| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 265304.2904 | 338146.8291 | -72842.5386 | -85719.9032 | 109261.7651 | -194981.6683 |
| Total P&L (%) | 265.3043 | 338.1468 | -72.8425 | -85.7199 | 109.2618 | -194.9817 |
| Avg Daily Profit (%) | 0.1404 | 0.179 | -0.0386 | -0.103 | 0.0391 | 0 |
| Buy And Hold Return (%) | 22.1014 | 22.1014 | 22.1014 | 22.1014 | 22.1014 | 22.1014 |
| Max Trade Drawdown | -184262 | -132991 | -179902 | -202996 | -77651 | -194034 |
| Profit Factor | 1.1125 | 1.2879 | 0.9384 | 0.9303 | 1.2004 | 0.715 |
| Total Trades | 628 | 314 | 314 | 628 | 314 | 314 |
| Winning Trades | 378 | 186 | 192 | 378 | 186 | 192 |
| Losing Trades | 250 | 128 | 122 | 250 | 128 | 122 |
| Profitability (%) | 60.1911 | 59.2357 | 61.1465 | 60.1911 | 59.2357 | 61.1465 |
| Ratio Avg Win / Avg Loss | 0.7358 | 0.8863 | 0.5963 | 0.6153 | 0.8261 | 0.4543 |
| Largest Winning Trade | 95215 | 95215 | 36545 | 29769 | 28794 | 29769 |
| Largest Losing Trade | -61822 | -36439 | -61822 | -90723 | -29465 | -90723 |
| 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 | 7531 | 3943 | 3588 | 7531 | 3943 | 3588 |
| Profit Streak | 8.0248 | 0 | 17.0248 | 8.0248 | 0 | 17.0248 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -98440 | 300454 | -576901 | -575223 | -141702 | -576901 |
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7558,
"evaluation_days": 1889.5,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1596132000000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759322143906,
"expiration_time": 1764195984000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 4,
"offset": 0
}
},
"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": [
[
265304.2904207647,
338146.8290627896,
-72842.5386420255,
-85719.9032383714,
109261.7650955458,
-194981.6683339172
],
[
265.30429,
338.146829,
-72.842539,
-85.719903,
109.261765,
-194.981668
],
[
0.14041,
0.178961,
-0.038551,
-0.102953,
0.039088,
0
],
[
22.101449,
22.101449,
22.101449,
22.101449,
22.101449,
22.101449
],
[
-184262,
-132991,
-179902,
-202996,
-77651,
-194034
],
[
1.112538,
1.287894,
0.938421,
0.930271,
1.200373,
0.714953
],
[
628,
314,
314,
628,
314,
314
],
[
378,
186,
192,
378,
186,
192
],
[
250,
128,
122,
250,
128,
122
],
[
60.191083,
59.235669,
61.146497,
60.191083,
59.235669,
61.146497
],
[
0.735805,
0.886293,
0.596289,
0.615258,
0.826063,
0.454293
],
[
95215,
95215,
36545,
29769,
28794,
29769
],
[
-61822,
-36439,
-61822,
-90723,
-29465,
-90723
],
[
11,
12,
11,
11,
12,
11
],
[
8,
8,
8,
8,
8,
8
],
[
17,
17,
16,
17,
17,
16
],
[
7531,
3943,
3588,
7531,
3943,
3588
],
[
8.024813,
0,
17.024813,
8.024814,
0,
17.024814
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-98440,
300454,
-576901,
-575223,
-141702,
-576901
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7558,
"evaluation_days": 1889.5,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1596132000000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759322143906,
"expiration_time": 1764195984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 4,
"offset": 0
}
},
"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) |
|---|