| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 385843.7046 | 347380.4467 | 38463.2579 | -76486.4577 | 142899.0489 | -219385.5065 |
| Total P&L (%) | 385.8437 | 347.3804 | 38.4633 | -76.4865 | 142.899 | -219.3855 |
| Avg Daily Profit (%) | 0.2049 | 0.1845 | 0.0204 | -0.0769 | 0.0471 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -116652 | -82137 | -129817 | -175631 | -12516 | -214313 |
| Profit Factor | 1.4815 | 2.05 | 1.0817 | 0.7833 | 3.2693 | 0.2435 |
| Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
| Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Profitability (%) | 53.5088 | 52.6316 | 54.386 | 53.5088 | 52.6316 | 54.386 |
| Ratio Avg Win / Avg Loss | 1.2872 | 1.845 | 0.9073 | 0.6806 | 2.9423 | 0.2042 |
| Largest Winning Trade | 115181 | 115181 | 53879 | 95031 | 95031 | 12897 |
| Largest Losing Trade | -92734 | -37597 | -92734 | -164639 | -6724 | -164639 |
| Avg Bars in Trades | 65 | 38 | 91 | 65 | 38 | 91 |
| Avg Bars in Winners | 78 | 40 | 115 | 78 | 40 | 115 |
| Avg Bars in Losers | 49 | 35 | 63 | 49 | 35 | 63 |
| Bars Traded | 7424 | 2187 | 5237 | 7424 | 2187 | 5237 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 346098 | -168328 | -479687 | -580020 | -303406 | -760264 |
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7531,
"evaluation_days": 1882.75,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1597816800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758873568835,
"expiration_time": 1763595288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 82,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 71,
"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": [
[
385843.7046255369,
347380.4467487609,
38463.2578767761,
-76486.4576569475,
142899.0488546179,
-219385.5065115652
],
[
385.843705,
347.380447,
38.463258,
-76.486458,
142.899049,
-219.385507
],
[
0.204936,
0.184507,
0.020429,
-0.076858,
0.047148,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-116652,
-82137,
-129817,
-175631,
-12516,
-214313
],
[
1.481488,
2.050028,
1.081745,
0.783309,
3.269267,
0.243505
],
[
114,
57,
57,
114,
57,
57
],
[
61,
30,
31,
61,
30,
31
],
[
53,
27,
26,
53,
27,
26
],
[
53.508772,
52.631579,
54.385965,
53.508772,
52.631579,
54.385965
],
[
1.287195,
1.845025,
0.90727,
0.68058,
2.942341,
0.20423
],
[
115181,
115181,
53879,
95031,
95031,
12897
],
[
-92734,
-37597,
-92734,
-164639,
-6724,
-164639
],
[
65,
38,
91,
65,
38,
91
],
[
78,
40,
115,
78,
40,
115
],
[
49,
35,
63,
49,
35,
63
],
[
7424,
2187,
5237,
7424,
2187,
5237
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
346098,
-168328,
-479687,
-580020,
-303406,
-760264
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7531,
"evaluation_days": 1882.75,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1597816800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758873568835,
"expiration_time": 1763595288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 82,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 71,
"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) |
|---|