Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541954.1702 | 435483.5919 | 106470.5783 | 216916.6055 | -311846.0181 | 528762.6236 |
Total P&L (%) | 541.9542 | 435.4836 | 106.4706 | 216.9166 | -311.846 | 528.7626 |
Avg Daily Profit (%) | 0.2878 | 0.2313 | 0.0565 | 0.0613 | 0 | 0.0977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152005 | -79712 | -135899 | -1898927 | -1295094 | -1479040 |
Profit Factor | 1.9461 | 2.5974 | 1.3546 | 1.0442 | 0.8657 | 1.2046 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 54.5455 | 47.7273 | 61.3636 | 54.5455 | 47.7273 | 61.3636 |
Ratio Avg Win / Avg Loss | 1.6217 | 2.8447 | 0.8529 | 0.8702 | 0.9481 | 0.7585 |
Largest Winning Trade | 298632 | 298632 | 40123 | 528577 | 408303 | 528577 |
Largest Losing Trade | -84461 | -31544 | -84461 | -1040149 | -367110 | -1040149 |
Avg Bars in Trades | 39 | 31 | 47 | 39 | 31 | 47 |
Avg Bars in Winners | 44 | 35 | 51 | 44 | 35 | 51 |
Avg Bars in Losers | 33 | 27 | 42 | 33 | 27 | 42 |
Bars Traded | 3472 | 1370 | 2102 | 3472 | 1370 | 2102 |
Profit Streak | 55.2244 | 103.7244 | 0 | 55.2244 | 103.7244 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499341 | 452766 | -117133 | -283272 | -581042 | -62771 |
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600560000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758864188691, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 105, "offset": 0 } } }
{ "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": [ [ 541954.1702419615, 435483.5919130106, 106470.5783289511, 216916.6055336938, -311846.0181110261, 528762.62364472 ], [ 541.95417, 435.483592, 106.470578, 216.916606, -311.846018, 528.762624 ], [ 0.287814, 0.231271, 0.056543, 0.061276, 0, 0.097689 ], [ 10, 10, 10, 10, 10, 10 ], [ -152005, -79712, -135899, -1898927, -1295094, -1479040 ], [ 1.946075, 2.597353, 1.354646, 1.044218, 0.865672, 1.204623 ], [ 88, 44, 44, 88, 44, 44 ], [ 48, 21, 27, 48, 21, 27 ], [ 40, 23, 17, 40, 23, 17 ], [ 54.545455, 47.727273, 61.363636, 54.545455, 47.727273, 61.363636 ], [ 1.621729, 2.84472, 0.852925, 0.870182, 0.948117, 0.758466 ], [ 298632, 298632, 40123, 528577, 408303, 528577 ], [ -84461, -31544, -84461, -1040149, -367110, -1040149 ], [ 39, 31, 47, 39, 31, 47 ], [ 44, 35, 51, 44, 35, 51 ], [ 33, 27, 42, 33, 27, 42 ], [ 3472, 1370, 2102, 3472, 1370, 2102 ], [ 55.224406, 103.724406, 0, 55.224406, 103.724406, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 499341, 452766, -117133, -283272, -581042, -62771 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600560000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758864188691, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 105, "offset": 0 } } }
# | 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) |
---|