| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 411955.2282 | 373610.2248 | 38345.0034 | 80117.8206 | 556801.4628 | -476683.6423 |
| Total P&L (%) | 411.9552 | 373.6102 | 38.345 | 80.1178 | 556.8015 | -476.6836 |
| Avg Daily Profit (%) | 0.2188 | 0.1985 | 0.0204 | 0.0313 | 0.1 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -217985 | -113464 | -158168 | -1156748 | -683487 | -928845 |
| Profit Factor | 1.3493 | 1.6913 | 1.06 | 1.0154 | 1.2791 | 0.8512 |
| Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
| Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
| Losing Trades | 114 | 59 | 55 | 114 | 59 | 55 |
| Profitability (%) | 46.9767 | 45.3704 | 48.5981 | 46.9767 | 45.3704 | 48.5981 |
| Ratio Avg Win / Avg Loss | 1.5229 | 2.0365 | 1.1212 | 1.1461 | 1.5401 | 0.9003 |
| Largest Winning Trade | 75746 | 75746 | 50271 | 350693 | 259845 | 350693 |
| Largest Losing Trade | -56636 | -30369 | -56636 | -505114 | -258880 | -505114 |
| Avg Bars in Trades | 52 | 42 | 61 | 52 | 42 | 61 |
| Avg Bars in Winners | 68 | 52 | 84 | 68 | 52 | 84 |
| Avg Bars in Losers | 37 | 34 | 40 | 37 | 34 | 40 |
| Bars Traded | 11188 | 4595 | 6593 | 11188 | 4595 | 6593 |
| Profit Streak | 7.5245 | 7.5245 | 16.3578 | 7.5245 | 7.5245 | 16.3578 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 373289 | 339268 | -322783 | -353607 | -59330 | -581017 |
{
"trading_pair": "STORJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11295,
"evaluation_days": 1882.5,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1597363200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758918913904,
"expiration_time": 1763594640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"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": [
[
411955.2282240123,
373610.2247794268,
38345.0034445852,
80117.8205817597,
556801.4628413923,
-476683.6422596329
],
[
411.955228,
373.610225,
38.345003,
80.117821,
556.801463,
-476.683642
],
[
0.218834,
0.198465,
0.020369,
0.031263,
0.100035,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-217985,
-113464,
-158168,
-1156748,
-683487,
-928845
],
[
1.349263,
1.691334,
1.06,
1.01541,
1.279071,
0.851219
],
[
215,
108,
107,
215,
108,
107
],
[
101,
49,
52,
101,
49,
52
],
[
114,
59,
55,
114,
59,
55
],
[
46.976744,
45.37037,
48.598131,
46.976744,
45.37037,
48.598131
],
[
1.522931,
2.036505,
1.121154,
1.146106,
1.540106,
0.900327
],
[
75746,
75746,
50271,
350693,
259845,
350693
],
[
-56636,
-30369,
-56636,
-505114,
-258880,
-505114
],
[
52,
42,
61,
52,
42,
61
],
[
68,
52,
84,
68,
52,
84
],
[
37,
34,
40,
37,
34,
40
],
[
11188,
4595,
6593,
11188,
4595,
6593
],
[
7.524466,
7.524466,
16.3578,
7.524466,
7.524466,
16.3578
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
373289,
339268,
-322783,
-353607,
-59330,
-581017
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11295,
"evaluation_days": 1882.5,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1597363200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758918913904,
"expiration_time": 1763594640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"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) |
|---|