| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 312910.1641 | 253675.0478 | 59235.1163 | -117316.1205 | 117739.2625 | -235055.383 |
| Total P&L (%) | 312.9102 | 253.675 | 59.2351 | -117.3161 | 117.7393 | -235.0554 |
| Avg Daily Profit (%) | 0.1662 | 0.1347 | 0.0315 | 0 | 0.0413 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132753 | -80909 | -171943 | -276023 | -11878 | -310916 |
| Profit Factor | 1.4186 | 1.7689 | 1.1419 | 0.6815 | 4.8145 | 0.3035 |
| Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
| Winning Trades | 66 | 32 | 34 | 46 | 26 | 20 |
| Losing Trades | 39 | 20 | 19 | 59 | 26 | 33 |
| Profitability (%) | 62.8571 | 61.5385 | 64.1509 | 43.8095 | 50 | 37.7358 |
| Ratio Avg Win / Avg Loss | 0.8383 | 1.1055 | 0.6381 | 0.8741 | 4.8145 | 0.5007 |
| Largest Winning Trade | 102389 | 102389 | 48194 | 77191 | 77191 | 48194 |
| Largest Losing Trade | -104200 | -46455 | -104200 | -182128 | -3864 | -182128 |
| Avg Bars in Trades | 34 | 37 | 31 | 34 | 37 | 31 |
| Avg Bars in Winners | 25 | 29 | 22 | 41 | 42 | 41 |
| Avg Bars in Losers | 48 | 49 | 48 | 28 | 31 | 25 |
| Bars Traded | 3597 | 1927 | 1670 | 3597 | 1927 | 1670 |
| Profit Streak | 0 | 28.3092 | 0 | 14.8092 | 0 | 18.3092 |
| Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 303124 | -188957 | -395935 | -582317 | -309815 | -765039 |
{
"trading_pair": "STORJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3766,
"evaluation_days": 1883,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1601035200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758828315381,
"expiration_time": 1763595936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 63,
"offset": 0,
"multiplier": 2.32595
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 116,
"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": [
[
312910.1641401259,
253675.0478249429,
59235.116315183,
-117316.120506353,
117739.262531772,
-235055.383038125
],
[
312.910164,
253.675048,
59.235116,
-117.316121,
117.739263,
-235.055383
],
[
0.166176,
0.134719,
0.031458,
0,
0.041332,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-132753,
-80909,
-171943,
-276023,
-11878,
-310916
],
[
1.418632,
1.768869,
1.141872,
0.681493,
4.814484,
0.303467
],
[
105,
52,
53,
105,
52,
53
],
[
66,
32,
34,
46,
26,
20
],
[
39,
20,
19,
59,
26,
33
],
[
62.857143,
61.538462,
64.150943,
43.809524,
50,
37.735849
],
[
0.838283,
1.105543,
0.638105,
0.874089,
4.814484,
0.500721
],
[
102389,
102389,
48194,
77191,
77191,
48194
],
[
-104200,
-46455,
-104200,
-182128,
-3864,
-182128
],
[
34,
37,
31,
34,
37,
31
],
[
25,
29,
22,
41,
42,
41
],
[
48,
49,
48,
28,
31,
25
],
[
3597,
1927,
1670,
3597,
1927,
1670
],
[
0,
28.309206,
0,
14.809206,
0,
18.309206
],
[
0,
1,
0,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
303124,
-188957,
-395935,
-582317,
-309815,
-765039
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3766,
"evaluation_days": 1883,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1601035200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758828315381,
"expiration_time": 1763595936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 63,
"offset": 0,
"multiplier": 2.32595
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 116,
"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) |
|---|