| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 576664.4246 | 527936.5291 | 48727.8954 | 147686.1256 | -165715.4917 | 313401.6174 |
| Total P&L (%) | 576.6644 | 527.9365 | 48.7279 | 147.6861 | -165.7155 | 313.4016 |
| Avg Daily Profit (%) | 0.3063 | 0.2804 | 0.0259 | 0.0482 | 0 | 0.0754 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104684 | -97131 | -66425 | -902575 | -874836 | -391661 |
| Profit Factor | 1.9379 | 2.5969 | 1.1714 | 1.0477 | 0.9068 | 1.2374 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Profitability (%) | 39.5833 | 39.5833 | 39.5833 | 39.5833 | 39.5833 | 39.5833 |
| Ratio Avg Win / Avg Loss | 2.9578 | 3.9637 | 1.7879 | 1.5991 | 1.384 | 1.8886 |
| Largest Winning Trade | 509474 | 509474 | 56885 | 333431 | 333431 | 315672 |
| Largest Losing Trade | -39397 | -39397 | -31549 | -447202 | -447202 | -311565 |
| Avg Bars in Trades | 114 | 133 | 94 | 114 | 133 | 94 |
| Avg Bars in Winners | 191 | 215 | 167 | 191 | 215 | 167 |
| Avg Bars in Losers | 63 | 80 | 46 | 63 | 80 | 46 |
| Bars Traded | 10953 | 6426 | 4527 | 10953 | 6426 | 4527 |
| Profit Streak | 0 | 0 | 8.029 | 0 | 0 | 8.029 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 317944 | 349750 | -193887 | -299320 | -583073 | -94721 |
{
"trading_pair": "STORJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11295,
"evaluation_days": 1882.5,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1599480000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758933709620,
"expiration_time": 1763594640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 237,
"offset": 0,
"a": 0.95454
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 186,
"offset": 0,
"std": 1.78934
}
}
} {
"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": [
[
576664.4245879943,
527936.5291427821,
48727.8954452121,
147686.1256409199,
-165715.491719056,
313401.6173599762
],
[
576.664425,
527.936529,
48.727895,
147.686126,
-165.715492,
313.401617
],
[
0.306329,
0.280444,
0.025885,
0.048192,
0,
0.07542
],
[
10,
10,
10,
10,
10,
10
],
[
-104684,
-97131,
-66425,
-902575,
-874836,
-391661
],
[
1.937869,
2.596925,
1.171414,
1.047674,
0.906769,
1.237363
],
[
96,
48,
48,
96,
48,
48
],
[
38,
19,
19,
38,
19,
19
],
[
58,
29,
29,
58,
29,
29
],
[
39.583333,
39.583333,
39.583333,
39.583333,
39.583333,
39.583333
],
[
2.9578,
3.963728,
1.787947,
1.599081,
1.384016,
1.888606
],
[
509474,
509474,
56885,
333431,
333431,
315672
],
[
-39397,
-39397,
-31549,
-447202,
-447202,
-311565
],
[
114,
133,
94,
114,
133,
94
],
[
191,
215,
167,
191,
215,
167
],
[
63,
80,
46,
63,
80,
46
],
[
10953,
6426,
4527,
10953,
6426,
4527
],
[
0,
0,
8.029046,
0,
0,
8.029047
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
317944,
349750,
-193887,
-299320,
-583073,
-94721
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11295,
"evaluation_days": 1882.5,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1599480000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758933709620,
"expiration_time": 1763594640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 237,
"offset": 0,
"a": 0.95454
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 186,
"offset": 0,
"std": 1.78934
}
}
}
| # | 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) |
|---|