 314317, -295923, -281833, -55366, -581525 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3781, "evaluation_days": 1890.5, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596758400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759380157315, "expiration_time": 1764263376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 17, "offset": 0, "std": 1.89061 } }, "second_band": { "type": "ssf", "factors": { "length": 28, "offset": 0, "poles": 2 } } }
# | 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) |
---|