| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 372246.3226 | 360650.468 | 11595.8547 | 50485.938 | 477714.0345 | -427228.0965 |
| Total P&L (%) | 372.2463 | 360.6505 | 11.5959 | 50.4859 | 477.714 | -427.2281 |
| Avg Daily Profit (%) | 0.1964 | 0.1903 | 0.0061 | 0.0216 | 0.0926 | 0 |
| Buy And Hold Return (%) | 15.6608 | 15.6608 | 15.6608 | 15.6608 | 15.6608 | 15.6608 |
| Max Trade Drawdown | -236185 | -115374 | -150020 | -2973531 | -1771609 | -1386279 |
| Profit Factor | 1.2823 | 1.5405 | 1.0178 | 1.0044 | 1.0808 | 0.923 |
| Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
| Winning Trades | 147 | 75 | 72 | 147 | 75 | 72 |
| Losing Trades | 175 | 86 | 89 | 175 | 86 | 89 |
| Profitability (%) | 45.6522 | 46.5839 | 44.7205 | 45.6522 | 46.5839 | 44.7205 |
| Ratio Avg Win / Avg Loss | 1.5265 | 1.7665 | 1.2581 | 1.1957 | 1.2394 | 1.1409 |
| Largest Winning Trade | 178694 | 178694 | 44303 | 706595 | 706595 | 486098 |
| Largest Losing Trade | -30464 | -30375 | -30464 | -407719 | -343087 | -407719 |
| Avg Bars in Trades | 35 | 33 | 36 | 35 | 33 | 36 |
| Avg Bars in Winners | 45 | 42 | 49 | 45 | 42 | 49 |
| Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
| Bars Traded | 11272 | 5391 | 5881 | 11272 | 5391 | 5881 |
| Profit Streak | 15.4261 | 0 | 25.2595 | 15.4261 | 0 | 25.2595 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 333094 | 329842 | -552115 | -382066 | -202005 | -579853 |
{
"trading_pair": "STORJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11372,
"evaluation_days": 1895.33,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1596758400000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759832018967,
"expiration_time": 1764736704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 172,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 47,
"offset": 0,
"multiplier": 2.67589
}
}
} {
"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": [
[
372246.322636726,
360650.4679557437,
11595.8546809825,
50485.9379535333,
477714.0344795431,
-427228.0965260097
],
[
372.246323,
360.650468,
11.595855,
50.485938,
477.714034,
-427.228097
],
[
0.196402,
0.190284,
0.006118,
0.021566,
0.092581,
0
],
[
15.660848,
15.660848,
15.660848,
15.660848,
15.660848,
15.660848
],
[
-236185,
-115374,
-150020,
-2973531,
-1771609,
-1386279
],
[
1.282282,
1.540517,
1.0178,
1.004408,
1.080843,
0.922951
],
[
322,
161,
161,
322,
161,
161
],
[
147,
75,
72,
147,
75,
72
],
[
175,
86,
89,
175,
86,
89
],
[
45.652174,
46.583851,
44.720497,
45.652174,
46.583851,
44.720497
],
[
1.526527,
1.766459,
1.258113,
1.195723,
1.239367,
1.14087
],
[
178694,
178694,
44303,
706595,
706595,
486098
],
[
-30464,
-30375,
-30464,
-407719,
-343087,
-407719
],
[
35,
33,
36,
35,
33,
36
],
[
45,
42,
49,
45,
42,
49
],
[
25,
25,
25,
25,
25,
25
],
[
11272,
5391,
5881,
11272,
5391,
5881
],
[
15.426145,
0,
25.259479,
15.426145,
0,
25.259479
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
333094,
329842,
-552115,
-382066,
-202005,
-579853
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11372,
"evaluation_days": 1895.33,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1596758400000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759832018967,
"expiration_time": 1764736704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 172,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 47,
"offset": 0,
"multiplier": 2.67589
}
}
}
| # | 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) |
|---|