| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 677740.5482 | 531521.2879 | 146219.2602 | 864488.675 | 534569.7098 | 329918.9652 |
| Total P&L (%) | 677.7405 | 531.5213 | 146.2193 | 864.4887 | 534.5697 | 329.919 |
| Avg Daily Profit (%) | 0.3577 | 0.2805 | 0.0772 | 0.1197 | 0.0976 | 0.077 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -181916 | -97942 | -104797 | -1721101 | -1006887 | -1446909 |
| Profit Factor | 1.6761 | 2.0358 | 1.2989 | 1.101 | 1.1214 | 1.0794 |
| Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
| Winning Trades | 73 | 31 | 42 | 73 | 31 | 42 |
| Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
| Profitability (%) | 44.7853 | 38.2716 | 51.2195 | 44.7853 | 38.2716 | 51.2195 |
| Ratio Avg Win / Avg Loss | 2.0664 | 3.2836 | 1.237 | 1.3574 | 1.8087 | 1.028 |
| Largest Winning Trade | 328799 | 328799 | 34623 | 639154 | 639154 | 456359 |
| Largest Losing Trade | -35299 | -33730 | -35299 | -398093 | -276367 | -398093 |
| Avg Bars in Trades | 136 | 144 | 128 | 136 | 144 | 128 |
| Avg Bars in Winners | 192 | 214 | 176 | 192 | 214 | 176 |
| Avg Bars in Losers | 90 | 100 | 78 | 90 | 100 | 78 |
| Bars Traded | 22249 | 11690 | 10559 | 22249 | 11690 | 10559 |
| Profit Streak | 20.0966 | 0 | 45.4299 | 20.0966 | 0 | 45.4299 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 429919 | -3923 | -93569 | -142840 | -164682 | -227080 |
{
"trading_pair": "STORJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22735,
"evaluation_days": 1894.58,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1597795200000,
"last_datapoint_time": 1759809600000,
"evaluation_time": 1759817945576,
"expiration_time": 1765702512000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 120,
"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": [
[
677740.5481676186,
531521.2879182475,
146219.260249371,
864488.6749812865,
534569.7098075908,
329918.9651736949
],
[
677.740548,
531.521288,
146.21926,
864.488675,
534.56971,
329.918965
],
[
0.357726,
0.280548,
0.077178,
0.119699,
0.097577,
0.077009
],
[
10,
10,
10,
10,
10,
10
],
[
-181916,
-97942,
-104797,
-1721101,
-1006887,
-1446909
],
[
1.676117,
2.035816,
1.298859,
1.100997,
1.1214,
1.07938
],
[
163,
81,
82,
163,
81,
82
],
[
73,
31,
42,
73,
31,
42
],
[
90,
50,
40,
90,
50,
40
],
[
44.785276,
38.271605,
51.219512,
44.785276,
38.271605,
51.219512
],
[
2.066446,
3.283574,
1.237008,
1.357394,
1.80871,
1.027981
],
[
328799,
328799,
34623,
639154,
639154,
456359
],
[
-35299,
-33730,
-35299,
-398093,
-276367,
-398093
],
[
136,
144,
128,
136,
144,
128
],
[
192,
214,
176,
192,
214,
176
],
[
90,
100,
78,
90,
100,
78
],
[
22249,
11690,
10559,
22249,
11690,
10559
],
[
20.096592,
0,
45.429926,
20.096592,
0,
45.429926
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
429919,
-3923,
-93569,
-142840,
-164682,
-227080
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22735,
"evaluation_days": 1894.58,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1597795200000,
"last_datapoint_time": 1759809600000,
"evaluation_time": 1759817945576,
"expiration_time": 1765702512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 120,
"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) |
|---|