Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554124.3502 | 440788.1104 | 113336.2397 | 809183.2162 | 674315.1154 | 134868.1007 |
Total P&L (%) | 554.1244 | 440.7881 | 113.3362 | 809.1832 | 674.3151 | 134.8681 |
Avg Daily Profit (%) | 0.2934 | 0.2334 | 0.06 | 0.1169 | 0.1084 | 0.0452 |
Buy And Hold Return (%) | 14.539 | 14.539 | 14.539 | 14.539 | 14.539 | 14.539 |
Max Trade Drawdown | -102504 | -79605 | -109918 | -1932229 | -1326086 | -1150080 |
Profit Factor | 1.4284 | 1.6793 | 1.1758 | 1.0692 | 1.1141 | 1.0233 |
Total Trades | 329 | 164 | 165 | 329 | 164 | 165 |
Winning Trades | 122 | 47 | 75 | 122 | 47 | 75 |
Losing Trades | 207 | 117 | 90 | 207 | 117 | 90 |
Profitability (%) | 37.0821 | 28.6585 | 45.4545 | 37.0821 | 28.6585 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.4236 | 4.1804 | 1.411 | 1.8141 | 2.7734 | 1.2279 |
Largest Winning Trade | 102998 | 102998 | 36051 | 906484 | 906484 | 510022 |
Largest Losing Trade | -55703 | -23289 | -55703 | -478739 | -293001 | -478739 |
Avg Bars in Trades | 17 | 18 | 15 | 17 | 18 | 15 |
Avg Bars in Winners | 30 | 40 | 24 | 30 | 40 | 24 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 5598 | 2968 | 2630 | 5598 | 2968 | 2630 |
Profit Streak | 11.2513 | 0 | 11.9179 | 11.2513 | 0 | 11.9179 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303359 | -2021 | -140468 | -182198 | -154809 | -327983 |
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5666, "evaluation_days": 1888.67, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596643200000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759240910076, "expiration_time": 1764114624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 554124.3501613697, 440788.1104299639, 113336.2397314053, 809183.2161692831, 674315.1154238336, 134868.1007454516 ], [ 554.12435, 440.78811, 113.33624, 809.183216, 674.315115, 134.868101 ], [ 0.293394, 0.233385, 0.060008, 0.116943, 0.108432, 0.045219 ], [ 14.539007, 14.539007, 14.539007, 14.539007, 14.539007, 14.539007 ], [ -102504, -79605, -109918, -1932229, -1326086, -1150080 ], [ 1.428398, 1.679289, 1.175828, 1.069157, 1.114117, 1.023286 ], [ 329, 164, 165, 329, 164, 165 ], [ 122, 47, 75, 122, 47, 75 ], [ 207, 117, 90, 207, 117, 90 ], [ 37.082067, 28.658537, 45.454545, 37.082067, 28.658537, 45.454545 ], [ 2.423593, 4.180358, 1.410994, 1.814061, 2.77344, 1.227944 ], [ 102998, 102998, 36051, 906484, 906484, 510022 ], [ -55703, -23289, -55703, -478739, -293001, -478739 ], [ 17, 18, 15, 17, 18, 15 ], [ 30, 40, 24, 30, 40, 24 ], [ 8, 9, 8, 8, 9, 8 ], [ 5598, 2968, 2630, 5598, 2968, 2630 ], [ 11.251274, 0, 11.917941, 11.251274, 0, 11.917941 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303359, -2021, -140468, -182198, -154809, -327983 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5666, "evaluation_days": 1888.67, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596643200000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759240910076, "expiration_time": 1764114624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|