| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 680568.3403 | 607759.9709 | 72808.3694 | 203831.6261 | -23921.6818 | 227753.3079 |
| Total P&L (%) | 680.5683 | 607.76 | 72.8084 | 203.8316 | -23.9217 | 227.7533 |
| Avg Daily Profit (%) | 0.3616 | 0.3229 | 0.0387 | 0.0591 | -0.0145 | 0.0631 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -211436 | -178113 | -45670 | -2298186 | -1850472 | -557102 |
| Profit Factor | 2.1927 | 2.4296 | 1.5005 | 1.0422 | 0.9936 | 1.2088 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
| Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
| Profitability (%) | 44.1558 | 36.8421 | 51.2821 | 44.1558 | 36.8421 | 51.2821 |
| Ratio Avg Win / Avg Loss | 2.7731 | 4.165 | 1.4254 | 1.318 | 1.7033 | 1.1484 |
| Largest Winning Trade | 520065 | 520065 | 39332 | 1196830 | 1196830 | 342676 |
| Largest Losing Trade | -46842 | -46842 | -28212 | -823086 | -823086 | -266379 |
| Avg Bars in Trades | 255 | 458 | 58 | 255 | 458 | 58 |
| Avg Bars in Winners | 239 | 487 | 65 | 239 | 487 | 65 |
| Avg Bars in Losers | 268 | 442 | 50 | 268 | 442 | 50 |
| Bars Traded | 19700 | 17433 | 2267 | 19700 | 17433 | 2267 |
| Profit Streak | 0 | 204.7588 | 0 | 0 | 204.7588 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -34959 | 331416 | -139727 | -336758 | -582511 | -108965 |
{
"trading_pair": "STORJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22584,
"evaluation_days": 1882,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1597867200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759018363136,
"expiration_time": 1764576172800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 180,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
680568.3403017895,
607759.970936144,
72808.3693656455,
203831.6261060358,
-23921.6817898471,
227753.307895883
],
[
680.56834,
607.759971,
72.808369,
203.831626,
-23.921682,
227.753308
],
[
0.36162,
0.322933,
0.038687,
0.059067,
-0.014526,
0.063096
],
[
10,
10,
10,
10,
10,
10
],
[
-211436,
-178113,
-45670,
-2298186,
-1850472,
-557102
],
[
2.192696,
2.429588,
1.500455,
1.042154,
0.993612,
1.208797
],
[
77,
38,
39,
77,
38,
39
],
[
34,
14,
20,
34,
14,
20
],
[
43,
24,
19,
43,
24,
19
],
[
44.155844,
36.842105,
51.282051,
44.155844,
36.842105,
51.282051
],
[
2.773115,
4.165008,
1.425433,
1.318018,
1.703334,
1.148357
],
[
520065,
520065,
39332,
1196830,
1196830,
342676
],
[
-46842,
-46842,
-28212,
-823086,
-823086,
-266379
],
[
255,
458,
58,
255,
458,
58
],
[
239,
487,
65,
239,
487,
65
],
[
268,
442,
50,
268,
442,
50
],
[
19700,
17433,
2267,
19700,
17433,
2267
],
[
0,
204.758833,
0,
0,
204.758833,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-34959,
331416,
-139727,
-336758,
-582511,
-108965
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22584,
"evaluation_days": 1882,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1597867200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759018363136,
"expiration_time": 1764576172800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 180,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|