| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 345898.3282 | 341863.6496 | 4034.6786 | 28428.2225 | 298238.5675 | -269810.3449 |
| Total P&L (%) | 345.8983 | 341.8637 | 4.0347 | 28.4282 | 298.2386 | -269.8103 |
| Avg Daily Profit (%) | 0.1835 | 0.1814 | 0.0021 | 0.0133 | 0.0733 | 0 |
| Buy And Hold Return (%) | 10.0648 | 10.0648 | 10.0648 | 10.0648 | 10.0648 | 10.0648 |
| Max Trade Drawdown | -205455 | -118422 | -130684 | -722836 | -401478 | -510583 |
| Profit Factor | 1.2141 | 1.4027 | 1.0053 | 1.0093 | 1.199 | 0.8278 |
| Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
| Winning Trades | 206 | 107 | 99 | 206 | 107 | 99 |
| Losing Trades | 178 | 85 | 93 | 178 | 85 | 93 |
| Profitability (%) | 53.6458 | 55.7292 | 51.5625 | 53.6458 | 55.7292 | 51.5625 |
| Ratio Avg Win / Avg Loss | 1.0491 | 1.1143 | 0.9443 | 0.8721 | 0.9525 | 0.7776 |
| Largest Winning Trade | 81647 | 81647 | 41914 | 161240 | 161240 | 133921 |
| Largest Losing Trade | -36576 | -36576 | -36183 | -146366 | -144296 | -146366 |
| Avg Bars in Trades | 14 | 15 | 14 | 14 | 15 | 14 |
| Avg Bars in Winners | 15 | 16 | 14 | 15 | 16 | 14 |
| Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
| Bars Traded | 5616 | 2921 | 2695 | 5616 | 2921 | 2695 |
| Profit Streak | 0 | 0 | 15.5339 | 0 | 0 | 15.5339 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 352693 | 347170 | -570622 | -387605 | -96798 | -579266 |
{
"trading_pair": "STORJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5654,
"evaluation_days": 1884.67,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1596758400000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758890931651,
"expiration_time": 1763758656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 25,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
345898.328176487,
341863.6495654866,
4034.6786110003,
28428.2225271159,
298238.5674529932,
-269810.3449258773
],
[
345.898328,
341.86365,
4.034679,
28.428223,
298.238567,
-269.810345
],
[
0.183533,
0.181392,
0.002141,
0.013276,
0.073349,
0
],
[
10.064773,
10.064773,
10.064773,
10.064773,
10.064773,
10.064773
],
[
-205455,
-118422,
-130684,
-722836,
-401478,
-510583
],
[
1.214101,
1.402685,
1.005263,
1.009275,
1.19903,
0.827782
],
[
384,
192,
192,
384,
192,
192
],
[
206,
107,
99,
206,
107,
99
],
[
178,
85,
93,
178,
85,
93
],
[
53.645833,
55.729167,
51.5625,
53.645833,
55.729167,
51.5625
],
[
1.049078,
1.114282,
0.944338,
0.872092,
0.952501,
0.777614
],
[
81647,
81647,
41914,
161240,
161240,
133921
],
[
-36576,
-36576,
-36183,
-146366,
-144296,
-146366
],
[
14,
15,
14,
14,
15,
14
],
[
15,
16,
14,
15,
16,
14
],
[
13,
13,
14,
13,
13,
14
],
[
5616,
2921,
2695,
5616,
2921,
2695
],
[
0,
0,
15.533931,
0,
0,
15.533931
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
352693,
347170,
-570622,
-387605,
-96798,
-579266
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5654,
"evaluation_days": 1884.67,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1596758400000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758890931651,
"expiration_time": 1763758656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 25,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|