| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 132855.2339 | 292530.7276 | -159675.4937 | -99207.6324 | 17565.5861 | -116773.2185 |
| Total P&L (%) | 132.8552 | 292.5307 | -159.6755 | -99.2076 | 17.5656 | -116.7732 |
| Avg Daily Profit (%) | 0.0706 | 0.1554 | -0.0848 | -0.2566 | 0.0086 | 0 |
| Buy And Hold Return (%) | 27.1658 | 27.1658 | 27.1658 | 27.1658 | 27.1658 | 27.1658 |
| Max Trade Drawdown | -213696 | -90697 | -315574 | -114489 | -38304 | -118762 |
| Profit Factor | 1.0634 | 1.3368 | 0.8698 | 0.6119 | 1.2182 | 0.3331 |
| Total Trades | 479 | 240 | 239 | 479 | 240 | 239 |
| Winning Trades | 253 | 125 | 128 | 253 | 125 | 128 |
| Losing Trades | 226 | 115 | 111 | 226 | 115 | 111 |
| Profitability (%) | 52.8184 | 52.0833 | 53.5565 | 52.8184 | 52.0833 | 53.5565 |
| Ratio Avg Win / Avg Loss | 0.9499 | 1.2298 | 0.7543 | 0.5466 | 1.1207 | 0.2889 |
| Largest Winning Trade | 78440 | 78440 | 37764 | 30817 | 30817 | 8394 |
| Largest Losing Trade | -79333 | -28338 | -79333 | -44265 | -17008 | -44265 |
| Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
| Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
| Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
| Bars Traded | 3761 | 1878 | 1883 | 3761 | 1878 | 1883 |
| Profit Streak | 0 | 0 | 17.0652 | 0 | 0 | 17.0652 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -249467 | 316659 | -578773 | -577631 | -346293 | -578773 |
{
"trading_pair": "STORJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3766,
"evaluation_days": 1883,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1596067200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758893636776,
"expiration_time": 1763595936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.94379,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.82443,
"nb": 0.1,
"nc": 0.7447
}
}
}
{
"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": [
[
132855.2338670315,
292530.7275927866,
-159675.493725755,
-99207.6323923021,
17565.5860777934,
-116773.2184700954
],
[
132.855234,
292.530728,
-159.675494,
-99.207632,
17.565586,
-116.773218
],
[
0.070555,
0.155354,
-0.084798,
-0.256595,
0.008594,
0
],
[
27.165775,
27.165775,
27.165775,
27.165775,
27.165775,
27.165775
],
[
-213696,
-90697,
-315574,
-114489,
-38304,
-118762
],
[
1.063403,
1.33676,
0.869837,
0.611868,
1.218203,
0.333113
],
[
479,
240,
239,
479,
240,
239
],
[
253,
125,
128,
253,
125,
128
],
[
226,
115,
111,
226,
115,
111
],
[
52.818372,
52.083333,
53.556485,
52.818372,
52.083333,
53.556485
],
[
0.949918,
1.229819,
0.754312,
0.54657,
1.120747,
0.288872
],
[
78440,
78440,
37764,
30817,
30817,
8394
],
[
-79333,
-28338,
-79333,
-44265,
-17008,
-44265
],
[
7,
7,
7,
7,
7,
7
],
[
8,
8,
8,
8,
8,
8
],
[
7,
7,
7,
7,
7,
7
],
[
3761,
1878,
1883,
3761,
1878,
1883
],
[
0,
0,
17.06524,
0,
0,
17.06524
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-249467,
316659,
-578773,
-577631,
-346293,
-578773
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3766,
"evaluation_days": 1883,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1596067200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758893636776,
"expiration_time": 1763595936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.94379,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.82443,
"nb": 0.1,
"nc": 0.7447
}
}
}
| # | 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) |
|---|