Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339037.2422 | 338754.8339 | 282.4084 | -85967.079 | 124754.9532 | -210722.0322 |
Total P&L (%) | 339.0372 | 338.7548 | 0.2824 | -85.9671 | 124.755 | -210.722 |
Avg Daily Profit (%) | 0.1789 | 0.1787 | 0.0001 | -0.1036 | 0.0427 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166534 | -101461 | -117960 | -354141 | -127966 | -293406 |
Profit Factor | 1.4043 | 1.8389 | 1.0006 | 0.9008 | 1.3622 | 0.5963 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 41 | 25 | 16 | 41 | 25 | 16 |
Profitability (%) | 53.4091 | 43.1818 | 63.6364 | 53.4091 | 43.1818 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.225 | 2.4196 | 0.5718 | 0.7858 | 1.7923 | 0.3407 |
Largest Winning Trade | 123139 | 123139 | 52606 | 186410 | 186410 | 32456 |
Largest Losing Trade | -86566 | -40965 | -86566 | -273784 | -59271 | -273784 |
Avg Bars in Trades | 83 | 88 | 78 | 83 | 88 | 78 |
Avg Bars in Winners | 87 | 98 | 80 | 87 | 98 | 80 |
Avg Bars in Losers | 78 | 80 | 75 | 78 | 80 | 75 |
Bars Traded | 7326 | 3879 | 3447 | 7326 | 3879 | 3447 |
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 | 318190 | 300082 | -578039 | -580101 | -136839 | -578951 |
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7581, "evaluation_days": 1895.25, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599782400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759812911609, "expiration_time": 1764707688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 139, "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": [ [ 339037.24221792, 338754.8338627322, 282.4083551878, -85967.0789555919, 124754.9532263631, -210722.0321819549 ], [ 339.037242, 338.754834, 0.282408, -85.967079, 124.754953, -210.722032 ], [ 0.178888, 0.178739, 0.000149, -0.103561, 0.042739, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -166534, -101461, -117960, -354141, -127966, -293406 ], [ 1.404275, 1.838907, 1.000649, 0.900776, 1.362173, 0.596265 ], [ 88, 44, 44, 88, 44, 44 ], [ 47, 19, 28, 47, 19, 28 ], [ 41, 25, 16, 41, 25, 16 ], [ 53.409091, 43.181818, 63.636364, 53.409091, 43.181818, 63.636364 ], [ 1.225006, 2.419614, 0.5718, 0.785783, 1.792333, 0.340723 ], [ 123139, 123139, 52606, 186410, 186410, 32456 ], [ -86566, -40965, -86566, -273784, -59271, -273784 ], [ 83, 88, 78, 83, 88, 78 ], [ 87, 98, 80, 87, 98, 80 ], [ 78, 80, 75, 78, 80, 75 ], [ 7326, 3879, 3447, 7326, 3879, 3447 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 318190, 300082, -578039, -580101, -136839, -578951 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7581, "evaluation_days": 1895.25, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599782400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759812911609, "expiration_time": 1764707688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 139, "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) |
---|