Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545804.3984 | 471358.3352 | 74446.0631 | 366318.2773 | 294569.9501 | 71748.3272 |
Total P&L (%) | 545.8044 | 471.3583 | 74.4461 | 366.3183 | 294.57 | 71.7483 |
Avg Daily Profit (%) | 0.2886 | 0.2492 | 0.0394 | 0.0814 | 0.0726 | 0.0286 |
Buy And Hold Return (%) | 32.0388 | 32.0388 | 32.0388 | 32.0388 | 32.0388 | 32.0388 |
Max Trade Drawdown | -115454 | -81093 | -77642 | -1333464 | -876794 | -788779 |
Profit Factor | 1.5327 | 1.9635 | 1.139 | 1.0593 | 1.0962 | 1.023 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 79 | 33 | 46 | 79 | 33 | 46 |
Losing Trades | 128 | 70 | 58 | 128 | 70 | 58 |
Profitability (%) | 38.1643 | 32.0388 | 44.2308 | 38.1643 | 32.0388 | 44.2308 |
Ratio Avg Win / Avg Loss | 2.4833 | 4.1649 | 1.4362 | 1.7163 | 2.3253 | 1.2899 |
Largest Winning Trade | 301589 | 301589 | 47894 | 595091 | 595091 | 387013 |
Largest Losing Trade | -31348 | -28351 | -31348 | -264613 | -264613 | -168224 |
Avg Bars in Trades | 108 | 104 | 111 | 108 | 104 | 111 |
Avg Bars in Winners | 187 | 195 | 181 | 187 | 195 | 181 |
Avg Bars in Losers | 59 | 62 | 56 | 59 | 62 | 56 |
Bars Traded | 22415 | 10786 | 11629 | 22415 | 10786 | 11629 |
Profit Streak | 17.3652 | 0 | 24.6985 | 17.3652 | 0 | 24.6985 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304598 | 162246 | -214611 | -241380 | -216866 | -357153 |
{ "trading_pair": "STORJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22696, "evaluation_days": 1891.33, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1596276000000, "last_datapoint_time": 1759528800000, "evaluation_time": 1759531554654, "expiration_time": 1765411603200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 28, "offset": 0, "std": 3.45729 } } }
{ "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": [ [ 545804.3983549183, 471358.3352446457, 74446.0631102723, 366318.2772781291, 294569.9500631196, 71748.3272150096 ], [ 545.804398, 471.358335, 74.446063, 366.318277, 294.56995, 71.748327 ], [ 0.288582, 0.249221, 0.039362, 0.081441, 0.072601, 0.028601 ], [ 32.038835, 32.038835, 32.038835, 32.038835, 32.038835, 32.038835 ], [ -115454, -81093, -77642, -1333464, -876794, -788779 ], [ 1.532675, 1.96346, 1.139044, 1.059277, 1.096199, 1.023014 ], [ 207, 103, 104, 207, 103, 104 ], [ 79, 33, 46, 79, 33, 46 ], [ 128, 70, 58, 128, 70, 58 ], [ 38.164251, 32.038835, 44.230769, 38.164251, 32.038835, 44.230769 ], [ 2.483321, 4.164916, 1.436186, 1.716297, 2.32527, 1.289887 ], [ 301589, 301589, 47894, 595091, 595091, 387013 ], [ -31348, -28351, -31348, -264613, -264613, -168224 ], [ 108, 104, 111, 108, 104, 111 ], [ 187, 195, 181, 187, 195, 181 ], [ 59, 62, 56, 59, 62, 56 ], [ 22415, 10786, 11629, 22415, 10786, 11629 ], [ 17.365216, 0, 24.698549, 17.365216, 0, 24.698549 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304598, 162246, -214611, -241380, -216866, -357153 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22696, "evaluation_days": 1891.33, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1596276000000, "last_datapoint_time": 1759528800000, "evaluation_time": 1759531554654, "expiration_time": 1765411603200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 28, "offset": 0, "std": 3.45729 } } }
# | 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) |
---|