| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 478417.3356 | 401425.9168 | 76991.4189 | 225344.9979 | 565738.2966 | -340393.2987 |
| Total P&L (%) | 478.4173 | 401.4259 | 76.9914 | 225.345 | 565.7383 | -340.3933 |
| Avg Daily Profit (%) | 0.2541 | 0.2132 | 0.0409 | 0.0627 | 0.1007 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -131470 | -142575 | -100749 | -897047 | -597253 | -931684 |
| Profit Factor | 1.4762 | 1.7787 | 1.1574 | 1.0558 | 1.2991 | 0.8416 |
| Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
| Winning Trades | 97 | 45 | 52 | 97 | 45 | 52 |
| Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
| Profitability (%) | 53.8889 | 50 | 57.7778 | 53.8889 | 50 | 57.7778 |
| Ratio Avg Win / Avg Loss | 1.2631 | 1.7787 | 0.8458 | 0.9034 | 1.2991 | 0.615 |
| Largest Winning Trade | 145495 | 145495 | 40263 | 407577 | 407577 | 195125 |
| Largest Losing Trade | -45291 | -37873 | -45291 | -469309 | -250322 | -469309 |
| Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
| Avg Bars in Winners | 19 | 18 | 20 | 19 | 18 | 20 |
| Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
| Bars Traded | 3536 | 1769 | 1767 | 3536 | 1769 | 1767 |
| Profit Streak | 4.6108 | 4.6108 | 136.1108 | 4.6108 | 4.6108 | 136.1108 |
| Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 424237 | 411191 | -184963 | -267542 | -57693 | -578357 |
{
"trading_pair": "STORJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3766,
"evaluation_days": 1883,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1605484800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758854375967,
"expiration_time": 1763595936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
{
"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": [
[
478417.3356478406,
401425.9167747382,
76991.418873103,
225344.997888976,
565738.2966020083,
-340393.2987130322
],
[
478.417336,
401.425917,
76.991419,
225.344998,
565.738297,
-340.393299
],
[
0.254072,
0.213184,
0.040888,
0.062671,
0.100727,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-131470,
-142575,
-100749,
-897047,
-597253,
-931684
],
[
1.476153,
1.77872,
1.157363,
1.055778,
1.299149,
0.841597
],
[
180,
90,
90,
180,
90,
90
],
[
97,
45,
52,
97,
45,
52
],
[
83,
45,
38,
83,
45,
38
],
[
53.888889,
50,
57.777778,
53.888889,
50,
57.777778
],
[
1.2631,
1.77872,
0.845765,
0.903397,
1.299149,
0.615013
],
[
145495,
145495,
40263,
407577,
407577,
195125
],
[
-45291,
-37873,
-45291,
-469309,
-250322,
-469309
],
[
19,
19,
19,
19,
19,
19
],
[
19,
18,
20,
19,
18,
20
],
[
19,
20,
18,
19,
20,
18
],
[
3536,
1769,
1767,
3536,
1769,
1767
],
[
4.610833,
4.610833,
136.110833,
4.610833,
4.610833,
136.110833
],
[
2,
1,
6,
2,
1,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
424237,
411191,
-184963,
-267542,
-57693,
-578357
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3766,
"evaluation_days": 1883,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1605484800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758854375967,
"expiration_time": 1763595936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|