| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 346327.9614 | 408207.4739 | -61879.5125 | -64420.8132 | 226509.2229 | -290930.0361 |
| Total P&L (%) | 346.328 | 408.2075 | -61.8795 | -64.4208 | 226.5092 | -290.93 |
| Avg Daily Profit (%) | 0.1827 | 0.2154 | -0.0326 | -0.0545 | 0.0624 | 0 |
| Buy And Hold Return (%) | 22.8272 | 22.8272 | 22.8272 | 22.8272 | 22.8272 | 22.8272 |
| Max Trade Drawdown | -194495 | -132633 | -141175 | -411503 | -201691 | -350758 |
| Profit Factor | 1.2264 | 1.5458 | 0.9208 | 0.9684 | 1.2394 | 0.7329 |
| Total Trades | 351 | 176 | 175 | 351 | 176 | 175 |
| Winning Trades | 143 | 73 | 70 | 143 | 73 | 70 |
| Losing Trades | 208 | 103 | 105 | 208 | 103 | 105 |
| Profitability (%) | 40.7407 | 41.4773 | 40 | 40.7407 | 41.4773 | 40 |
| Ratio Avg Win / Avg Loss | 1.7839 | 2.181 | 1.3813 | 1.4085 | 1.7487 | 1.0994 |
| Largest Winning Trade | 269286 | 269286 | 40634 | 232110 | 232110 | 69993 |
| Largest Losing Trade | -49937 | -39065 | -49937 | -136797 | -85787 | -136797 |
| Avg Bars in Trades | 10 | 10 | 11 | 10 | 10 | 11 |
| Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
| Avg Bars in Losers | 6 | 6 | 7 | 6 | 6 | 7 |
| Bars Traded | 3775 | 1845 | 1930 | 3775 | 1845 | 1930 |
| Profit Streak | 15.7626 | 15.7626 | 28.7626 | 15.7626 | 15.7626 | 28.7626 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 280836 | 300908 | -581354 | -579528 | -110811 | -581354 |
{
"trading_pair": "STORJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3791,
"evaluation_days": 1895.5,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1596412800000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759817886735,
"expiration_time": 1764708336000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 9,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.78295,
"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": [
[
346327.9614235844,
408207.4739426819,
-61879.5125190973,
-64420.8132059223,
226509.2228594895,
-290930.0360654119
],
[
346.327961,
408.207474,
-61.879513,
-64.420813,
226.509223,
-290.930036
],
[
0.182711,
0.215356,
-0.032645,
-0.054504,
0.062446,
0
],
[
22.827225,
22.827225,
22.827225,
22.827225,
22.827225,
22.827225
],
[
-194495,
-132633,
-141175,
-411503,
-201691,
-350758
],
[
1.2264,
1.545753,
0.920844,
0.968354,
1.239374,
0.732941
],
[
351,
176,
175,
351,
176,
175
],
[
143,
73,
70,
143,
73,
70
],
[
208,
103,
105,
208,
103,
105
],
[
40.740741,
41.477273,
40,
40.740741,
41.477273,
40
],
[
1.783855,
2.180993,
1.381266,
1.408514,
1.748706,
1.099412
],
[
269286,
269286,
40634,
232110,
232110,
69993
],
[
-49937,
-39065,
-49937,
-136797,
-85787,
-136797
],
[
10,
10,
11,
10,
10,
11
],
[
16,
16,
16,
16,
16,
16
],
[
6,
6,
7,
6,
6,
7
],
[
3775,
1845,
1930,
3775,
1845,
1930
],
[
15.762578,
15.762578,
28.762578,
15.762578,
15.762578,
28.762578
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
280836,
300908,
-581354,
-579528,
-110811,
-581354
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3791,
"evaluation_days": 1895.5,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1596412800000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759817886735,
"expiration_time": 1764708336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 9,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.78295,
"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) |
|---|