Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -71342.2554 | 129909.5637 | -201251.8191 | 1864330.8367 | 974333.4145 | 889997.4222 |
Total P&L (%) | -71.3423 | 129.9096 | -201.2518 | 1864.3308 | 974.3334 | 889.9974 |
Avg Daily Profit (%) | -0.0379 | 0.069 | -0.1069 | 0.1583 | 0.1262 | 0.1218 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -328909 | -105093 | -365835 | -2148173 | -1158585 | -1832685 |
Profit Factor | 0.9218 | 1.3919 | 0.6538 | 1.2636 | 1.2426 | 1.2911 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 121 | 54 | 67 | 77 | 38 | 39 |
Losing Trades | 32 | 22 | 10 | 76 | 38 | 38 |
Profitability (%) | 79.085 | 71.0526 | 87.013 | 50.3268 | 50 | 50.6494 |
Ratio Avg Win / Avg Loss | 0.2438 | 0.5671 | 0.0976 | 1.2472 | 1.2426 | 1.258 |
Largest Winning Trade | 31901 | 31901 | 29164 | 1579072 | 841436 | 1579072 |
Largest Losing Trade | -326305 | -50893 | -326305 | -941759 | -941759 | -737895 |
Avg Bars in Trades | 23 | 27 | 19 | 23 | 27 | 19 |
Avg Bars in Winners | 9 | 10 | 9 | 26 | 32 | 20 |
Avg Bars in Losers | 76 | 70 | 89 | 20 | 23 | 17 |
Bars Traded | 3625 | 2124 | 1501 | 3625 | 2124 | 1501 |
Profit Streak | 79.0411 | 79.0411 | 283.0411 | 79.0411 | 79.0411 | 283.0411 |
Trades During Streak | 9 | 4 | 10 | 9 | 4 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574028 | -146597 | -616108 | 370312 | -72194 | -70024 |
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1601121600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758934753357, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 118, "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": [ [ -71342.2553918425, 129909.5637149989, -201251.8191068414, 1864330.8366560857, 974333.4144630285, 889997.4221930576 ], [ -71.342255, 129.909564, -201.251819, 1864.330837, 974.333414, 889.997422 ], [ -0.037888, 0.068991, -0.106878, 0.158263, 0.12617, 0.121823 ], [ 10, 10, 10, 10, 10, 10 ], [ -328909, -105093, -365835, -2148173, -1158585, -1832685 ], [ 0.921847, 1.391905, 0.653836, 1.263579, 1.242635, 1.291088 ], [ 153, 76, 77, 153, 76, 77 ], [ 121, 54, 67, 77, 38, 39 ], [ 32, 22, 10, 76, 38, 38 ], [ 79.084967, 71.052632, 87.012987, 50.326797, 50, 50.649351 ], [ 0.243794, 0.567072, 0.097587, 1.247169, 1.242635, 1.257983 ], [ 31901, 31901, 29164, 1579072, 841436, 1579072 ], [ -326305, -50893, -326305, -941759, -941759, -737895 ], [ 23, 27, 19, 23, 27, 19 ], [ 9, 10, 9, 26, 32, 20 ], [ 76, 70, 89, 20, 23, 17 ], [ 3625, 2124, 1501, 3625, 2124, 1501 ], [ 79.041127, 79.041127, 283.041127, 79.041127, 79.041127, 283.041127 ], [ 9, 4, 10, 9, 4, 10 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574028, -146597, -616108, 370312, -72194, -70024 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1601121600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758934753357, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 118, "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) |
---|