| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 269094.0786 | 245937.4312 | 23156.6474 | 16729585.2322 | 2391252.9481 | 14338332.2842 |
| Total P&L (%) | 269.0941 | 245.9374 | 23.1566 | 16729.5852 | 2391.2529 | 14338.3323 |
| Avg Daily Profit (%) | 0.1423 | 0.1301 | 0.0122 | 0.2714 | 0.1702 | 0.2633 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -261788 | -36951 | -261788 | -8079314 | -2927781 | -5151532 |
| Profit Factor | 1.4339 | 3.1482 | 1.0458 | 2.1635 | 1.3911 | 2.7349 |
| Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
| Winning Trades | 131 | 61 | 70 | 69 | 36 | 33 |
| Losing Trades | 28 | 19 | 9 | 90 | 44 | 46 |
| Profitability (%) | 82.3899 | 76.25 | 88.6076 | 43.3962 | 45 | 41.7722 |
| Ratio Avg Win / Avg Loss | 0.3065 | 0.9806 | 0.1345 | 2.8219 | 1.7002 | 3.8122 |
| Largest Winning Trade | 38852 | 38852 | 23335 | 9475638 | 843789 | 9475638 |
| Largest Losing Trade | -261788 | -30764 | -261788 | -1313736 | -901298 | -1313736 |
| Avg Bars in Trades | 33 | 14 | 54 | 33 | 14 | 54 |
| Avg Bars in Winners | 18 | 7 | 27 | 36 | 15 | 59 |
| Avg Bars in Losers | 107 | 36 | 257 | 32 | 12 | 50 |
| Bars Traded | 5394 | 1123 | 4271 | 5394 | 1123 | 4271 |
| Profit Streak | 104.4996 | 104.4996 | 124.833 | 104.4996 | 104.4996 | 124.833 |
| Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 103292 | -30303 | -373581 | 449974 | -10235 | -14906 |
{
"trading_pair": "STORJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5673,
"evaluation_days": 1891,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1599984000000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759435168647,
"expiration_time": 1764322272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 137,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
269094.0786073905,
245937.4312068731,
23156.6474005173,
16729585.23222987,
2391252.9480791274,
14338332.284150742
],
[
269.094079,
245.937431,
23.156647,
16729.585232,
2391.252948,
14338.332284
],
[
0.142303,
0.130057,
0.012246,
0.271427,
0.17018,
0.263301
],
[
10,
10,
10,
10,
10,
10
],
[
-261788,
-36951,
-261788,
-8079314,
-2927781,
-5151532
],
[
1.433926,
3.148174,
1.045796,
2.163461,
1.391088,
2.734869
],
[
159,
80,
79,
159,
80,
79
],
[
131,
61,
70,
69,
36,
33
],
[
28,
19,
9,
90,
44,
46
],
[
82.389937,
76.25,
88.607595,
43.396226,
45,
41.772152
],
[
0.306488,
0.980579,
0.134459,
2.821905,
1.700218,
3.812242
],
[
38852,
38852,
23335,
9475638,
843789,
9475638
],
[
-261788,
-30764,
-261788,
-1313736,
-901298,
-1313736
],
[
33,
14,
54,
33,
14,
54
],
[
18,
7,
27,
36,
15,
59
],
[
107,
36,
257,
32,
12,
50
],
[
5394,
1123,
4271,
5394,
1123,
4271
],
[
104.499637,
104.499637,
124.83297,
104.499637,
104.499637,
124.83297
],
[
6,
3,
6,
6,
3,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
103292,
-30303,
-373581,
449974,
-10235,
-14906
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5673,
"evaluation_days": 1891,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1599984000000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759435168647,
"expiration_time": 1764322272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 137,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|