Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568428.1369 | 390275.1997 | 178152.9371 | 2270783.1013 | 1218979.2651 | 1051803.8362 |
Total P&L (%) | 568.4281 | 390.2752 | 178.1529 | 2270.7831 | 1218.9793 | 1051.8038 |
Avg Daily Profit (%) | 0.3012 | 0.2068 | 0.0944 | 0.1679 | 0.1368 | 0.1296 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95293 | -66258 | -61278 | -1447334 | -928655 | -1036495 |
Profit Factor | 1.8477 | 2.2268 | 1.5054 | 1.3 | 1.3175 | 1.2819 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 47.619 | 42.8571 | 52.381 | 47.619 | 42.8571 | 52.381 |
Ratio Avg Win / Avg Loss | 2.0324 | 2.9691 | 1.3686 | 1.43 | 1.7567 | 1.1654 |
Largest Winning Trade | 145546 | 145546 | 48754 | 825908 | 825908 | 647555 |
Largest Losing Trade | -31459 | -15004 | -31459 | -882738 | -391374 | -882738 |
Avg Bars in Trades | 175 | 136 | 213 | 175 | 136 | 213 |
Avg Bars in Winners | 262 | 219 | 297 | 262 | 219 | 297 |
Avg Bars in Losers | 95 | 74 | 120 | 95 | 74 | 120 |
Bars Traded | 22050 | 8607 | 13443 | 22050 | 8607 | 13443 |
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 | 425423 | -137818 | -211962 | 261196 | -158446 | -165998 |
{ "trading_pair": "STORJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22645, "evaluation_days": 1887.08, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1597356000000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759164181021, "expiration_time": 1765031184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 99, "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": [ [ 568428.1368643863, 390275.1997377804, 178152.9371266054, 2270783.1012947373, 1218979.2650955997, 1051803.8361991376 ], [ 568.428137, 390.2752, 178.152937, 2270.783101, 1218.979265, 1051.803836 ], [ 0.301221, 0.206814, 0.094407, 0.167903, 0.136783, 0.129592 ], [ 10, 10, 10, 10, 10, 10 ], [ -95293, -66258, -61278, -1447334, -928655, -1036495 ], [ 1.847653, 2.226822, 1.505438, 1.299997, 1.317539, 1.281946 ], [ 126, 63, 63, 126, 63, 63 ], [ 60, 27, 33, 60, 27, 33 ], [ 66, 36, 30, 66, 36, 30 ], [ 47.619048, 42.857143, 52.380952, 47.619048, 42.857143, 52.380952 ], [ 2.032418, 2.969096, 1.36858, 1.429997, 1.756719, 1.165406 ], [ 145546, 145546, 48754, 825908, 825908, 647555 ], [ -31459, -15004, -31459, -882738, -391374, -882738 ], [ 175, 136, 213, 175, 136, 213 ], [ 262, 219, 297, 262, 219, 297 ], [ 95, 74, 120, 95, 74, 120 ], [ 22050, 8607, 13443, 22050, 8607, 13443 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 425423, -137818, -211962, 261196, -158446, -165998 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22645, "evaluation_days": 1887.08, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1597356000000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759164181021, "expiration_time": 1765031184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 99, "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) |
---|