| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 264420.2301 | 312135.8193 | -47715.5892 | -84876.6426 | 30835.8884 | -115712.531 |
| Total P&L (%) | 264.4202 | 312.1358 | -47.7156 | -84.8766 | 30.8359 | -115.7125 |
| Avg Daily Profit (%) | 0.1394 | 0.1645 | -0.0252 | -0.0995 | 0.0142 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -162053 | -100346 | -167704 | -136854 | -61712 | -134693 |
| Profit Factor | 1.1228 | 1.308 | 0.9581 | 0.8455 | 1.1344 | 0.6382 |
| Total Trades | 508 | 254 | 254 | 508 | 254 | 254 |
| Winning Trades | 256 | 126 | 130 | 256 | 126 | 130 |
| Losing Trades | 252 | 128 | 124 | 252 | 128 | 124 |
| Profitability (%) | 50.3937 | 49.6063 | 51.1811 | 50.3937 | 49.6063 | 51.1811 |
| Ratio Avg Win / Avg Loss | 1.1053 | 1.3288 | 0.9139 | 0.8322 | 1.1524 | 0.6088 |
| Largest Winning Trade | 99027 | 99027 | 41499 | 29983 | 29983 | 12525 |
| Largest Losing Trade | -72747 | -38058 | -72747 | -39439 | -16652 | -39439 |
| Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
| Bars Traded | 7343 | 3670 | 3673 | 7343 | 3670 | 3673 |
| Profit Streak | 9.7777 | 13.2777 | 9.7777 | 9.7777 | 13.2777 | 9.7777 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -88306 | 322332 | -578909 | -576688 | -248107 | -578909 |
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7589,
"evaluation_days": 1897.25,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1600927200000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759991993565,
"expiration_time": 1764885672000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.6648
}
}
} {
"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": [
[
264420.2301022009,
312135.8192828313,
-47715.5891806305,
-84876.6425856577,
30835.8883812273,
-115712.530966885
],
[
264.42023,
312.135819,
-47.715589,
-84.876643,
30.835888,
-115.712531
],
[
0.13937,
0.16452,
-0.02515,
-0.099512,
0.014167,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-162053,
-100346,
-167704,
-136854,
-61712,
-134693
],
[
1.122828,
1.307997,
0.958119,
0.84546,
1.134428,
0.638212
],
[
508,
254,
254,
508,
254,
254
],
[
256,
126,
130,
256,
126,
130
],
[
252,
128,
124,
252,
128,
124
],
[
50.393701,
49.606299,
51.181102,
50.393701,
49.606299,
51.181102
],
[
1.105284,
1.328759,
0.913898,
0.832249,
1.152435,
0.608756
],
[
99027,
99027,
41499,
29983,
29983,
12525
],
[
-72747,
-38058,
-72747,
-39439,
-16652,
-39439
],
[
14,
14,
14,
14,
14,
14
],
[
14,
14,
14,
14,
14,
14
],
[
14,
14,
14,
14,
14,
14
],
[
7343,
3670,
3673,
7343,
3670,
3673
],
[
9.777703,
13.277703,
9.777703,
9.777703,
13.277703,
9.777703
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-88306,
322332,
-578909,
-576688,
-248107,
-578909
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7589,
"evaluation_days": 1897.25,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1600927200000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759991993565,
"expiration_time": 1764885672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.6648
}
}
}
| # | 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) |
|---|