Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312750.1749 | 278656.7523 | 34093.4226 | -118791.9768 | 183380.69 | -302172.6668 |
Total P&L (%) | 312.7502 | 278.6568 | 34.0934 | -118.792 | 183.3807 | -302.1727 |
Avg Daily Profit (%) | 0.1657 | 0.1476 | 0.0181 | 0 | 0.0552 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168445 | -69268 | -185964 | -385221 | -19654 | -421371 |
Profit Factor | 1.4879 | 2.0507 | 1.0907 | 0.7637 | 4.4358 | 0.3276 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 53 | 27 | 26 | 34 | 19 | 15 |
Losing Trades | 32 | 16 | 16 | 51 | 24 | 27 |
Profitability (%) | 62.3529 | 62.7907 | 61.9048 | 40 | 44.186 | 35.7143 |
Ratio Avg Win / Avg Loss | 0.8983 | 1.2152 | 0.6712 | 1.1456 | 5.6031 | 0.5897 |
Largest Winning Trade | 98900 | 98900 | 42790 | 84176 | 84176 | 78809 |
Largest Losing Trade | -104436 | -51083 | -104436 | -250885 | -14306 | -250885 |
Avg Bars in Trades | 129 | 136 | 121 | 129 | 136 | 121 |
Avg Bars in Winners | 112 | 133 | 90 | 150 | 146 | 155 |
Avg Bars in Losers | 156 | 143 | 170 | 114 | 129 | 102 |
Bars Traded | 10967 | 5883 | 5084 | 10967 | 5883 | 5084 |
Profit Streak | 0 | 0 | 171.5414 | 26.0414 | 77.5414 | 0 |
Trades During Streak | 0 | 0 | 4 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323979 | 307206 | -290903 | -582231 | -113071 | -586290 |
{ "trading_pair": "STORJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11325, "evaluation_days": 1887.5, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1599609600000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759150775765, "expiration_time": 1764039600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 195, "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": [ [ 312750.1748835197, 278656.7523186317, 34093.4225648879, -118791.9768228694, 183380.6899810172, -302172.6668038867 ], [ 312.750175, 278.656752, 34.093423, -118.791977, 183.38069, -302.172667 ], [ 0.165695, 0.147633, 0.018063, 0, 0.0552, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -168445, -69268, -185964, -385221, -19654, -421371 ], [ 1.487884, 2.050652, 1.090719, 0.763734, 4.435771, 0.327632 ], [ 85, 43, 42, 85, 43, 42 ], [ 53, 27, 26, 34, 19, 15 ], [ 32, 16, 16, 51, 24, 27 ], [ 62.352941, 62.790698, 61.904762, 40, 44.186047, 35.714286 ], [ 0.898345, 1.215201, 0.671212, 1.145601, 5.603079, 0.589738 ], [ 98900, 98900, 42790, 84176, 84176, 78809 ], [ -104436, -51083, -104436, -250885, -14306, -250885 ], [ 129, 136, 121, 129, 136, 121 ], [ 112, 133, 90, 150, 146, 155 ], [ 156, 143, 170, 114, 129, 102 ], [ 10967, 5883, 5084, 10967, 5883, 5084 ], [ 0, 0, 171.541386, 26.041386, 77.541386, 0 ], [ 0, 0, 4, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323979, 307206, -290903, -582231, -113071, -586290 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11325, "evaluation_days": 1887.5, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1599609600000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759150775765, "expiration_time": 1764039600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 195, "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) |
---|