Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159676.164 | 188698.7312 | -29022.5672 | 5156457.7991 | 389695.0181 | 4766762.781 |
Total P&L (%) | 159.6762 | 188.6987 | -29.0226 | 5156.4578 | 389.695 | 4766.7628 |
Avg Daily Profit (%) | 0.0841 | 0.0994 | -0.0153 | 0.2089 | 0.0837 | 0.2048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204287 | -31259 | -221426 | -2241895 | -894382 | -1507786 |
Profit Factor | 1.3136 | 3.8562 | 0.9345 | 2.533 | 1.2615 | 3.5448 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 58 | 31 | 27 | 38 | 19 | 19 |
Losing Trades | 19 | 8 | 11 | 39 | 20 | 19 |
Profitability (%) | 75.3247 | 79.4872 | 71.0526 | 49.3506 | 48.7179 | 50 |
Ratio Avg Win / Avg Loss | 0.4303 | 0.9952 | 0.3807 | 2.5996 | 1.3278 | 3.5448 |
Largest Winning Trade | 39216 | 38233 | 39216 | 3350490 | 378516 | 3350490 |
Largest Losing Trade | -204287 | -28283 | -204287 | -536683 | -536683 | -304229 |
Avg Bars in Trades | 285 | 61 | 515 | 285 | 61 | 515 |
Avg Bars in Winners | 236 | 54 | 444 | 352 | 53 | 650 |
Avg Bars in Losers | 436 | 89 | 688 | 220 | 69 | 379 |
Bars Traded | 21982 | 2399 | 19583 | 21982 | 2399 | 19583 |
Profit Streak | 210.9408 | 458.0241 | 210.9408 | 210.9408 | 458.0241 | 210.9408 |
Trades During Streak | 7 | 7 | 3 | 7 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123426 | -50856 | -576676 | -32128 | -80414 | 582438 |
{ "trading_pair": "STORJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22783, "evaluation_days": 1898.58, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1597248000000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760157285816, "expiration_time": 1766060553600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 130, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 159676.1640406182, 188698.7312191611, -29022.567178543, 5156457.7990915, 389695.0181196474, 4766762.780971853 ], [ 159.676164, 188.698731, -29.022567, 5156.457799, 389.695018, 4766.762781 ], [ 0.084103, 0.099389, -0.015286, 0.208902, 0.083709, 0.204837 ], [ 10, 10, 10, 10, 10, 10 ], [ -204287, -31259, -221426, -2241895, -894382, -1507786 ], [ 1.313614, 3.856238, 0.934499, 2.532985, 1.261452, 3.544757 ], [ 77, 39, 38, 77, 39, 38 ], [ 58, 31, 27, 38, 19, 19 ], [ 19, 8, 11, 39, 20, 19 ], [ 75.324675, 79.487179, 71.052632, 49.350649, 48.717949, 50 ], [ 0.430322, 0.995158, 0.380722, 2.599642, 1.327844, 3.544757 ], [ 39216, 38233, 39216, 3350490, 378516, 3350490 ], [ -204287, -28283, -204287, -536683, -536683, -304229 ], [ 285, 61, 515, 285, 61, 515 ], [ 236, 54, 444, 352, 53, 650 ], [ 436, 89, 688, 220, 69, 379 ], [ 21982, 2399, 19583, 21982, 2399, 19583 ], [ 210.940808, 458.024141, 210.940808, 210.940808, 458.024141, 210.940808 ], [ 7, 7, 3, 7, 7, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -123426, -50856, -576676, -32128, -80414, 582438 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22783, "evaluation_days": 1898.58, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1597248000000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760157285816, "expiration_time": 1766060553600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 130, "offset": 0, "scalar": 3 } } }
# | 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) |
---|