| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 303438.1069 | 281129.3713 | 22308.7356 | -311171.9109 | 28972.9268 | -340144.8376 |
| Total P&L (%) | 303.4381 | 281.1294 | 22.3087 | -311.1719 | 28.9729 | -340.1448 |
| Avg Daily Profit (%) | 0.1608 | 0.149 | 0.0118 | 0 | 0.0135 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -228605 | -58066 | -263936 | -488411 | -96107 | -481440 |
| Profit Factor | 1.3547 | 1.8996 | 1.0411 | 0.7421 | 1.0646 | 0.5512 |
| Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
| Winning Trades | 102 | 48 | 54 | 68 | 38 | 30 |
| Losing Trades | 64 | 35 | 29 | 98 | 45 | 53 |
| Profitability (%) | 61.4458 | 57.8313 | 65.0602 | 40.9639 | 45.7831 | 36.1446 |
| Ratio Avg Win / Avg Loss | 0.85 | 1.3851 | 0.5591 | 1.0695 | 1.2607 | 0.9738 |
| Largest Winning Trade | 77353 | 77353 | 36336 | 92804 | 72402 | 92804 |
| Largest Losing Trade | -176163 | -43520 | -176163 | -166274 | -61930 | -166274 |
| Avg Bars in Trades | 132 | 145 | 119 | 132 | 145 | 119 |
| Avg Bars in Winners | 98 | 113 | 84 | 165 | 179 | 148 |
| Avg Bars in Losers | 185 | 187 | 183 | 108 | 115 | 102 |
| Bars Traded | 21942 | 12037 | 9905 | 21942 | 12037 | 9905 |
| Profit Streak | 16.9631 | 83.6297 | 16.9631 | 0 | 0 | 0 |
| Trades During Streak | 4 | 5 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 357229 | 376932 | -356422 | -581755 | -329509 | -586498 |
{
"trading_pair": "STORJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22644,
"evaluation_days": 1887,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1599055200000,
"last_datapoint_time": 1759154400000,
"evaluation_time": 1759158409155,
"expiration_time": 1765023724800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 175,
"offset": 239
}
}
} {
"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": [
[
303438.1069238013,
281129.3712738584,
22308.7356499424,
-311171.9108507836,
28972.9267938085,
-340144.8376445922
],
[
303.438107,
281.129371,
22.308736,
-311.171911,
28.972927,
-340.144838
],
[
0.160805,
0.148982,
0.011822,
0,
0.013484,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-228605,
-58066,
-263936,
-488411,
-96107,
-481440
],
[
1.354717,
1.899569,
1.04109,
0.742126,
1.064563,
0.551219
],
[
166,
83,
83,
166,
83,
83
],
[
102,
48,
54,
68,
38,
30
],
[
64,
35,
29,
98,
45,
53
],
[
61.445783,
57.831325,
65.060241,
40.963855,
45.783133,
36.144578
],
[
0.850018,
1.385103,
0.559104,
1.069535,
1.260667,
0.97382
],
[
77353,
77353,
36336,
92804,
72402,
92804
],
[
-176163,
-43520,
-176163,
-166274,
-61930,
-166274
],
[
132,
145,
119,
132,
145,
119
],
[
98,
113,
84,
165,
179,
148
],
[
185,
187,
183,
108,
115,
102
],
[
21942,
12037,
9905,
21942,
12037,
9905
],
[
16.963069,
83.629735,
16.963069,
0,
0,
0
],
[
4,
5,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
357229,
376932,
-356422,
-581755,
-329509,
-586498
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22644,
"evaluation_days": 1887,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1599055200000,
"last_datapoint_time": 1759154400000,
"evaluation_time": 1759158409155,
"expiration_time": 1765023724800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 175,
"offset": 239
}
}
}
| # | 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) |
|---|