| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 31612.7313 | 192585.0774 | -160972.3461 | 12811284.3252 | 4168664.6127 | 8642619.7125 |
| Total P&L (%) | 31.6127 | 192.5851 | -160.9723 | 12811.2843 | 4168.6646 | 8642.6197 |
| Avg Daily Profit (%) | 0.0167 | 0.1018 | -0.0851 | 0.2573 | 0.1987 | 0.2367 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -356822 | -37381 | -356822 | -3589700 | -737029 | -3412760 |
| Profit Factor | 1.0358 | 2.7084 | 0.7913 | 2.0181 | 2.2097 | 1.9458 |
| Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
| Winning Trades | 114 | 53 | 61 | 78 | 40 | 38 |
| Losing Trades | 39 | 24 | 15 | 75 | 37 | 38 |
| Profitability (%) | 74.5098 | 68.8312 | 80.2632 | 50.9804 | 51.9481 | 50 |
| Ratio Avg Win / Avg Loss | 0.3543 | 1.2264 | 0.1946 | 1.9405 | 2.044 | 1.9458 |
| Largest Winning Trade | 30299 | 25714 | 30299 | 3577747 | 1208969 | 3577747 |
| Largest Losing Trade | -356822 | -26368 | -356822 | -3412760 | -737029 | -3412760 |
| Avg Bars in Trades | 47 | 12 | 83 | 47 | 12 | 83 |
| Avg Bars in Winners | 29 | 9 | 47 | 48 | 13 | 86 |
| Avg Bars in Losers | 100 | 20 | 229 | 47 | 12 | 80 |
| Bars Traded | 7334 | 1000 | 6335 | 7334 | 1000 | 6335 |
| Profit Streak | 3.5616 | 3.8116 | 0 | 3.5616 | 3.8116 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -352996 | -92332 | -626043 | 456013 | -29590 | -37411 |
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7565,
"evaluation_days": 1891.25,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1598011200000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759476524067,
"expiration_time": 1764351720000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 4,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 91,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
31612.7313374431,
192585.0773934242,
-160972.346055981,
12811284.325187147,
4168664.612701482,
8642619.712485665
],
[
31.612731,
192.585077,
-160.972346,
12811.284325,
4168.664613,
8642.619712
],
[
0.016715,
0.10183,
-0.085114,
0.25734,
0.198684,
0.236673
],
[
10,
10,
10,
10,
10,
10
],
[
-356822,
-37381,
-356822,
-3589700,
-737029,
-3412760
],
[
1.035755,
2.708395,
0.791327,
2.018071,
2.209689,
1.945808
],
[
153,
77,
76,
153,
77,
76
],
[
114,
53,
61,
78,
40,
38
],
[
39,
24,
15,
75,
37,
38
],
[
74.509804,
68.831169,
80.263158,
50.980392,
51.948052,
50
],
[
0.354337,
1.226443,
0.194589,
1.940453,
2.043963,
1.945808
],
[
30299,
25714,
30299,
3577747,
1208969,
3577747
],
[
-356822,
-26368,
-356822,
-3412760,
-737029,
-3412760
],
[
47,
12,
83,
47,
12,
83
],
[
29,
9,
47,
48,
13,
86
],
[
100,
20,
229,
47,
12,
80
],
[
7334,
1000,
6335,
7334,
1000,
6335
],
[
3.561621,
3.811621,
0,
3.561621,
3.811621,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-352996,
-92332,
-626043,
456013,
-29590,
-37411
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7565,
"evaluation_days": 1891.25,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1598011200000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759476524067,
"expiration_time": 1764351720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 4,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 91,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|