Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270910.6416 | 343980.7309 | -73070.0893 | -84929.8671 | 111207.237 | -196137.1041 |
Total P&L (%) | 270.9106 | 343.9807 | -73.0701 | -84.9299 | 111.2072 | -196.1371 |
Avg Daily Profit (%) | 0.1431 | 0.1816 | -0.0386 | -0.0999 | 0.0395 | 0 |
Buy And Hold Return (%) | 26.05 | 26.05 | 26.05 | 26.05 | 26.05 | 26.05 |
Max Trade Drawdown | -187647 | -132046 | -187895 | -205348 | -78591 | -204116 |
Profit Factor | 1.1149 | 1.2929 | 0.9382 | 0.9318 | 1.2009 | 0.7169 |
Total Trades | 631 | 315 | 316 | 631 | 315 | 316 |
Winning Trades | 381 | 187 | 194 | 381 | 187 | 194 |
Losing Trades | 250 | 128 | 122 | 250 | 128 | 122 |
Profitability (%) | 60.3803 | 59.3651 | 61.3924 | 60.3803 | 59.3651 | 61.3924 |
Ratio Avg Win / Avg Loss | 0.7316 | 0.885 | 0.59 | 0.6114 | 0.822 | 0.4508 |
Largest Winning Trade | 95215 | 95215 | 36545 | 30081 | 29096 | 30081 |
Largest Losing Trade | -61822 | -36439 | -61822 | -91674 | -29774 | -91674 |
Avg Bars in Trades | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
Bars Traded | 7566 | 3964 | 3602 | 7566 | 3964 | 3602 |
Profit Streak | 12.1189 | 12.1189 | 21.1189 | 12.1189 | 12.1189 | 21.1189 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91405 | 325554 | -576458 | -574344 | -141120 | -576458 |
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7575, "evaluation_days": 1893.75, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596067200000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759675871341, "expiration_time": 1764574200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.62498, "nb": 0.1, "nc": 0.07868 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 270910.6415868754, 343980.7308729394, -73070.0892860644, -84929.8671320167, 111207.2370080449, -196137.1041400617 ], [ 270.910642, 343.980731, -73.070089, -84.929867, 111.207237, -196.137104 ], [ 0.143055, 0.18164, -0.038585, -0.099882, 0.039489, 0 ], [ 26.049973, 26.049973, 26.049973, 26.049973, 26.049973, 26.049973 ], [ -187647, -132046, -187895, -205348, -78591, -204116 ], [ 1.114929, 1.292931, 0.938229, 0.931848, 1.200933, 0.716863 ], [ 631, 315, 316, 631, 315, 316 ], [ 381, 187, 194, 381, 187, 194 ], [ 250, 128, 122, 250, 128, 122 ], [ 60.380349, 59.365079, 61.392405, 60.380349, 59.365079, 61.392405 ], [ 0.731581, 0.885001, 0.59002, 0.611449, 0.822029, 0.450811 ], [ 95215, 95215, 36545, 30081, 29096, 30081 ], [ -61822, -36439, -61822, -91674, -29774, -91674 ], [ 11, 12, 11, 11, 12, 11 ], [ 8, 8, 8, 8, 8, 8 ], [ 17, 17, 16, 17, 17, 16 ], [ 7566, 3964, 3602, 7566, 3964, 3602 ], [ 12.118881, 12.118881, 21.118881, 12.118881, 12.118881, 21.118881 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -91405, 325554, -576458, -574344, -141120, -576458 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7575, "evaluation_days": 1893.75, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596067200000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759675871341, "expiration_time": 1764574200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.62498, "nb": 0.1, "nc": 0.07868 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|