Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 930770.9213 | 801831.5258 | 128939.3955 | 837748.8173 | 233420.2277 | 604328.5896 |
Total P&L (%) | 930.7709 | 801.8315 | 128.9394 | 837.7488 | 233.4202 | 604.3286 |
Avg Daily Profit (%) | 0.4943 | 0.4258 | 0.0685 | 0.1189 | 0.064 | 0.1037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115794 | -76563 | -62229 | -647490 | -628335 | -442385 |
Profit Factor | 3.3039 | 4.8003 | 1.6681 | 1.3221 | 1.1537 | 1.5585 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 49.2958 | 40 | 58.3333 | 49.2958 | 40 | 58.3333 |
Ratio Avg Win / Avg Loss | 3.3983 | 7.2004 | 1.1915 | 1.3598 | 1.7305 | 1.1132 |
Largest Winning Trade | 772916 | 772916 | 41372 | 637423 | 637423 | 235936 |
Largest Losing Trade | -65300 | -65300 | -40680 | -525509 | -525509 | -157016 |
Avg Bars in Trades | 50 | 37 | 62 | 50 | 37 | 62 |
Avg Bars in Winners | 57 | 49 | 62 | 57 | 49 | 62 |
Avg Bars in Losers | 43 | 29 | 62 | 43 | 29 | 62 |
Bars Traded | 3564 | 1317 | 2247 | 3564 | 1317 | 2247 |
Profit Streak | 45.9602 | 0 | 64.4602 | 45.9602 | 0 | 64.4602 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74124 | 493841 | -97819 | -124578 | -161797 | -50792 |
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1603368000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758841364251, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 49, "offset": 0 } } }
{ "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": [ [ 930770.9213047982, 801831.5257941922, 128939.3955106063, 837748.8172950118, 233420.2276815798, 604328.5896134324 ], [ 930.770921, 801.831526, 128.939396, 837.748817, 233.420228, 604.32859 ], [ 0.494302, 0.425827, 0.068476, 0.11894, 0.063973, 0.103722 ], [ 10, 10, 10, 10, 10, 10 ], [ -115794, -76563, -62229, -647490, -628335, -442385 ], [ 3.303895, 4.800255, 1.668064, 1.322074, 1.15366, 1.558511 ], [ 71, 35, 36, 71, 35, 36 ], [ 35, 14, 21, 35, 14, 21 ], [ 36, 21, 15, 36, 21, 15 ], [ 49.295775, 40, 58.333333, 49.295775, 40, 58.333333 ], [ 3.398292, 7.200383, 1.191474, 1.359847, 1.73049, 1.113222 ], [ 772916, 772916, 41372, 637423, 637423, 235936 ], [ -65300, -65300, -40680, -525509, -525509, -157016 ], [ 50, 37, 62, 50, 37, 62 ], [ 57, 49, 62, 57, 49, 62 ], [ 43, 29, 62, 43, 29, 62 ], [ 3564, 1317, 2247, 3564, 1317, 2247 ], [ 45.960234, 0, 64.460234, 45.960234, 0, 64.460234 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -74124, 493841, -97819, -124578, -161797, -50792 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1603368000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758841364251, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 49, "offset": 0 } } }
# | 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) |
---|