| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 452474.9058 | 334845.7096 | 117629.1963 | -335319.0824 | 20174.2719 | -355493.3543 |
| Total P&L (%) | 452.4749 | 334.8457 | 117.6292 | -335.3191 | 20.1743 | -355.4934 |
| Avg Daily Profit (%) | 0.2404 | 0.1779 | 0.0625 | 0 | 0.0098 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -161906 | -94169 | -185000 | -486185 | -112836 | -425128 |
| Profit Factor | 1.4993 | 1.8396 | 1.2319 | 0.6796 | 1.0517 | 0.4582 |
| Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
| Winning Trades | 161 | 76 | 85 | 117 | 67 | 50 |
| Losing Trades | 115 | 62 | 53 | 159 | 71 | 88 |
| Profitability (%) | 58.3333 | 55.0725 | 61.5942 | 42.3913 | 48.5507 | 36.2319 |
| Ratio Avg Win / Avg Loss | 1.071 | 1.5007 | 0.7681 | 0.9235 | 1.1145 | 0.8065 |
| Largest Winning Trade | 115181 | 115181 | 33180 | 44760 | 43400 | 44760 |
| Largest Losing Trade | -112034 | -48144 | -112034 | -134431 | -32582 | -134431 |
| Avg Bars in Trades | 39 | 44 | 35 | 39 | 44 | 35 |
| Avg Bars in Winners | 35 | 39 | 31 | 43 | 47 | 36 |
| Avg Bars in Losers | 46 | 50 | 41 | 37 | 41 | 34 |
| Bars Traded | 10976 | 6117 | 4859 | 10976 | 6117 | 4859 |
| Profit Streak | 0 | 0 | 0 | 5.6403 | 5.8069 | 5.6403 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 424514 | 410100 | -110176 | -581118 | -350283 | -585616 |
{
"trading_pair": "STORJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11295,
"evaluation_days": 1882.5,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1598184000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758928919469,
"expiration_time": 1763594640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 146,
"na": 0.44119,
"nb": 0.49018,
"nc": 0.1
}
}
} {
"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": [
[
452474.9058281579,
334845.7095591798,
117629.1962689781,
-335319.0823940787,
20174.2718636224,
-355493.3542577012
],
[
452.474906,
334.84571,
117.629196,
-335.319082,
20.174272,
-355.493354
],
[
0.240359,
0.177873,
0.062486,
0,
0.009763,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-161906,
-94169,
-185000,
-486185,
-112836,
-425128
],
[
1.499342,
1.839578,
1.231866,
0.679572,
1.051688,
0.458223
],
[
276,
138,
138,
276,
138,
138
],
[
161,
76,
85,
117,
67,
50
],
[
115,
62,
53,
159,
71,
88
],
[
58.333333,
55.072464,
61.594203,
42.391304,
48.550725,
36.231884
],
[
1.070958,
1.500708,
0.768104,
0.923521,
1.114475,
0.806472
],
[
115181,
115181,
33180,
44760,
43400,
44760
],
[
-112034,
-48144,
-112034,
-134431,
-32582,
-134431
],
[
39,
44,
35,
39,
44,
35
],
[
35,
39,
31,
43,
47,
36
],
[
46,
50,
41,
37,
41,
34
],
[
10976,
6117,
4859,
10976,
6117,
4859
],
[
0,
0,
0,
5.640272,
5.806938,
5.640272
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
424514,
410100,
-110176,
-581118,
-350283,
-585616
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11295,
"evaluation_days": 1882.5,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1598184000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758928919469,
"expiration_time": 1763594640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 146,
"na": 0.44119,
"nb": 0.49018,
"nc": 0.1
}
}
}
| # | 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) |
|---|