Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412477.4746 | 414119.143 | -1641.6684 | 36252.9438 | 164796.3937 | -128543.4499 |
Total P&L (%) | 412.4775 | 414.1191 | -1.6417 | 36.2529 | 164.7964 | -128.5435 |
Avg Daily Profit (%) | 0.2178 | 0.2187 | -0.0009 | 0.0163 | 0.0514 | 0 |
Buy And Hold Return (%) | 19.6538 | 19.6538 | 19.6538 | 19.6538 | 19.6538 | 19.6538 |
Max Trade Drawdown | -156854 | -114668 | -101334 | -373405 | -265671 | -296816 |
Profit Factor | 1.2387 | 1.4746 | 0.9981 | 1.0114 | 1.1047 | 0.9196 |
Total Trades | 709 | 354 | 355 | 709 | 354 | 355 |
Winning Trades | 264 | 127 | 137 | 264 | 127 | 137 |
Losing Trades | 445 | 227 | 218 | 445 | 227 | 218 |
Profitability (%) | 37.2355 | 35.8757 | 38.5915 | 37.2355 | 35.8757 | 38.5915 |
Ratio Avg Win / Avg Loss | 2.0879 | 2.6357 | 1.5882 | 1.7049 | 1.9746 | 1.4632 |
Largest Winning Trade | 219843 | 219843 | 39974 | 221480 | 221480 | 100409 |
Largest Losing Trade | -28546 | -22474 | -28546 | -74692 | -57673 | -74692 |
Avg Bars in Trades | 31 | 31 | 32 | 31 | 31 | 32 |
Avg Bars in Winners | 56 | 58 | 54 | 56 | 58 | 54 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 22581 | 11119 | 11462 | 22581 | 11119 | 11462 |
Profit Streak | 28.3214 | 28.5714 | 28.3214 | 28.3214 | 28.5714 | 28.3214 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300308 | 229877 | -580595 | -386044 | -232119 | -581707 |
{ "trading_pair": "STORJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22726, "evaluation_days": 1893.83, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1596657600000, "last_datapoint_time": 1759744800000, "evaluation_time": 1759750971511, "expiration_time": 1765635379200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 80 } }, "second_band": { "type": "wma", "factors": { "length": 12, "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": [ [ 412477.4746296187, 414119.1429982915, -1641.6683686733, 36252.9438329022, 164796.3936979588, -128543.4498650562 ], [ 412.477475, 414.119143, -1.641668, 36.252944, 164.796394, -128.54345 ], [ 0.217801, 0.218668, -0.000867, 0.016336, 0.051432, 0 ], [ 19.653768, 19.653768, 19.653768, 19.653768, 19.653768, 19.653768 ], [ -156854, -114668, -101334, -373405, -265671, -296816 ], [ 1.238656, 1.47461, 0.998082, 1.01143, 1.104713, 0.919559 ], [ 709, 354, 355, 709, 354, 355 ], [ 264, 127, 137, 264, 127, 137 ], [ 445, 227, 218, 445, 227, 218 ], [ 37.235543, 35.875706, 38.591549, 37.235543, 35.875706, 38.591549 ], [ 2.087886, 2.63572, 1.588188, 1.704872, 1.974565, 1.46324 ], [ 219843, 219843, 39974, 221480, 221480, 100409 ], [ -28546, -22474, -28546, -74692, -57673, -74692 ], [ 31, 31, 32, 31, 31, 32 ], [ 56, 58, 54, 56, 58, 54 ], [ 17, 16, 18, 17, 16, 18 ], [ 22581, 11119, 11462, 22581, 11119, 11462 ], [ 28.321429, 28.571429, 28.321429, 28.321429, 28.57143, 28.32143 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300308, 229877, -580595, -386044, -232119, -581707 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22726, "evaluation_days": 1893.83, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1596657600000, "last_datapoint_time": 1759744800000, "evaluation_time": 1759750971511, "expiration_time": 1765635379200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 80 } }, "second_band": { "type": "wma", "factors": { "length": 12, "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) |
---|