Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532765.5823 | 417270.9034 | 115494.6789 | 226735.0418 | 181811.5614 | 44923.4804 |
Total P&L (%) | 532.7656 | 417.2709 | 115.4947 | 226.735 | 181.8116 | 44.9235 |
Avg Daily Profit (%) | 0.283 | 0.2216 | 0.0613 | 0.0629 | 0.055 | 0.0197 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171073 | -112291 | -167379 | -268254 | -219161 | -283128 |
Profit Factor | 1.4203 | 1.7517 | 1.1621 | 1.1028 | 1.1788 | 1.0378 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 130 | 62 | 68 | 130 | 62 | 68 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 59.0909 | 56.3636 | 61.8182 | 59.0909 | 56.3636 | 61.8182 |
Ratio Avg Win / Avg Loss | 0.9833 | 1.3562 | 0.7178 | 0.7634 | 0.9126 | 0.641 |
Largest Winning Trade | 104370 | 104370 | 44183 | 99786 | 99786 | 75926 |
Largest Losing Trade | -66003 | -24993 | -66003 | -117947 | -66667 | -117947 |
Avg Bars in Trades | 33 | 24 | 42 | 33 | 24 | 42 |
Avg Bars in Winners | 31 | 25 | 36 | 31 | 25 | 36 |
Avg Bars in Losers | 37 | 23 | 52 | 37 | 23 | 52 |
Bars Traded | 7391 | 2714 | 4677 | 7391 | 2714 | 4677 |
Profit Streak | 6.0174 | 6.0174 | 13.5174 | 6.0174 | 6.0174 | 13.5174 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410360 | 415958 | -153007 | -214592 | -143386 | -347095 |
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7531, "evaluation_days": 1882.75, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1598896800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758954302311, "expiration_time": 1763595288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 30, "offset": 0, "multiplier": 4.53058 } }, "second_band": { "type": "jma", "factors": { "length": 132, "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": [ [ 532765.5823303022, 417270.903407887, 115494.6789224151, 226735.0417511064, 181811.5613729387, 44923.4803781677 ], [ 532.765582, 417.270903, 115.494679, 226.735042, 181.811561, 44.92348 ], [ 0.282972, 0.221628, 0.061344, 0.062905, 0.055045, 0.019709 ], [ 10, 10, 10, 10, 10, 10 ], [ -171073, -112291, -167379, -268254, -219161, -283128 ], [ 1.42033, 1.751738, 1.162116, 1.102759, 1.178802, 1.037762 ], [ 220, 110, 110, 220, 110, 110 ], [ 130, 62, 68, 130, 62, 68 ], [ 90, 48, 42, 90, 48, 42 ], [ 59.090909, 56.363636, 61.818182, 59.090909, 56.363636, 61.818182 ], [ 0.983306, 1.356184, 0.717778, 0.763449, 0.912621, 0.640971 ], [ 104370, 104370, 44183, 99786, 99786, 75926 ], [ -66003, -24993, -66003, -117947, -66667, -117947 ], [ 33, 24, 42, 33, 24, 42 ], [ 31, 25, 36, 31, 25, 36 ], [ 37, 23, 52, 37, 23, 52 ], [ 7391, 2714, 4677, 7391, 2714, 4677 ], [ 6.017388, 6.017388, 13.517388, 6.017388, 6.017388, 13.517388 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 410360, 415958, -153007, -214592, -143386, -347095 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7531, "evaluation_days": 1882.75, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1598896800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758954302311, "expiration_time": 1763595288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 30, "offset": 0, "multiplier": 4.53058 } }, "second_band": { "type": "jma", "factors": { "length": 132, "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) |
---|