Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 910499.9336 | 594987.7604 | 315512.1732 | 22883647.0378 | 20013877.439 | 2869769.5988 |
Total P&L (%) | 910.4999 | 594.9878 | 315.5122 | 22883.647 | 20013.8774 | 2869.7696 |
Avg Daily Profit (%) | 0.4825 | 0.3153 | 0.1672 | 0.2886 | 0.2815 | 0.1799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69123 | -51487 | -101006 | -16635065 | -12008163 | -13957125 |
Profit Factor | 1.8184 | 2.4822 | 1.4436 | 1.1864 | 1.419 | 1.0383 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 146 | 77 | 69 | 146 | 77 | 69 |
Losing Trades | 96 | 44 | 52 | 96 | 44 | 52 |
Profitability (%) | 60.3306 | 63.6364 | 57.0248 | 60.3306 | 63.6364 | 57.0248 |
Ratio Avg Win / Avg Loss | 1.1956 | 1.4184 | 1.088 | 0.7801 | 0.8109 | 0.7825 |
Largest Winning Trade | 102419 | 102419 | 40217 | 8802844 | 6971802 | 8802844 |
Largest Losing Trade | -60995 | -28687 | -60995 | -8565114 | -5541577 | -8565114 |
Avg Bars in Trades | 22 | 17 | 28 | 22 | 17 | 28 |
Avg Bars in Winners | 24 | 15 | 33 | 24 | 15 | 33 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 5531 | 2094 | 3437 | 5531 | 2094 | 3437 |
Profit Streak | 44.4151 | 0 | 46.4151 | 44.4151 | 0 | 46.4151 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 584231 | 520405 | 353378 | -4936 | 348893 | -170733 |
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5661, "evaluation_days": 1887, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1598313600000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759082265859, "expiration_time": 1763966304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 78, "offset": 0, "multiplier": 3.37855 } }, "second_band": { "type": "sinwma", "factors": { "length": 52, "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": [ [ 910499.93359439, 594987.7603738164, 315512.1732205743, 22883647.037798364, 20013877.439011615, 2869769.5987867434 ], [ 910.499934, 594.98776, 315.512173, 22883.647038, 20013.877439, 2869.769599 ], [ 0.482512, 0.315309, 0.167203, 0.288564, 0.281476, 0.179868 ], [ 10, 10, 10, 10, 10, 10 ], [ -69123, -51487, -101006, -16635065, -12008163, -13957125 ], [ 1.818362, 2.482245, 1.443647, 1.186386, 1.419048, 1.038256 ], [ 242, 121, 121, 242, 121, 121 ], [ 146, 77, 69, 146, 77, 69 ], [ 96, 44, 52, 96, 44, 52 ], [ 60.330579, 63.636364, 57.024793, 60.330579, 63.636364, 57.024793 ], [ 1.195635, 1.418426, 1.087966, 0.780089, 0.810884, 0.782454 ], [ 102419, 102419, 40217, 8802844, 6971802, 8802844 ], [ -60995, -28687, -60995, -8565114, -5541577, -8565114 ], [ 22, 17, 28, 22, 17, 28 ], [ 24, 15, 33, 24, 15, 33 ], [ 21, 20, 21, 21, 20, 21 ], [ 5531, 2094, 3437, 5531, 2094, 3437 ], [ 44.415114, 0, 46.415114, 44.415114, 0, 46.415114 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 584231, 520405, 353378, -4936, 348893, -170733 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5661, "evaluation_days": 1887, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1598313600000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759082265859, "expiration_time": 1763966304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 78, "offset": 0, "multiplier": 3.37855 } }, "second_band": { "type": "sinwma", "factors": { "length": 52, "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) |
---|