| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 456990.7818 | 493881.9883 | -36891.2065 | -67917.2376 | 32177.2697 | -100094.5074 |
| Total P&L (%) | 456.9908 | 493.882 | -36.8912 | -67.9172 | 32.1773 | -100.0945 |
| Avg Daily Profit (%) | 0.2411 | 0.2606 | -0.0195 | -0.06 | 0.0147 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -198531 | -167255 | -104849 | -1216707 | -941673 | -286361 |
| Profit Factor | 1.5694 | 1.9685 | 0.874 | 0.9691 | 1.0211 | 0.8513 |
| Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
| Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
| Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
| Profitability (%) | 43.1193 | 37.037 | 49.0909 | 43.1193 | 37.037 | 49.0909 |
| Ratio Avg Win / Avg Loss | 2.0702 | 3.3464 | 0.9063 | 1.2784 | 1.7359 | 0.8829 |
| Largest Winning Trade | 533467 | 533467 | 27533 | 613980 | 613980 | 110349 |
| Largest Losing Trade | -52684 | -52684 | -30727 | -385158 | -385158 | -111156 |
| Avg Bars in Trades | 33 | 52 | 14 | 33 | 52 | 14 |
| Avg Bars in Winners | 34 | 60 | 15 | 34 | 60 | 15 |
| Avg Bars in Losers | 32 | 47 | 13 | 32 | 47 | 13 |
| Bars Traded | 3626 | 2817 | 809 | 3626 | 2817 | 809 |
| 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 | 303380 | -173218 | -760909 | -581497 | -557370 | -760909 |
{
"trading_pair": "STORJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3791,
"evaluation_days": 1895.5,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1598659200000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759817884818,
"expiration_time": 1764708336000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 61,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 248,
"offset": 0,
"std": 1.12627
}
}
} {
"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": [
[
456990.7817890604,
493881.988300461,
-36891.2065114004,
-67917.2376484966,
32177.2697171688,
-100094.5073656651
],
[
456.990782,
493.881988,
-36.891207,
-67.917238,
32.17727,
-100.094507
],
[
0.241092,
0.260555,
-0.019463,
-0.059958,
0.014719,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-198531,
-167255,
-104849,
-1216707,
-941673,
-286361
],
[
1.569356,
1.968488,
0.873959,
0.969075,
1.021128,
0.85132
],
[
109,
54,
55,
109,
54,
55
],
[
47,
20,
27,
47,
20,
27
],
[
62,
34,
28,
62,
34,
28
],
[
43.119266,
37.037037,
49.090909,
43.119266,
37.037037,
49.090909
],
[
2.070215,
3.346429,
0.906328,
1.278354,
1.735918,
0.882851
],
[
533467,
533467,
27533,
613980,
613980,
110349
],
[
-52684,
-52684,
-30727,
-385158,
-385158,
-111156
],
[
33,
52,
14,
33,
52,
14
],
[
34,
60,
15,
34,
60,
15
],
[
32,
47,
13,
32,
47,
13
],
[
3626,
2817,
809,
3626,
2817,
809
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
303380,
-173218,
-760909,
-581497,
-557370,
-760909
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3791,
"evaluation_days": 1895.5,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1598659200000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759817884818,
"expiration_time": 1764708336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 61,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 248,
"offset": 0,
"std": 1.12627
}
}
}
| # | 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) |
|---|