| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 404680.5165 | 431591.5584 | -26911.0419 | -78708.9234 | 157630.2731 | -236339.1965 |
| Total P&L (%) | 404.6805 | 431.5916 | -26.911 | -78.7089 | 157.6303 | -236.3392 |
| Avg Daily Profit (%) | 0.2149 | 0.2292 | -0.0143 | -0.0821 | 0.0503 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -187536 | -160608 | -165089 | -1054452 | -903595 | -893812 |
| Profit Factor | 1.3023 | 1.6338 | 0.9591 | 0.9793 | 1.0854 | 0.8792 |
| Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
| Winning Trades | 121 | 54 | 67 | 121 | 54 | 67 |
| Losing Trades | 90 | 52 | 38 | 90 | 52 | 38 |
| Profitability (%) | 57.346 | 50.9434 | 63.8095 | 57.346 | 50.9434 | 63.8095 |
| Ratio Avg Win / Avg Loss | 0.9686 | 1.5733 | 0.544 | 0.7284 | 1.0452 | 0.4986 |
| Largest Winning Trade | 115625 | 115625 | 44956 | 326311 | 326311 | 254933 |
| Largest Losing Trade | -78771 | -42082 | -78771 | -409039 | -360539 | -409039 |
| Avg Bars in Trades | 35 | 34 | 36 | 35 | 34 | 36 |
| Avg Bars in Winners | 33 | 30 | 34 | 33 | 30 | 34 |
| Avg Bars in Losers | 38 | 37 | 39 | 38 | 37 | 39 |
| Bars Traded | 7462 | 3609 | 3853 | 7462 | 3609 | 3853 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 296516 | 389332 | -579262 | -578721 | -252491 | -579262 |
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7531,
"evaluation_days": 1882.75,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1597082400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758954302797,
"expiration_time": 1763595288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 11,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 48,
"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": [
[
404680.5164554383,
431591.55838629,
-26911.0419308524,
-78708.9233855851,
157630.273083076,
-236339.1964686613
],
[
404.680516,
431.591558,
-26.911042,
-78.708923,
157.630273,
-236.339196
],
[
0.214941,
0.229235,
-0.014293,
-0.082127,
0.050277,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-187536,
-160608,
-165089,
-1054452,
-903595,
-893812
],
[
1.302266,
1.633769,
0.959091,
0.979296,
1.085414,
0.879179
],
[
211,
106,
105,
211,
106,
105
],
[
121,
54,
67,
121,
54,
67
],
[
90,
52,
38,
90,
52,
38
],
[
57.345972,
50.943396,
63.809524,
57.345972,
50.943396,
63.809524
],
[
0.968628,
1.573259,
0.543962,
0.728402,
1.045213,
0.498639
],
[
115625,
115625,
44956,
326311,
326311,
254933
],
[
-78771,
-42082,
-78771,
-409039,
-360539,
-409039
],
[
35,
34,
36,
35,
34,
36
],
[
33,
30,
34,
33,
30,
34
],
[
38,
37,
39,
38,
37,
39
],
[
7462,
3609,
3853,
7462,
3609,
3853
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
296516,
389332,
-579262,
-578721,
-252491,
-579262
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7531,
"evaluation_days": 1882.75,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1597082400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758954302797,
"expiration_time": 1763595288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 11,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 48,
"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) |
|---|