| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 902947.1617 | 623223.9172 | 279723.2446 | 12953910.8047 | 10918028.7524 | 2035882.0523 |
| Total P&L (%) | 902.9472 | 623.2239 | 279.7232 | 12953.9108 | 10918.0288 | 2035.8821 |
| Avg Daily Profit (%) | 0.4754 | 0.3281 | 0.1473 | 0.2568 | 0.2479 | 0.1613 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -74715 | -92493 | -66801 | -13952754 | -6934486 | -11771106 |
| Profit Factor | 1.9479 | 2.1701 | 1.6661 | 1.2121 | 1.3463 | 1.0689 |
| Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
| Winning Trades | 116 | 52 | 64 | 116 | 52 | 64 |
| Losing Trades | 100 | 56 | 44 | 100 | 56 | 44 |
| Profitability (%) | 53.7037 | 48.1481 | 59.2593 | 53.7037 | 48.1481 | 59.2593 |
| Ratio Avg Win / Avg Loss | 1.6792 | 2.337 | 1.1455 | 1.0449 | 1.4499 | 0.7349 |
| Largest Winning Trade | 141604 | 141604 | 45905 | 10071038 | 10071038 | 2866126 |
| Largest Losing Trade | -49963 | -37867 | -49963 | -10097372 | -2240959 | -10097372 |
| Avg Bars in Trades | 33 | 34 | 33 | 33 | 34 | 33 |
| Avg Bars in Winners | 39 | 38 | 40 | 39 | 38 | 40 |
| Avg Bars in Losers | 27 | 30 | 22 | 27 | 30 | 22 |
| Bars Traded | 7313 | 3710 | 3603 | 7313 | 3710 | 3603 |
| Profit Streak | 22.9374 | 0 | 29.4374 | 22.9374 | 0 | 29.4374 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 584944 | 441871 | 254215 | 368194 | 281758 | -137194 |
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7598,
"evaluation_days": 1899.5,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1599328800000,
"last_datapoint_time": 1760162400000,
"evaluation_time": 1760178590727,
"expiration_time": 1765085904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 152,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 16,
"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": [
[
902947.1617430745,
623223.9171508403,
279723.2445922338,
12953910.80469232,
10918028.752362933,
2035882.0523293791
],
[
902.947162,
623.223917,
279.723245,
12953.910805,
10918.028752,
2035.882052
],
[
0.47536,
0.328099,
0.147262,
0.2568,
0.247852,
0.161302
],
[
10,
10,
10,
10,
10,
10
],
[
-74715,
-92493,
-66801,
-13952754,
-6934486,
-11771106
],
[
1.947908,
2.170081,
1.66611,
1.212133,
1.346296,
1.068926
],
[
216,
108,
108,
216,
108,
108
],
[
116,
52,
64,
116,
52,
64
],
[
100,
56,
44,
100,
56,
44
],
[
53.703704,
48.148148,
59.259259,
53.703704,
48.148148,
59.259259
],
[
1.679231,
2.33701,
1.145451,
1.044942,
1.449857,
0.734887
],
[
141604,
141604,
45905,
10071038,
10071038,
2866126
],
[
-49963,
-37867,
-49963,
-10097372,
-2240959,
-10097372
],
[
33,
34,
33,
33,
34,
33
],
[
39,
38,
40,
39,
38,
40
],
[
27,
30,
22,
27,
30,
22
],
[
7313,
3710,
3603,
7313,
3710,
3603
],
[
22.937393,
0,
29.437393,
22.937393,
0,
29.437393
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
584944,
441871,
254215,
368194,
281758,
-137194
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7598,
"evaluation_days": 1899.5,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1599328800000,
"last_datapoint_time": 1760162400000,
"evaluation_time": 1760178590727,
"expiration_time": 1765085904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 152,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 16,
"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) |
|---|