| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -71026.0987 | 150928.1354 | -221954.2341 | 10469174.8526 | 2029161.5935 | 8440013.2591 |
| Total P&L (%) | -71.0261 | 150.9281 | -221.9542 | 10469.1749 | 2029.1616 | 8440.0133 |
| Avg Daily Profit (%) | -0.0377 | 0.08 | -0.1177 | 0.2474 | 0.1622 | 0.236 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -402655 | -34196 | -402655 | -3777869 | -1306461 | -2692095 |
| Profit Factor | 0.9256 | 2.0225 | 0.7249 | 1.9077 | 1.5366 | 2.0888 |
| Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
| Winning Trades | 138 | 64 | 74 | 78 | 41 | 37 |
| Losing Trades | 40 | 25 | 15 | 100 | 48 | 52 |
| Profitability (%) | 77.5281 | 71.9101 | 83.1461 | 43.8202 | 46.0674 | 41.573 |
| Ratio Avg Win / Avg Loss | 0.2683 | 0.79 | 0.1469 | 2.4458 | 1.799 | 2.9356 |
| Largest Winning Trade | 28443 | 18218 | 28443 | 5446631 | 530336 | 5446631 |
| Largest Losing Trade | -402655 | -29102 | -402655 | -1950691 | -1025780 | -1950691 |
| Avg Bars in Trades | 41 | 15 | 66 | 41 | 15 | 66 |
| Avg Bars in Winners | 22 | 8 | 33 | 49 | 17 | 85 |
| Avg Bars in Losers | 105 | 31 | 230 | 34 | 13 | 53 |
| Bars Traded | 7302 | 1350 | 5952 | 7302 | 1350 | 5952 |
| Profit Streak | 56.7201 | 179.7201 | 56.7201 | 56.7201 | 179.7201 | 56.7201 |
| Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575296 | -80523 | -576060 | 416675 | 369150 | 334261 |
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7546,
"evaluation_days": 1886.5,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1598702400000,
"last_datapoint_time": 1759039200000,
"evaluation_time": 1759058213504,
"expiration_time": 1763929008000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 3,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 123,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
-71026.0987124232,
150928.13541,
-221954.2341224234,
10469174.852603246,
2029161.5935065807,
8440013.259096669
],
[
-71.026099,
150.928135,
-221.954234,
10469.174853,
2029.161594,
8440.013259
],
[
-0.03765,
0.080004,
-0.117654,
0.247352,
0.162247,
0.236024
],
[
10,
10,
10,
10,
10,
10
],
[
-402655,
-34196,
-402655,
-3777869,
-1306461,
-2692095
],
[
0.925587,
2.022492,
0.72492,
1.907744,
1.536641,
2.088761
],
[
178,
89,
89,
178,
89,
89
],
[
138,
64,
74,
78,
41,
37
],
[
40,
25,
15,
100,
48,
52
],
[
77.52809,
71.910112,
83.146067,
43.820225,
46.067416,
41.573034
],
[
0.268286,
0.790036,
0.146943,
2.445826,
1.798994,
2.935556
],
[
28443,
18218,
28443,
5446631,
530336,
5446631
],
[
-402655,
-29102,
-402655,
-1950691,
-1025780,
-1950691
],
[
41,
15,
66,
41,
15,
66
],
[
22,
8,
33,
49,
17,
85
],
[
105,
31,
230,
34,
13,
53
],
[
7302,
1350,
5952,
7302,
1350,
5952
],
[
56.720064,
179.720064,
56.720064,
56.720064,
179.720064,
56.720064
],
[
2,
7,
1,
2,
7,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575296,
-80523,
-576060,
416675,
369150,
334261
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7546,
"evaluation_days": 1886.5,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1598702400000,
"last_datapoint_time": 1759039200000,
"evaluation_time": 1759058213504,
"expiration_time": 1763929008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 3,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 123,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|