Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442089.4571 | 368433.5058 | 73655.9513 | 220930.5298 | 615163.2524 | -394232.7227 |
Total P&L (%) | 442.0895 | 368.4335 | 73.656 | 220.9305 | 615.1633 | -394.2327 |
Avg Daily Profit (%) | 0.2348 | 0.1957 | 0.0391 | 0.0619 | 0.1045 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163607 | -91571 | -106146 | -1009950 | -322639 | -818399 |
Profit Factor | 1.5005 | 1.8203 | 1.1697 | 1.0713 | 1.4321 | 0.7649 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 47.5862 | 47.2222 | 47.9452 | 47.5862 | 47.2222 | 47.9452 |
Ratio Avg Win / Avg Loss | 1.6527 | 2.0344 | 1.2699 | 1.1799 | 1.6006 | 0.8305 |
Largest Winning Trade | 133295 | 133295 | 54844 | 522777 | 522777 | 199088 |
Largest Losing Trade | -53823 | -37559 | -53823 | -506774 | -132362 | -506774 |
Avg Bars in Trades | 25 | 36 | 14 | 25 | 36 | 14 |
Avg Bars in Winners | 26 | 37 | 15 | 26 | 37 | 15 |
Avg Bars in Losers | 24 | 35 | 13 | 24 | 35 | 13 |
Bars Traded | 3692 | 2627 | 1065 | 3692 | 2627 | 1065 |
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 | 362211 | -69501 | -247024 | -252639 | -131547 | -653257 |
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1597924800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758854368256, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 27, "offset": 0, "std": 4.63784 } } }
{ "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": [ [ 442089.4570852431, 368433.5058077751, 73655.9512774678, 220930.529766684, 615163.2524332043, -394232.7226665199 ], [ 442.089457, 368.433506, 73.655951, 220.93053, 615.163252, -394.232723 ], [ 0.234779, 0.195663, 0.039116, 0.061945, 0.104534, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -163607, -91571, -106146, -1009950, -322639, -818399 ], [ 1.500509, 1.820272, 1.169667, 1.071253, 1.432113, 0.764925 ], [ 145, 72, 73, 145, 72, 73 ], [ 69, 34, 35, 69, 34, 35 ], [ 76, 38, 38, 76, 38, 38 ], [ 47.586207, 47.222222, 47.945205, 47.586207, 47.222222, 47.945205 ], [ 1.652735, 2.034422, 1.269925, 1.17993, 1.600596, 0.83049 ], [ 133295, 133295, 54844, 522777, 522777, 199088 ], [ -53823, -37559, -53823, -506774, -132362, -506774 ], [ 25, 36, 14, 25, 36, 14 ], [ 26, 37, 15, 26, 37, 15 ], [ 24, 35, 13, 24, 35, 13 ], [ 3692, 2627, 1065, 3692, 2627, 1065 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 362211, -69501, -247024, -252639, -131547, -653257 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1597924800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758854368256, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 27, "offset": 0, "std": 4.63784 } } }
# | 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) |
---|