Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391650.5065 | 356764.3724 | 34886.1341 | 47431.3174 | 90057.9726 | -42626.6552 |
Total P&L (%) | 391.6505 | 356.7644 | 34.8861 | 47.4313 | 90.058 | -42.6267 |
Avg Daily Profit (%) | 0.2061 | 0.1878 | 0.0184 | 0.0204 | 0.0338 | -0.0292 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132966 | -61790 | -194514 | -416558 | -155819 | -377433 |
Profit Factor | 1.2344 | 1.4775 | 1.0378 | 1.0199 | 1.0808 | 0.9664 |
Total Trades | 423 | 211 | 212 | 423 | 211 | 212 |
Winning Trades | 191 | 93 | 98 | 191 | 93 | 98 |
Losing Trades | 232 | 118 | 114 | 232 | 118 | 114 |
Profitability (%) | 45.1537 | 44.0758 | 46.2264 | 45.1537 | 44.0758 | 46.2264 |
Ratio Avg Win / Avg Loss | 1.4993 | 1.8747 | 1.2072 | 1.2389 | 1.3714 | 1.1241 |
Largest Winning Trade | 54236 | 54236 | 47807 | 125065 | 125065 | 120204 |
Largest Losing Trade | -57088 | -31597 | -57088 | -111471 | -68512 | -111471 |
Avg Bars in Trades | 53 | 45 | 61 | 53 | 45 | 61 |
Avg Bars in Winners | 66 | 55 | 76 | 66 | 55 | 76 |
Avg Bars in Losers | 42 | 37 | 48 | 42 | 37 | 48 |
Bars Traded | 22641 | 9600 | 13041 | 22641 | 9600 | 13041 |
Profit Streak | 5.6413 | 0 | 11.2246 | 5.6413 | 0 | 11.2247 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301907 | 289497 | -350275 | -364710 | -281091 | -579387 |
{ "trading_pair": "STORJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22799, "evaluation_days": 1899.92, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1596801600000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760275409731, "expiration_time": 1766179900800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 41, "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": [ [ 391650.5064692099, 356764.3723585716, 34886.1341106385, 47431.3173738911, 90057.972589933, -42626.6552160419 ], [ 391.650506, 356.764372, 34.886134, 47.431317, 90.057973, -42.626655 ], [ 0.206141, 0.187779, 0.018362, 0.020434, 0.033805, -0.029239 ], [ 10, 10, 10, 10, 10, 10 ], [ -132966, -61790, -194514, -416558, -155819, -377433 ], [ 1.234359, 1.477534, 1.037753, 1.019918, 1.08084, 0.966366 ], [ 423, 211, 212, 423, 211, 212 ], [ 191, 93, 98, 191, 93, 98 ], [ 232, 118, 114, 232, 118, 114 ], [ 45.153664, 44.075829, 46.226415, 45.153664, 44.075829, 46.226415 ], [ 1.499326, 1.874721, 1.207182, 1.238853, 1.371389, 1.12414 ], [ 54236, 54236, 47807, 125065, 125065, 120204 ], [ -57088, -31597, -57088, -111471, -68512, -111471 ], [ 53, 45, 61, 53, 45, 61 ], [ 66, 55, 76, 66, 55, 76 ], [ 42, 37, 48, 42, 37, 48 ], [ 22641, 9600, 13041, 22641, 9600, 13041 ], [ 5.641316, 0, 11.224649, 5.641316, 0, 11.22465 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301907, 289497, -350275, -364710, -281091, -579387 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22799, "evaluation_days": 1899.92, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1596801600000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760275409731, "expiration_time": 1766179900800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 41, "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) |
---|