Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207221.2972 | 304438.7906 | -97217.4934 | -93756.7558 | 70174.4903 | -163931.2461 |
Total P&L (%) | 207.2213 | 304.4388 | -97.2175 | -93.7568 | 70.1745 | -163.9312 |
Avg Daily Profit (%) | 0.1101 | 0.1618 | -0.0517 | -0.1473 | 0.0283 | 0 |
Buy And Hold Return (%) | 24.8294 | 24.8294 | 24.8294 | 24.8294 | 24.8294 | 24.8294 |
Max Trade Drawdown | -224037 | -141081 | -224596 | -204119 | -162666 | -180381 |
Profit Factor | 1.0706 | 1.2238 | 0.9382 | 0.9369 | 1.1056 | 0.8002 |
Total Trades | 1068 | 534 | 534 | 1068 | 534 | 534 |
Winning Trades | 703 | 362 | 341 | 703 | 362 | 341 |
Losing Trades | 365 | 172 | 193 | 365 | 172 | 193 |
Profitability (%) | 65.824 | 67.7903 | 63.8577 | 65.824 | 67.7903 | 63.8577 |
Ratio Avg Win / Avg Loss | 0.5559 | 0.5815 | 0.531 | 0.4864 | 0.5253 | 0.4529 |
Largest Winning Trade | 31963 | 31963 | 27234 | 27423 | 19891 | 27423 |
Largest Losing Trade | -68628 | -36578 | -68628 | -78271 | -51163 | -78271 |
Avg Bars in Trades | 21 | 19 | 22 | 21 | 19 | 22 |
Avg Bars in Winners | 13 | 12 | 15 | 13 | 12 | 15 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 22498 | 10538 | 11960 | 22498 | 10538 | 11960 |
Profit Streak | 0 | 0 | 12.4278 | 0 | 0 | 12.4278 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -182329 | 362313 | -575852 | -572605 | -259597 | -575852 |
{ "trading_pair": "STORJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22584, "evaluation_days": 1882, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1596571200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758924962280, "expiration_time": 1764576172800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 69, "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": [ [ 207221.2971778848, 304438.7905985302, -97217.4934206448, -93756.7557549116, 70174.4903478284, -163931.2461027397 ], [ 207.221297, 304.438791, -97.217493, -93.756756, 70.17449, -163.931246 ], [ 0.110107, 0.161763, -0.051656, -0.14727, 0.028253, 0 ], [ 24.829396, 24.829396, 24.829396, 24.829396, 24.829396, 24.829396 ], [ -224037, -141081, -224596, -204119, -162666, -180381 ], [ 1.070627, 1.223774, 0.938218, 0.936854, 1.105617, 0.800164 ], [ 1068, 534, 534, 1068, 534, 534 ], [ 703, 362, 341, 703, 362, 341 ], [ 365, 172, 193, 365, 172, 193 ], [ 65.82397, 67.790262, 63.857678, 65.82397, 67.790262, 63.857678 ], [ 0.555873, 0.581462, 0.531015, 0.486418, 0.525321, 0.452879 ], [ 31963, 31963, 27234, 27423, 19891, 27423 ], [ -68628, -36578, -68628, -78271, -51163, -78271 ], [ 21, 19, 22, 21, 19, 22 ], [ 13, 12, 15, 13, 12, 15 ], [ 35, 35, 35, 35, 35, 35 ], [ 22498, 10538, 11960, 22498, 10538, 11960 ], [ 0, 0, 12.427804, 0, 0, 12.427804 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -182329, 362313, -575852, -572605, -259597, -575852 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22584, "evaluation_days": 1882, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1596571200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758924962280, "expiration_time": 1764576172800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 69, "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) |
---|