Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303876.6944 | 289483.5671 | 14393.1273 | -35042.7327 | 184059.0286 | -219101.7613 |
Total P&L (%) | 303.8767 | 289.4836 | 14.3931 | -35.0427 | 184.059 | -219.1018 |
Avg Daily Profit (%) | 0.1599 | 0.1524 | 0.0076 | -0.0227 | 0.055 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199801 | -124790 | -90838 | -1051160 | -485984 | -724355 |
Profit Factor | 1.6141 | 2.1964 | 1.0569 | 0.9779 | 1.2892 | 0.7695 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.9369 | 2.6357 | 1.2683 | 1.1735 | 1.547 | 0.9234 |
Largest Winning Trade | 381776 | 381776 | 54167 | 417434 | 417434 | 323758 |
Largest Losing Trade | -44727 | -34890 | -44727 | -412850 | -119875 | -412850 |
Avg Bars in Trades | 53 | 45 | 62 | 53 | 45 | 62 |
Avg Bars in Winners | 69 | 60 | 79 | 69 | 60 | 79 |
Avg Bars in Losers | 40 | 33 | 47 | 40 | 33 | 47 |
Bars Traded | 3549 | 1502 | 2047 | 3549 | 1502 | 2047 |
Profit Streak | 0 | 0 | 89.415 | 0 | 0 | 89.415 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120211 | 345623 | -370957 | -709656 | -120185 | -582011 |
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3800, "evaluation_days": 1900, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596931200000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760219855260, "expiration_time": 1765108800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 184, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 303876.6943695641, 289483.5671018729, 14393.1272676912, -35042.7326627951, 184059.0286030412, -219101.7612658363 ], [ 303.876694, 289.483567, 14.393127, -35.042733, 184.059029, -219.101761 ], [ 0.159935, 0.15236, 0.007575, -0.022705, 0.054963, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -199801, -124790, -90838, -1051160, -485984, -724355 ], [ 1.614111, 2.196397, 1.056921, 0.977919, 1.289187, 0.7695 ], [ 66, 33, 33, 66, 33, 33 ], [ 30, 15, 15, 30, 15, 15 ], [ 36, 18, 18, 36, 18, 18 ], [ 45.454545, 45.454545, 45.454545, 45.454545, 45.454545, 45.454545 ], [ 1.936934, 2.635677, 1.268305, 1.173503, 1.547024, 0.9234 ], [ 381776, 381776, 54167, 417434, 417434, 323758 ], [ -44727, -34890, -44727, -412850, -119875, -412850 ], [ 53, 45, 62, 53, 45, 62 ], [ 69, 60, 79, 69, 60, 79 ], [ 40, 33, 47, 40, 33, 47 ], [ 3549, 1502, 2047, 3549, 1502, 2047 ], [ 0, 0, 89.414991, 0, 0, 89.414991 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -120211, 345623, -370957, -709656, -120185, -582011 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3800, "evaluation_days": 1900, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596931200000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760219855260, "expiration_time": 1765108800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 184, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|