| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 460816.5954 | 428672.1781 | 32144.4174 | 1658.1881 | 16107.6486 | -14449.4605 |
| Total P&L (%) | 460.8166 | 428.6722 | 32.1444 | 1.6582 | 16.1076 | -14.4495 |
| Avg Daily Profit (%) | 0.2441 | 0.2271 | 0.017 | 0.0009 | 0.0079 | -0.0083 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -222403 | -132863 | -104683 | -1320593 | -996333 | -511498 |
| Profit Factor | 1.7127 | 1.9423 | 1.1677 | 1.0005 | 1.0067 | 0.9831 |
| Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Winning Trades | 62 | 33 | 29 | 62 | 33 | 29 |
| Losing Trades | 63 | 29 | 34 | 63 | 29 | 34 |
| Profitability (%) | 49.6 | 53.2258 | 46.0317 | 49.6 | 53.2258 | 46.0317 |
| Ratio Avg Win / Avg Loss | 1.7404 | 1.7069 | 1.3691 | 1.0166 | 0.8847 | 1.1526 |
| Largest Winning Trade | 367179 | 367179 | 29517 | 730677 | 730677 | 144963 |
| Largest Losing Trade | -55011 | -55011 | -47304 | -634393 | -634393 | -278358 |
| Avg Bars in Trades | 85 | 156 | 16 | 85 | 156 | 16 |
| Avg Bars in Winners | 63 | 101 | 19 | 63 | 101 | 19 |
| Avg Bars in Losers | 108 | 218 | 13 | 108 | 218 | 13 |
| Bars Traded | 10725 | 9710 | 1015 | 10725 | 9710 | 1015 |
| Profit Streak | 155.0413 | 155.0413 | 259.8746 | 155.0413 | 155.0413 | 259.8746 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 459811 | -141644 | -356002 | -575863 | -559780 | -726086 |
{
"trading_pair": "STORJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11325,
"evaluation_days": 1887.5,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1598068800000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759150769256,
"expiration_time": 1764039600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 197,
"offset": 0,
"std": 3.59469
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 138
}
}
} {
"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": [
[
460816.5954356797,
428672.1780840672,
32144.4173516122,
1658.1880875469,
16107.6485794524,
-14449.460491905
],
[
460.816595,
428.672178,
32.144417,
1.658188,
16.107649,
-14.44946
],
[
0.244141,
0.227111,
0.01703,
0.000871,
0.007913,
-0.008268
],
[
10,
10,
10,
10,
10,
10
],
[
-222403,
-132863,
-104683,
-1320593,
-996333,
-511498
],
[
1.712734,
1.942296,
1.167746,
1.000507,
1.006672,
0.983087
],
[
125,
62,
63,
125,
62,
63
],
[
62,
33,
29,
62,
33,
29
],
[
63,
29,
34,
63,
29,
34
],
[
49.6,
53.225806,
46.031746,
49.6,
53.225806,
46.031746
],
[
1.740359,
1.706867,
1.369082,
1.016645,
0.884652,
1.152585
],
[
367179,
367179,
29517,
730677,
730677,
144963
],
[
-55011,
-55011,
-47304,
-634393,
-634393,
-278358
],
[
85,
156,
16,
85,
156,
16
],
[
63,
101,
19,
63,
101,
19
],
[
108,
218,
13,
108,
218,
13
],
[
10725,
9710,
1015,
10725,
9710,
1015
],
[
155.041311,
155.041311,
259.874644,
155.041311,
155.041311,
259.874644
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
459811,
-141644,
-356002,
-575863,
-559780,
-726086
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11325,
"evaluation_days": 1887.5,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1598068800000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759150769256,
"expiration_time": 1764039600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 197,
"offset": 0,
"std": 3.59469
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 138
}
}
}
| # | 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) |
|---|