| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 273780.3056 | 345435.4477 | -71655.1421 | -84496.9385 | 111459.2735 | -195956.2119 |
| Total P&L (%) | 273.7803 | 345.4354 | -71.6551 | -84.4969 | 111.4593 | -195.9562 |
| Avg Daily Profit (%) | 0.1446 | 0.1824 | -0.0378 | -0.0984 | 0.0396 | 0 |
| Buy And Hold Return (%) | 27.698 | 27.698 | 27.698 | 27.698 | 27.698 | 27.698 |
| Max Trade Drawdown | -184262 | -132991 | -187895 | -205125 | -78466 | -204134 |
| Profit Factor | 1.1161 | 1.2941 | 0.9394 | 0.932 | 1.2023 | 0.7165 |
| 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 | 0.7324 | 0.8858 | 0.5908 | 0.6115 | 0.823 | 0.4506 |
| 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 | 3965 | 3601 | 7566 | 3965 | 3601 |
| Profit Streak | 11.7758 | 11.7758 | 20.7758 | 11.7758 | 11.7758 | 20.7758 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -88030 | 326257 | -576458 | -574340 | -141233 | -576458 |
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7574,
"evaluation_days": 1893.5,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1596067200000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759646230028,
"expiration_time": 1764551952000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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": [
[
273780.3055663016,
345435.447674737,
-71655.142108436,
-84496.938476232,
111459.2734727216,
-195956.2119489535
],
[
273.780306,
345.435448,
-71.655142,
-84.496938,
111.459273,
-195.956212
],
[
0.14459,
0.182432,
-0.037843,
-0.098401,
0.039557,
0
],
[
27.698033,
27.698033,
27.698033,
27.698033,
27.698033,
27.698033
],
[
-184262,
-132991,
-187895,
-205125,
-78466,
-204134
],
[
1.116133,
1.2941,
0.939425,
0.931979,
1.202282,
0.716501
],
[
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
],
[
0.732371,
0.885801,
0.590772,
0.611535,
0.822952,
0.450583
],
[
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,
3965,
3601,
7566,
3965,
3601
],
[
11.77581,
11.77581,
20.77581,
11.77581,
11.77581,
20.77581
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-88030,
326257,
-576458,
-574340,
-141233,
-576458
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7574,
"evaluation_days": 1893.5,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1596067200000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759646230028,
"expiration_time": 1764551952000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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) |
|---|