Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593865.937 | 471204.4764 | 122661.4606 | 582437.7892 | 1869713.3724 | -1287275.5833 |
Total P&L (%) | 593.8659 | 471.2045 | 122.6615 | 582.4378 | 1869.7134 | -1287.2756 |
Avg Daily Profit (%) | 0.314 | 0.2492 | 0.0649 | 0.1016 | 0.1577 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176049 | -148291 | -116014 | -6187126 | -3269317 | -4494235 |
Profit Factor | 1.5054 | 1.8229 | 1.2036 | 1.0403 | 1.3201 | 0.8507 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 131 | 61 | 70 | 131 | 61 | 70 |
Losing Trades | 106 | 58 | 48 | 106 | 58 | 48 |
Profitability (%) | 55.2743 | 51.2605 | 59.322 | 55.2743 | 51.2605 | 59.322 |
Ratio Avg Win / Avg Loss | 1.2181 | 1.7332 | 0.8253 | 0.8417 | 1.2551 | 0.5833 |
Largest Winning Trade | 80794 | 80794 | 52582 | 1238345 | 1238345 | 908452 |
Largest Losing Trade | -76751 | -37920 | -76751 | -3179934 | -1469451 | -3179934 |
Avg Bars in Trades | 47 | 41 | 53 | 47 | 41 | 53 |
Avg Bars in Winners | 53 | 47 | 59 | 53 | 47 | 59 |
Avg Bars in Losers | 39 | 35 | 44 | 39 | 35 | 44 |
Bars Traded | 11188 | 4913 | 6275 | 11188 | 4913 | 6275 |
Profit Streak | 0 | 0 | 84.1567 | 0 | 0 | 84.1567 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441905 | 411302 | -106120 | -232889 | 281096 | -578400 |
{ "trading_pair": "STORJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11347, "evaluation_days": 1891.17, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1597377600000, "last_datapoint_time": 1759464000000, "evaluation_time": 1759477536301, "expiration_time": 1764365904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 28, "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": [ [ 593865.9369925306, 471204.4763548716, 122661.4606376589, 582437.7891539626, 1869713.3724430208, -1287275.5832890584 ], [ 593.865937, 471.204476, 122.661461, 582.437789, 1869.713372, -1287.275583 ], [ 0.31402, 0.24916, 0.06486, 0.101603, 0.157724, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -176049, -148291, -116014, -6187126, -3269317, -4494235 ], [ 1.505387, 1.822885, 1.203605, 1.040272, 1.320059, 0.85068 ], [ 237, 119, 118, 237, 119, 118 ], [ 131, 61, 70, 131, 61, 70 ], [ 106, 58, 48, 106, 58, 48 ], [ 55.274262, 51.260504, 59.322034, 55.274262, 51.260504, 59.322034 ], [ 1.218099, 1.733235, 0.825329, 0.841747, 1.255138, 0.583323 ], [ 80794, 80794, 52582, 1238345, 1238345, 908452 ], [ -76751, -37920, -76751, -3179934, -1469451, -3179934 ], [ 47, 41, 53, 47, 41, 53 ], [ 53, 47, 59, 53, 47, 59 ], [ 39, 35, 44, 39, 35, 44 ], [ 11188, 4913, 6275, 11188, 4913, 6275 ], [ 0, 0, 84.15667, 0, 0, 84.15667 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 441905, 411302, -106120, -232889, 281096, -578400 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11347, "evaluation_days": 1891.17, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1597377600000, "last_datapoint_time": 1759464000000, "evaluation_time": 1759477536301, "expiration_time": 1764365904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 28, "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) |
---|