Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483393.0359 | 377967.6977 | 105425.3383 | 292486.9101 | 250920.4478 | 41566.4624 |
Total P&L (%) | 483.393 | 377.9677 | 105.4253 | 292.4869 | 250.9204 | 41.5665 |
Avg Daily Profit (%) | 0.255 | 0.1994 | 0.0556 | 0.0721 | 0.0662 | 0.0183 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148128 | -67749 | -141155 | -1459671 | -575294 | -1264018 |
Profit Factor | 1.9072 | 2.6135 | 1.3531 | 1.0851 | 1.1808 | 1.0203 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 49.3333 | 48.6486 | 50 | 49.3333 | 48.6486 | 50 |
Ratio Avg Win / Avg Loss | 1.9587 | 2.7587 | 1.3531 | 1.1145 | 1.2464 | 1.0203 |
Largest Winning Trade | 286383 | 286383 | 47614 | 423789 | 423789 | 311096 |
Largest Losing Trade | -56930 | -26889 | -56930 | -918565 | -278204 | -918565 |
Avg Bars in Trades | 96 | 84 | 109 | 96 | 84 | 109 |
Avg Bars in Winners | 113 | 88 | 136 | 113 | 88 | 136 |
Avg Bars in Losers | 81 | 79 | 82 | 81 | 79 | 82 |
Bars Traded | 7264 | 3109 | 4155 | 7264 | 3109 | 4155 |
Profit Streak | 63.3849 | 114.3849 | 63.3849 | 63.3849 | 114.3849 | 63.3849 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48851 | 455148 | -117687 | -284063 | -126049 | -368075 |
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7584, "evaluation_days": 1896, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600840800000, "last_datapoint_time": 1759860000000, "evaluation_time": 1759871655993, "expiration_time": 1764774432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 115, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 222, "offset": 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": [ [ 483393.0359230957, 377967.6976606759, 105425.3382624199, 292486.9101440349, 250920.4477768001, 41566.462367235 ], [ 483.393036, 377.967698, 105.425338, 292.48691, 250.920448, 41.566462 ], [ 0.254954, 0.19935, 0.055604, 0.072143, 0.066234, 0.018335 ], [ 10, 10, 10, 10, 10, 10 ], [ -148128, -67749, -141155, -1459671, -575294, -1264018 ], [ 1.907173, 2.613517, 1.353059, 1.08513, 1.180844, 1.020293 ], [ 75, 37, 38, 75, 37, 38 ], [ 37, 18, 19, 37, 18, 19 ], [ 38, 19, 19, 38, 19, 19 ], [ 49.333333, 48.648649, 50, 49.333333, 48.648649, 50 ], [ 1.958718, 2.758712, 1.353059, 1.114458, 1.246447, 1.020293 ], [ 286383, 286383, 47614, 423789, 423789, 311096 ], [ -56930, -26889, -56930, -918565, -278204, -918565 ], [ 96, 84, 109, 96, 84, 109 ], [ 113, 88, 136, 113, 88, 136 ], [ 81, 79, 82, 81, 79, 82 ], [ 7264, 3109, 4155, 7264, 3109, 4155 ], [ 63.384907, 114.384907, 63.384907, 63.384907, 114.384907, 63.384907 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -48851, 455148, -117687, -284063, -126049, -368075 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7584, "evaluation_days": 1896, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600840800000, "last_datapoint_time": 1759860000000, "evaluation_time": 1759871655993, "expiration_time": 1764774432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 115, "offset": 0, "poles": 3 } }, "second_band": { "type": "linreg", "factors": { "length": 222, "offset": 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) |
---|