| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -106644.9634 | 137229.2485 | -243874.2119 | 8239560.0935 | 242574.9745 | 7996985.119 |
| Total P&L (%) | -106.645 | 137.2292 | -243.8742 | 8239.5601 | 242.575 | 7996.9851 |
| Avg Daily Profit (%) | -0.0567 | 0.0729 | -0.1296 | 0.2353 | 0.0654 | 0.2338 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -378549 | -40840 | -387125 | -3501541 | -1820711 | -2939889 |
| Profit Factor | 0.8731 | 2.0073 | 0.6536 | 1.886 | 1.0706 | 2.3641 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 55 | 24 | 31 | 39 | 19 | 20 |
| Losing Trades | 25 | 16 | 9 | 41 | 21 | 20 |
| Profitability (%) | 68.75 | 60 | 77.5 | 48.75 | 47.5 | 50 |
| Ratio Avg Win / Avg Loss | 0.3969 | 1.3382 | 0.1897 | 1.9827 | 1.1833 | 2.3641 |
| Largest Winning Trade | 37252 | 37252 | 34557 | 6109479 | 686401 | 6109479 |
| Largest Losing Trade | -378549 | -40840 | -378549 | -739293 | -576955 | -739293 |
| Avg Bars in Trades | 273 | 159 | 388 | 273 | 159 | 388 |
| Avg Bars in Winners | 184 | 86 | 260 | 345 | 168 | 513 |
| Avg Bars in Losers | 471 | 269 | 830 | 206 | 151 | 263 |
| Bars Traded | 21919 | 6382 | 15537 | 21919 | 6382 | 15537 |
| Profit Streak | 53.1557 | 88.5724 | 53.1557 | 53.1557 | 88.5724 | 53.1557 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -600861 | -90997 | -576622 | -11358 | -248835 | 483127 |
{
"trading_pair": "STORJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22584,
"evaluation_days": 1882,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1597788000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758858253853,
"expiration_time": 1764576172800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 238,
"offset": 0,
"scalar": 3
}
}
}
{
"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": [
[
-106644.9634042024,
137229.2484547036,
-243874.211858906,
8239560.093476265,
242574.9745190065,
7996985.118957258
],
[
-106.644963,
137.229248,
-243.874212,
8239.560093,
242.574975,
7996.985119
],
[
-0.056666,
0.072917,
-0.129582,
0.235324,
0.065448,
0.233752
],
[
10,
10,
10,
10,
10,
10
],
[
-378549,
-40840,
-387125,
-3501541,
-1820711,
-2939889
],
[
0.873076,
2.007251,
0.653581,
1.885954,
1.070563,
2.364092
],
[
80,
40,
40,
80,
40,
40
],
[
55,
24,
31,
39,
19,
20
],
[
25,
16,
9,
41,
21,
20
],
[
68.75,
60,
77.5,
48.75,
47.5,
50
],
[
0.396853,
1.338168,
0.189749,
1.98267,
1.183254,
2.364092
],
[
37252,
37252,
34557,
6109479,
686401,
6109479
],
[
-378549,
-40840,
-378549,
-739293,
-576955,
-739293
],
[
273,
159,
388,
273,
159,
388
],
[
184,
86,
260,
345,
168,
513
],
[
471,
269,
830,
206,
151,
263
],
[
21919,
6382,
15537,
21919,
6382,
15537
],
[
53.155716,
88.572382,
53.155716,
53.155716,
88.572383,
53.155716
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-600861,
-90997,
-576622,
-11358,
-248835,
483127
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22584,
"evaluation_days": 1882,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1597788000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758858253853,
"expiration_time": 1764576172800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 238,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|