| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 421095.68 | 343978.5202 | 77117.1598 | 112874.9717 | 80733.4632 | 32141.5086 |
| Total P&L (%) | 421.0957 | 343.9785 | 77.1172 | 112.875 | 80.7335 | 32.1415 |
| Avg Daily Profit (%) | 0.2225 | 0.1818 | 0.0408 | 0.0399 | 0.0313 | 0.0147 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -230922 | -114083 | -167725 | -947168 | -548638 | -567843 |
| Profit Factor | 1.3452 | 1.5787 | 1.1233 | 1.0355 | 1.0492 | 1.0209 |
| Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
| Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
| Losing Trades | 107 | 57 | 50 | 107 | 57 | 50 |
| Profitability (%) | 45.1282 | 41.2371 | 48.9796 | 45.1282 | 41.2371 | 48.9796 |
| Ratio Avg Win / Avg Loss | 1.6356 | 2.2497 | 1.1701 | 1.2591 | 1.4952 | 1.0634 |
| Largest Winning Trade | 106677 | 106677 | 43992 | 356117 | 356117 | 183142 |
| Largest Losing Trade | -38748 | -30868 | -38748 | -167851 | -162716 | -167851 |
| Avg Bars in Trades | 28 | 30 | 26 | 28 | 30 | 26 |
| Avg Bars in Winners | 39 | 43 | 35 | 39 | 43 | 35 |
| Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
| Bars Traded | 5563 | 2975 | 2588 | 5563 | 2975 | 2588 |
| Profit Streak | 18.1713 | 0 | 35.1713 | 18.1713 | 0 | 35.1713 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 333102 | 239774 | -223242 | -321055 | -321157 | -373512 |
{
"trading_pair": "STORJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5677,
"evaluation_days": 1892.33,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1598803200000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759550801036,
"expiration_time": 1764440928000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 20,
"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": [
[
421095.6799744361,
343978.5202217845,
77117.1597526519,
112874.9717399164,
80733.4631832278,
32141.5085566883
],
[
421.09568,
343.97852,
77.11716,
112.874972,
80.733463,
32.141509
],
[
0.222528,
0.181775,
0.040752,
0.039934,
0.031281,
0.014729
],
[
10,
10,
10,
10,
10,
10
],
[
-230922,
-114083,
-167725,
-947168,
-548638,
-567843
],
[
1.345204,
1.578723,
1.123295,
1.035513,
1.049247,
1.020884
],
[
195,
97,
98,
195,
97,
98
],
[
88,
40,
48,
88,
40,
48
],
[
107,
57,
50,
107,
57,
50
],
[
45.128205,
41.237113,
48.979592,
45.128205,
41.237113,
48.979592
],
[
1.635646,
2.249681,
1.170098,
1.25909,
1.495177,
1.063421
],
[
106677,
106677,
43992,
356117,
356117,
183142
],
[
-38748,
-30868,
-38748,
-167851,
-162716,
-167851
],
[
28,
30,
26,
28,
30,
26
],
[
39,
43,
35,
39,
43,
35
],
[
19,
21,
17,
19,
21,
17
],
[
5563,
2975,
2588,
5563,
2975,
2588
],
[
18.171308,
0,
35.171308,
18.171308,
0,
35.171308
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
333102,
239774,
-223242,
-321055,
-321157,
-373512
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5677,
"evaluation_days": 1892.33,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1598803200000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759550801036,
"expiration_time": 1764440928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 20,
"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) |
|---|