Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422054.0606 | 288682.7558 | 133371.3048 | 415814.9634 | 245986.5688 | 169828.3946 |
Total P&L (%) | 422.0541 | 288.6828 | 133.3713 | 415.815 | 245.9866 | 169.8284 |
Avg Daily Profit (%) | 0.2241 | 0.1533 | 0.0708 | 0.0872 | 0.0659 | 0.0527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132612 | -136709 | -68649 | -822609 | -729826 | -375964 |
Profit Factor | 1.7092 | 1.7053 | 1.7177 | 1.1249 | 1.1056 | 1.1699 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 79.5918 | 82.1918 | 77.027 | 79.5918 | 82.1918 | 77.027 |
Ratio Avg Win / Avg Loss | 0.4382 | 0.3695 | 0.5123 | 0.2884 | 0.2396 | 0.3489 |
Largest Winning Trade | 96967 | 96967 | 15964 | 285559 | 285559 | 147409 |
Largest Losing Trade | -60878 | -60878 | -59085 | -461358 | -461358 | -342723 |
Avg Bars in Trades | 23 | 43 | 4 | 23 | 43 | 4 |
Avg Bars in Winners | 6 | 10 | 2 | 6 | 10 | 2 |
Avg Bars in Losers | 89 | 193 | 10 | 89 | 193 | 10 |
Bars Traded | 3494 | 3162 | 332 | 3494 | 3162 | 332 |
Profit Streak | 72.4477 | 77.4477 | 72.4477 | 72.4477 | 77.4477 | 72.4477 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521809 | -58532 | -157322 | -155138 | -277076 | -217253 |
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600171200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758969883676, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.95635, "nb": 0.1, "nc": 0.77965 } }, "second_band": { "type": "bbu", "factors": { "length": 96, "offset": 0, "std": 2.03451 } } }
{ "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": [ [ 422054.060559308, 288682.7557998105, 133371.3047594978, 415814.9633510018, 245986.5687733678, 169828.3945776334 ], [ 422.054061, 288.682756, 133.371305, 415.814963, 245.986569, 169.828395 ], [ 0.224139, 0.15331, 0.070829, 0.087164, 0.065939, 0.052729 ], [ 10, 10, 10, 10, 10, 10 ], [ -132612, -136709, -68649, -822609, -729826, -375964 ], [ 1.709164, 1.705283, 1.717713, 1.124943, 1.105648, 1.169885 ], [ 147, 73, 74, 147, 73, 74 ], [ 117, 60, 57, 117, 60, 57 ], [ 30, 13, 17, 30, 13, 17 ], [ 79.591837, 82.191781, 77.027027, 79.591837, 82.191781, 77.027027 ], [ 0.438247, 0.369478, 0.5123, 0.288447, 0.239557, 0.348913 ], [ 96967, 96967, 15964, 285559, 285559, 147409 ], [ -60878, -60878, -59085, -461358, -461358, -342723 ], [ 23, 43, 4, 23, 43, 4 ], [ 6, 10, 2, 6, 10, 2 ], [ 89, 193, 10, 89, 193, 10 ], [ 3494, 3162, 332, 3494, 3162, 332 ], [ 72.447728, 77.447728, 72.447728, 72.447728, 77.447728, 72.447728 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 521809, -58532, -157322, -155138, -277076, -217253 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600171200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758969883676, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.95635, "nb": 0.1, "nc": 0.77965 } }, "second_band": { "type": "bbu", "factors": { "length": 96, "offset": 0, "std": 2.03451 } } }
# | 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) |
---|