| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 359718.7306 | 342776.2155 | 16942.5151 | -122632.2916 | -70990.4705 | -51641.8211 |
| Total P&L (%) | 359.7187 | 342.7762 | 16.9425 | -122.6323 | -70.9905 | -51.6418 |
| Avg Daily Profit (%) | 0.1904 | 0.1814 | 0.009 | 0 | -0.0655 | -0.0384 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -292791 | -124160 | -182415 | -1233030 | -587754 | -647836 |
| Profit Factor | 1.4183 | 1.9258 | 1.0346 | 0.9414 | 0.923 | 0.9559 |
| Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
| Winning Trades | 57 | 26 | 31 | 54 | 28 | 26 |
| Losing Trades | 61 | 33 | 28 | 64 | 31 | 33 |
| Profitability (%) | 48.3051 | 44.0678 | 52.5424 | 45.7627 | 47.4576 | 44.0678 |
| Ratio Avg Win / Avg Loss | 1.5178 | 2.4443 | 0.9345 | 1.1157 | 1.0219 | 1.2132 |
| Largest Winning Trade | 193325 | 193325 | 61325 | 425565 | 282004 | 425565 |
| Largest Losing Trade | -108788 | -33392 | -108788 | -569352 | -343076 | -569352 |
| Avg Bars in Trades | 62 | 23 | 101 | 62 | 23 | 101 |
| Avg Bars in Winners | 93 | 29 | 146 | 63 | 22 | 106 |
| Avg Bars in Losers | 34 | 18 | 52 | 62 | 24 | 98 |
| Bars Traded | 7397 | 1382 | 6015 | 7397 | 1382 | 6015 |
| Profit Streak | 0 | 0 | 0 | 37.5248 | 78.2748 | 37.5248 |
| Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 327987 | -167590 | -550268 | -579012 | -755538 | -757553 |
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7558,
"evaluation_days": 1889.5,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1598356800000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759322143203,
"expiration_time": 1764195984000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 209,
"offset": 0,
"std": 3.66467
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 35,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
359718.7305509672,
342776.2154528521,
16942.515098115,
-122632.291593367,
-70990.4705316786,
-51641.8210616882
],
[
359.718731,
342.776215,
16.942515,
-122.632292,
-70.990471,
-51.641821
],
[
0.190378,
0.181411,
0.008967,
0,
-0.065474,
-0.038444
],
[
10,
10,
10,
10,
10,
10
],
[
-292791,
-124160,
-182415,
-1233030,
-587754,
-647836
],
[
1.418285,
1.925835,
1.034594,
0.941368,
0.922995,
0.95585
],
[
118,
59,
59,
118,
59,
59
],
[
57,
26,
31,
54,
28,
26
],
[
61,
33,
28,
64,
31,
33
],
[
48.305085,
44.067797,
52.542373,
45.762712,
47.457627,
44.067797
],
[
1.517814,
2.44433,
0.934472,
1.115696,
1.021887,
1.213194
],
[
193325,
193325,
61325,
425565,
282004,
425565
],
[
-108788,
-33392,
-108788,
-569352,
-343076,
-569352
],
[
62,
23,
101,
62,
23,
101
],
[
93,
29,
146,
63,
22,
106
],
[
34,
18,
52,
62,
24,
98
],
[
7397,
1382,
6015,
7397,
1382,
6015
],
[
0,
0,
0,
37.524806,
78.274806,
37.524806
],
[
0,
0,
0,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327987,
-167590,
-550268,
-579012,
-755538,
-757553
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7558,
"evaluation_days": 1889.5,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1598356800000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759322143203,
"expiration_time": 1764195984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 209,
"offset": 0,
"std": 3.66467
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 35,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|