Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298765.9384 | 333859.1762 | -35093.2378 | -81450.1604 | 199001.2811 | -280451.4415 |
Total P&L (%) | 298.7659 | 333.8592 | -35.0932 | -81.4502 | 199.0013 | -280.4514 |
Avg Daily Profit (%) | 0.1585 | 0.1771 | -0.0186 | -0.0893 | 0.0581 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -289690 | -77890 | -250334 | -911809 | -244326 | -918409 |
Profit Factor | 1.2507 | 1.6994 | 0.9509 | 0.9589 | 1.2837 | 0.7808 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 108 | 49 | 59 | 106 | 56 | 50 |
Losing Trades | 85 | 47 | 38 | 87 | 40 | 47 |
Profitability (%) | 55.9585 | 51.0417 | 60.8247 | 54.9223 | 58.3333 | 51.5464 |
Ratio Avg Win / Avg Loss | 0.9843 | 1.6301 | 0.6124 | 0.787 | 0.9169 | 0.7339 |
Largest Winning Trade | 117985 | 117985 | 44632 | 431902 | 134904 | 431902 |
Largest Losing Trade | -159879 | -47317 | -159879 | -295261 | -244326 | -295261 |
Avg Bars in Trades | 28 | 28 | 27 | 28 | 28 | 27 |
Avg Bars in Winners | 24 | 24 | 25 | 27 | 29 | 25 |
Avg Bars in Losers | 32 | 33 | 30 | 28 | 28 | 28 |
Bars Traded | 5413 | 2762 | 2651 | 5413 | 2762 | 2651 |
Profit Streak | 18.7376 | 29.0709 | 18.7376 | 18.7376 | 29.0709 | 18.7376 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306299 | 441420 | -578831 | -577786 | -114431 | -580034 |
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5655, "evaluation_days": 1885, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600617600000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758937328378, "expiration_time": 1763788320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 159, "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": [ [ 298765.9384260263, 333859.1762415538, -35093.2378155276, -81450.1603562211, 199001.2811220239, -280451.4414782453 ], [ 298.765938, 333.859176, -35.093238, -81.45016, 199.001281, -280.451441 ], [ 0.158497, 0.177114, -0.018617, -0.089335, 0.058122, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -289690, -77890, -250334, -911809, -244326, -918409 ], [ 1.250661, 1.699427, 0.95089, 0.958879, 1.283665, 0.780762 ], [ 193, 96, 97, 193, 96, 97 ], [ 108, 49, 59, 106, 56, 50 ], [ 85, 47, 38, 87, 40, 47 ], [ 55.958549, 51.041667, 60.824742, 54.92228, 58.333333, 51.546392 ], [ 0.984317, 1.630063, 0.612437, 0.787004, 0.916904, 0.733916 ], [ 117985, 117985, 44632, 431902, 134904, 431902 ], [ -159879, -47317, -159879, -295261, -244326, -295261 ], [ 28, 28, 27, 28, 28, 27 ], [ 24, 24, 25, 27, 29, 25 ], [ 32, 33, 30, 28, 28, 28 ], [ 5413, 2762, 2651, 5413, 2762, 2651 ], [ 18.737597, 29.07093, 18.737597, 18.737597, 29.07093, 18.737597 ], [ 2, 4, 1, 2, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306299, 441420, -578831, -577786, -114431, -580034 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5655, "evaluation_days": 1885, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600617600000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758937328378, "expiration_time": 1763788320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 159, "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) |
---|