| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 262573.9996 | 348311.9829 | -85737.9833 | -99226.696 | 227183.9889 | -326410.6849 |
| Total P&L (%) | 262.574 | 348.312 | -85.738 | -99.2267 | 227.184 | -326.4107 |
| Avg Daily Profit (%) | 0.1395 | 0.185 | -0.0455 | -0.258 | 0.063 | 0 |
| Buy And Hold Return (%) | 29.7327 | 29.7327 | 29.7327 | 29.7327 | 29.7327 | 29.7327 |
| Max Trade Drawdown | -274171 | -146958 | -237529 | -212552 | -39772 | -330778 |
| Profit Factor | 1.1112 | 1.3054 | 0.9297 | 0.8284 | 3.3933 | 0.3247 |
| Total Trades | 594 | 297 | 297 | 594 | 297 | 297 |
| Winning Trades | 302 | 150 | 152 | 302 | 150 | 152 |
| Losing Trades | 292 | 147 | 145 | 292 | 147 | 145 |
| Profitability (%) | 50.8418 | 50.5051 | 51.1785 | 50.8418 | 50.5051 | 51.1785 |
| Ratio Avg Win / Avg Loss | 1.0744 | 1.2793 | 0.8869 | 0.801 | 3.3254 | 0.3097 |
| Largest Winning Trade | 70842 | 70842 | 32998 | 74586 | 74586 | 27222 |
| Largest Losing Trade | -98960 | -37462 | -98960 | -210430 | -26066 | -210430 |
| Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
| Avg Bars in Winners | 18 | 19 | 18 | 18 | 19 | 18 |
| Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
| Bars Traded | 11274 | 5634 | 5640 | 11274 | 5634 | 5640 |
| Profit Streak | 18.9778 | 22.1445 | 18.9778 | 18.9778 | 22.1445 | 18.9778 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -99988 | 359833 | -578284 | -575766 | -99949 | -578284 |
{
"trading_pair": "STORJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11295,
"evaluation_days": 1882.5,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1596081600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759044483079,
"expiration_time": 1763594640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.08019,
"nb": 0.1,
"nc": 0.69985
}
}
} {
"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": [
[
262573.9995514342,
348311.9828813558,
-85737.9833299214,
-99226.696010701,
227183.9889225611,
-326410.6849332624
],
[
262.574,
348.311983,
-85.737983,
-99.226696,
227.183989,
-326.410685
],
[
0.139482,
0.185026,
-0.045545,
-0.257954,
0.062987,
0
],
[
29.732679,
29.732679,
29.732679,
29.732679,
29.732679,
29.732679
],
[
-274171,
-146958,
-237529,
-212552,
-39772,
-330778
],
[
1.111234,
1.305378,
0.929721,
0.828404,
3.393275,
0.324667
],
[
594,
297,
297,
594,
297,
297
],
[
302,
150,
152,
302,
150,
152
],
[
292,
147,
145,
292,
147,
145
],
[
50.841751,
50.505051,
51.178451,
50.841751,
50.505051,
51.178451
],
[
1.074438,
1.279271,
0.886905,
0.800974,
3.325409,
0.309716
],
[
70842,
70842,
32998,
74586,
74586,
27222
],
[
-98960,
-37462,
-98960,
-210430,
-26066,
-210430
],
[
18,
18,
18,
18,
18,
18
],
[
18,
19,
18,
18,
19,
18
],
[
18,
18,
19,
18,
18,
19
],
[
11274,
5634,
5640,
11274,
5634,
5640
],
[
18.977813,
22.14448,
18.977813,
18.977813,
22.14448,
18.977813
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-99988,
359833,
-578284,
-575766,
-99949,
-578284
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11295,
"evaluation_days": 1882.5,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1596081600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759044483079,
"expiration_time": 1763594640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.08019,
"nb": 0.1,
"nc": 0.69985
}
}
}
| # | 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) |
|---|