Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132712.1571 | 170454.8257 | -37742.6686 | 19728589.771 | 5128171.663 | 14600418.108 |
Total P&L (%) | 132.7122 | 170.4548 | -37.7427 | 19728.5898 | 5128.1717 | 14600.4181 |
Avg Daily Profit (%) | 0.0698 | 0.0897 | -0.0199 | 0.2788 | 0.2085 | 0.263 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -301188 | -30279 | -301188 | -3428163 | -663812 | -3042392 |
Profit Factor | 1.2313 | 3.0321 | 0.923 | 4.3581 | 3.5023 | 4.8165 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 96 | 47 | 49 | 62 | 32 | 30 |
Losing Trades | 20 | 11 | 9 | 54 | 26 | 28 |
Profitability (%) | 82.7586 | 81.0345 | 84.4828 | 53.4483 | 55.1724 | 51.7241 |
Ratio Avg Win / Avg Loss | 0.2565 | 0.7096 | 0.1695 | 3.7957 | 2.8456 | 4.4954 |
Largest Winning Trade | 31100 | 29479 | 31100 | 4773339 | 1142363 | 4773339 |
Largest Losing Trade | -301188 | -30279 | -301188 | -653106 | -408026 | -653106 |
Avg Bars in Trades | 31 | 6 | 55 | 31 | 6 | 55 |
Avg Bars in Winners | 18 | 4 | 32 | 30 | 5 | 56 |
Avg Bars in Losers | 91 | 16 | 182 | 32 | 7 | 54 |
Bars Traded | 3613 | 394 | 3219 | 3613 | 394 | 3219 |
Profit Streak | 132.9789 | 189.9789 | 132.9789 | 132.9789 | 189.9789 | 132.9789 |
Trades During Streak | 14 | 9 | 7 | 14 | 9 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95255 | -244445 | -755026 | 664903 | -162782 | -162112 |
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3800, "evaluation_days": 1900, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600689600000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760225380058, "expiration_time": 1765108800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 108, "offset": 0, "std": 1.60896 } } }
{ "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": [ [ 132712.1570643762, 170454.8257045887, -37742.6686402125, 19728589.771040283, 5128171.662997846, 14600418.108042436 ], [ 132.712157, 170.454826, -37.742669, 19728.589771, 5128.171663, 14600.418108 ], [ 0.069849, 0.089713, -0.019865, 0.278794, 0.208462, 0.263001 ], [ 10, 10, 10, 10, 10, 10 ], [ -301188, -30279, -301188, -3428163, -663812, -3042392 ], [ 1.23128, 3.032074, 0.922964, 4.358062, 3.502277, 4.816514 ], [ 116, 58, 58, 116, 58, 58 ], [ 96, 47, 49, 62, 32, 30 ], [ 20, 11, 9, 54, 26, 28 ], [ 82.758621, 81.034483, 84.482759, 53.448276, 55.172414, 51.724138 ], [ 0.256517, 0.709634, 0.169524, 3.795732, 2.8456, 4.495413 ], [ 31100, 29479, 31100, 4773339, 1142363, 4773339 ], [ -301188, -30279, -301188, -653106, -408026, -653106 ], [ 31, 6, 55, 31, 6, 55 ], [ 18, 4, 32, 30, 5, 56 ], [ 91, 16, 182, 32, 7, 54 ], [ 3613, 394, 3219, 3613, 394, 3219 ], [ 132.978936, 189.978936, 132.978936, 132.978936, 189.978936, 132.978936 ], [ 14, 9, 7, 14, 9, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -95255, -244445, -755026, 664903, -162782, -162112 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3800, "evaluation_days": 1900, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600689600000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760225380058, "expiration_time": 1765108800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 108, "offset": 0, "std": 1.60896 } } }
# | 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) |
---|