Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277363.5189 | 286518.9569 | -9155.438 | -78381.4486 | 9602.9946 | -87984.4432 |
Total P&L (%) | 277.3635 | 286.519 | -9.1554 | -78.3814 | 9.603 | -87.9844 |
Avg Daily Profit (%) | 0.1473 | 0.1522 | -0.0049 | -0.0813 | 0.0049 | -0.1125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233293 | -132225 | -164496 | -273382 | -160916 | -234710 |
Profit Factor | 1.3697 | 1.8289 | 0.9774 | 0.8818 | 1.0345 | 0.7714 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 53.9474 | 44.7368 | 63.1579 | 53.9474 | 44.7368 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.1693 | 2.2593 | 0.5701 | 0.7527 | 1.2779 | 0.45 |
Largest Winning Trade | 108828 | 108828 | 60510 | 98686 | 70899 | 98686 |
Largest Losing Trade | -80961 | -47077 | -80961 | -218190 | -70372 | -218190 |
Avg Bars in Trades | 140 | 112 | 169 | 140 | 112 | 169 |
Avg Bars in Winners | 153 | 104 | 188 | 153 | 104 | 188 |
Avg Bars in Losers | 125 | 119 | 135 | 125 | 119 | 135 |
Bars Traded | 10704 | 4282 | 6422 | 10704 | 4282 | 6422 |
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 | -49111 | 311360 | -579059 | -634043 | -536688 | -579059 |
{ "trading_pair": "STORJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11295, "evaluation_days": 1882.5, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1600963200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758933700330, "expiration_time": 1763594640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 146, "offset": 194 } }, "second_band": { "type": "bbl", "factors": { "length": 111, "offset": 0, "std": 2.87219 } } }
{ "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": [ [ 277363.5188929513, 286518.9569120896, -9155.4380191383, -78381.4485784774, 9602.9946472444, -87984.4432257217 ], [ 277.363519, 286.518957, -9.155438, -78.381449, 9.602995, -87.984443 ], [ 0.147338, 0.152201, -0.004863, -0.081328, 0.004871, -0.112498 ], [ 10, 10, 10, 10, 10, 10 ], [ -233293, -132225, -164496, -273382, -160916, -234710 ], [ 1.369699, 1.828943, 0.977371, 0.881792, 1.034511, 0.771364 ], [ 76, 38, 38, 76, 38, 38 ], [ 41, 17, 24, 41, 17, 24 ], [ 35, 21, 14, 35, 21, 14 ], [ 53.947368, 44.736842, 63.157895, 53.947368, 44.736842, 63.157895 ], [ 1.169255, 2.259283, 0.570133, 0.752749, 1.277926, 0.449962 ], [ 108828, 108828, 60510, 98686, 70899, 98686 ], [ -80961, -47077, -80961, -218190, -70372, -218190 ], [ 140, 112, 169, 140, 112, 169 ], [ 153, 104, 188, 153, 104, 188 ], [ 125, 119, 135, 125, 119, 135 ], [ 10704, 4282, 6422, 10704, 4282, 6422 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -49111, 311360, -579059, -634043, -536688, -579059 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11295, "evaluation_days": 1882.5, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1600963200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758933700330, "expiration_time": 1763594640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 146, "offset": 194 } }, "second_band": { "type": "bbl", "factors": { "length": 111, "offset": 0, "std": 2.87219 } } }
# | 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) |
---|