| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 229940.8512 | 304727.7224 | -74786.8712 | -85953.9653 | -578.294 | -85375.6713 |
| Total P&L (%) | 229.9409 | 304.7277 | -74.7869 | -85.954 | -0.5783 | -85.3757 |
| Avg Daily Profit (%) | 0.1211 | 0.1605 | -0.0394 | -0.1033 | -0.0003 | -0.1012 |
| Buy And Hold Return (%) | 12.7291 | 12.7291 | 12.7291 | 12.7291 | 12.7291 | 12.7291 |
| Max Trade Drawdown | -265979 | -89854 | -279208 | -117687 | -44474 | -104443 |
| Profit Factor | 1.0869 | 1.2399 | 0.9456 | 0.7883 | 0.9969 | 0.6154 |
| Total Trades | 811 | 406 | 405 | 811 | 406 | 405 |
| Winning Trades | 402 | 204 | 198 | 402 | 204 | 198 |
| Losing Trades | 409 | 202 | 207 | 409 | 202 | 207 |
| Profitability (%) | 49.5684 | 50.2463 | 48.8889 | 49.5684 | 50.2463 | 48.8889 |
| Ratio Avg Win / Avg Loss | 1.1059 | 1.2278 | 0.9886 | 0.8021 | 0.9871 | 0.6433 |
| Largest Winning Trade | 83579 | 83579 | 34212 | 25223 | 25223 | 17918 |
| Largest Losing Trade | -62904 | -26890 | -62904 | -37434 | -12586 | -37434 |
| Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
| Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
| Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
| Bars Traded | 5647 | 2823 | 2824 | 5647 | 2823 | 2824 |
| 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 | -151454 | 319559 | -579370 | -576015 | -578901 | -579370 |
{
"trading_pair": "STORJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5696,
"evaluation_days": 1898.67,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1597190400000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760102893981,
"expiration_time": 1765004544000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 205,
"offset": 0,
"std": 1.48536
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.52979,
"nc": 0.75948
}
}
} {
"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": [
[
229940.8512303181,
304727.7224098245,
-74786.8711795066,
-85953.9652611899,
-578.2939527693,
-85375.6713084207
],
[
229.940851,
304.727722,
-74.786871,
-85.953965,
-0.578294,
-85.375671
],
[
0.121106,
0.160495,
-0.039389,
-0.103326,
-0.000305,
-0.101203
],
[
12.729074,
12.729074,
12.729074,
12.729074,
12.729074,
12.729074
],
[
-265979,
-89854,
-279208,
-117687,
-44474,
-104443
],
[
1.086947,
1.239948,
0.945595,
0.788342,
0.996859,
0.615367
],
[
811,
406,
405,
811,
406,
405
],
[
402,
204,
198,
402,
204,
198
],
[
409,
202,
207,
409,
202,
207
],
[
49.568434,
50.246305,
48.888889,
49.568434,
50.246305,
48.888889
],
[
1.105874,
1.227792,
0.988577,
0.802069,
0.987086,
0.643338
],
[
83579,
83579,
34212,
25223,
25223,
17918
],
[
-62904,
-26890,
-62904,
-37434,
-12586,
-37434
],
[
6,
6,
6,
6,
6,
6
],
[
6,
6,
6,
6,
6,
6
],
[
6,
6,
6,
6,
6,
6
],
[
5647,
2823,
2824,
5647,
2823,
2824
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151454,
319559,
-579370,
-576015,
-578901,
-579370
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5696,
"evaluation_days": 1898.67,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1597190400000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760102893981,
"expiration_time": 1765004544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 205,
"offset": 0,
"std": 1.48536
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.52979,
"nc": 0.75948
}
}
}
| # | 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) |
|---|