Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453171.8358 | 431628.9468 | 21542.8891 | 81216.2573 | 189887.9789 | -108671.7216 |
Total P&L (%) | 453.1718 | 431.6289 | 21.5429 | 81.2163 | 189.888 | -108.6717 |
Avg Daily Profit (%) | 0.2408 | 0.2293 | 0.0114 | 0.0316 | 0.0566 | 0 |
Buy And Hold Return (%) | 18.1909 | 18.1909 | 18.1909 | 18.1909 | 18.1909 | 18.1909 |
Max Trade Drawdown | -115552 | -79480 | -115310 | -239146 | -208151 | -228843 |
Profit Factor | 1.2779 | 1.5537 | 1.0253 | 1.0321 | 1.1574 | 0.9178 |
Total Trades | 438 | 219 | 219 | 438 | 219 | 219 |
Winning Trades | 190 | 90 | 100 | 190 | 90 | 100 |
Losing Trades | 248 | 129 | 119 | 248 | 129 | 119 |
Profitability (%) | 43.379 | 41.0959 | 45.6621 | 43.379 | 41.0959 | 45.6621 |
Ratio Avg Win / Avg Loss | 1.668 | 2.2269 | 1.2201 | 1.3472 | 1.6589 | 1.0922 |
Largest Winning Trade | 172922 | 172922 | 55732 | 112769 | 112769 | 79692 |
Largest Losing Trade | -34331 | -29792 | -34331 | -73228 | -52856 | -73228 |
Avg Bars in Trades | 50 | 55 | 46 | 50 | 55 | 46 |
Avg Bars in Winners | 72 | 79 | 66 | 72 | 79 | 66 |
Avg Bars in Losers | 34 | 37 | 30 | 34 | 37 | 30 |
Bars Traded | 22294 | 12068 | 10226 | 22294 | 12068 | 10226 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314791 | 278818 | -479768 | -337982 | -166579 | -580207 |
{ "trading_pair": "STORJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22584, "evaluation_days": 1882, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1596787200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758884984484, "expiration_time": 1764576172800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 54, "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": [ [ 453171.8358273843, 431628.9467625474, 21542.8890648375, 81216.2572664914, 189887.9789005611, -108671.7216340697 ], [ 453.171836, 431.628947, 21.542889, 81.216257, 189.887979, -108.671722 ], [ 0.240793, 0.229346, 0.011447, 0.031595, 0.056569, 0 ], [ 18.190855, 18.190855, 18.190855, 18.190855, 18.190855, 18.190855 ], [ -115552, -79480, -115310, -239146, -208151, -228843 ], [ 1.277925, 1.553659, 1.025316, 1.032108, 1.157354, 0.917842 ], [ 438, 219, 219, 438, 219, 219 ], [ 190, 90, 100, 190, 90, 100 ], [ 248, 129, 119, 248, 129, 119 ], [ 43.378995, 41.09589, 45.6621, 43.378995, 41.09589, 45.6621 ], [ 1.668028, 2.226912, 1.220126, 1.347173, 1.658875, 1.092232 ], [ 172922, 172922, 55732, 112769, 112769, 79692 ], [ -34331, -29792, -34331, -73228, -52856, -73228 ], [ 50, 55, 46, 50, 55, 46 ], [ 72, 79, 66, 72, 79, 66 ], [ 34, 37, 30, 34, 37, 30 ], [ 22294, 12068, 10226, 22294, 12068, 10226 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314791, 278818, -479768, -337982, -166579, -580207 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22584, "evaluation_days": 1882, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1596787200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758884984484, "expiration_time": 1764576172800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 54, "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) |
---|