| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 342271.528 | 316293.861 | 25977.667 | -52681.8303 | 255437.2299 | -308119.0602 |
| Total P&L (%) | 342.2715 | 316.2939 | 25.9777 | -52.6818 | 255.4372 | -308.1191 |
| Avg Daily Profit (%) | 0.1811 | 0.1674 | 0.0137 | -0.0396 | 0.0671 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -147232 | -99694 | -165995 | -310567 | -118552 | -410388 |
| Profit Factor | 1.2142 | 1.4173 | 1.0309 | 0.9636 | 1.458 | 0.6536 |
| Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
| Winning Trades | 191 | 99 | 92 | 191 | 99 | 92 |
| Losing Trades | 123 | 58 | 65 | 123 | 58 | 65 |
| Profitability (%) | 60.828 | 63.0573 | 58.5987 | 60.828 | 63.0573 | 58.5987 |
| Ratio Avg Win / Avg Loss | 0.7819 | 0.8303 | 0.7284 | 0.6205 | 0.8542 | 0.4618 |
| Largest Winning Trade | 96967 | 96967 | 33361 | 161320 | 161320 | 28619 |
| Largest Losing Trade | -59085 | -44499 | -59085 | -193613 | -78655 | -193613 |
| Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
| Avg Bars in Winners | 10 | 8 | 12 | 10 | 8 | 12 |
| Avg Bars in Losers | 13 | 14 | 13 | 13 | 14 | 13 |
| Bars Traded | 3687 | 1681 | 2006 | 3687 | 1681 | 2006 |
| Profit Streak | 0 | 0 | 18.1493 | 0 | 0 | 18.1493 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 312334 | 313698 | -363907 | -577454 | -101665 | -578554 |
{
"trading_pair": "STORJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3779,
"evaluation_days": 1889.5,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1599652800000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759289702653,
"expiration_time": 1764174384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 83,
"offset": 0,
"multiplier": 2.13069
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
342271.5279562441,
316293.8609970511,
25977.6669591931,
-52681.8303398948,
255437.2298759216,
-308119.0602158167
],
[
342.271528,
316.293861,
25.977667,
-52.68183,
255.43723,
-308.11906
],
[
0.181144,
0.167396,
0.013748,
-0.039594,
0.06714,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-147232,
-99694,
-165995,
-310567,
-118552,
-410388
],
[
1.214155,
1.417288,
1.030916,
0.9636,
1.45802,
0.653638
],
[
314,
157,
157,
314,
157,
157
],
[
191,
99,
92,
191,
99,
92
],
[
123,
58,
65,
123,
58,
65
],
[
60.828025,
63.057325,
58.598726,
60.828025,
63.057325,
58.598726
],
[
0.78189,
0.83033,
0.728365,
0.620538,
0.854193,
0.46181
],
[
96967,
96967,
33361,
161320,
161320,
28619
],
[
-59085,
-44499,
-59085,
-193613,
-78655,
-193613
],
[
11,
10,
12,
11,
10,
12
],
[
10,
8,
12,
10,
8,
12
],
[
13,
14,
13,
13,
14,
13
],
[
3687,
1681,
2006,
3687,
1681,
2006
],
[
0,
0,
18.149336,
0,
0,
18.149336
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312334,
313698,
-363907,
-577454,
-101665,
-578554
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3779,
"evaluation_days": 1889.5,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1599652800000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759289702653,
"expiration_time": 1764174384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 83,
"offset": 0,
"multiplier": 2.13069
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|