Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1388802.6856 | 1365277.9272 | 23524.7584 | 100005.0242 | 17384.8527 | 82620.1715 |
Total P&L (%) | 1388.8027 | 1365.2779 | 23.5248 | 100.005 | 17.3849 | 82.6202 |
Avg Daily Profit (%) | 0.7324 | 0.72 | 0.0124 | 0.0366 | 0.0085 | 0.0318 |
Buy And Hold Return (%) | 23.022 | 23.022 | 23.022 | 23.022 | 23.022 | 23.022 |
Max Trade Drawdown | -140427 | -141845 | -11969 | -1278544 | -1318839 | -134928 |
Profit Factor | 3.8796 | 4.0206 | 1.7764 | 1.03 | 1.0056 | 1.3954 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 47.619 | 38.7097 | 56.25 | 47.619 | 38.7097 | 56.25 |
Ratio Avg Win / Avg Loss | 4.2676 | 6.366 | 1.3816 | 1.133 | 1.5922 | 1.0853 |
Largest Winning Trade | 1316923 | 1316923 | 12865 | 1336224 | 1336224 | 87110 |
Largest Losing Trade | -59485 | -59485 | -6406 | -527715 | -527715 | -86198 |
Avg Bars in Trades | 119 | 241 | 1 | 119 | 241 | 1 |
Avg Bars in Winners | 115 | 286 | 1 | 115 | 286 | 1 |
Avg Bars in Losers | 122 | 212 | 1 | 122 | 212 | 1 |
Bars Traded | 7511 | 7477 | 34 | 7511 | 7477 | 34 |
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 | -132364 | 544614 | -331935 | -485386 | -565032 | -151319 |
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7585, "evaluation_days": 1896.25, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596240000000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759890404858, "expiration_time": 1764796680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 162, "offset": 0, "std": 2.35886 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": [ [ 1388802.685620527, 1365277.9271808595, 23524.7584396681, 100005.0241874906, 17384.8527169901, 82620.1714705003 ], [ 1388.802686, 1365.277927, 23.524758, 100.005024, 17.384853, 82.620171 ], [ 0.732394, 0.719988, 0.012406, 0.036562, 0.008453, 0.031764 ], [ 23.021978, 23.021978, 23.021978, 23.021978, 23.021978, 23.021978 ], [ -140427, -141845, -11969, -1278544, -1318839, -134928 ], [ 3.879603, 4.020604, 1.776364, 1.030036, 1.005571, 1.395439 ], [ 63, 31, 32, 63, 31, 32 ], [ 30, 12, 18, 30, 12, 18 ], [ 33, 19, 14, 33, 19, 14 ], [ 47.619048, 38.709677, 56.25, 47.619048, 38.709677, 56.25 ], [ 4.267564, 6.365957, 1.381616, 1.13304, 1.592154, 1.085341 ], [ 1316923, 1316923, 12865, 1336224, 1336224, 87110 ], [ -59485, -59485, -6406, -527715, -527715, -86198 ], [ 119, 241, 1, 119, 241, 1 ], [ 115, 286, 1, 115, 286, 1 ], [ 122, 212, 1, 122, 212, 1 ], [ 7511, 7477, 34, 7511, 7477, 34 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -132364, 544614, -331935, -485386, -565032, -151319 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7585, "evaluation_days": 1896.25, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596240000000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759890404858, "expiration_time": 1764796680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 162, "offset": 0, "std": 2.35886 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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) |
---|