Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208531.5062 | 317413.5507 | -108882.0445 | -98677.9936 | -14548.4304 | -84129.5632 |
Total P&L (%) | 208.5315 | 317.4136 | -108.882 | -98.678 | -14.5484 | -84.1296 |
Avg Daily Profit (%) | 0.1098 | 0.1671 | -0.0573 | -0.2275 | -0.0083 | -0.0969 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -304638 | -150330 | -246965 | -254079 | -255434 | -123983 |
Profit Factor | 1.0733 | 1.23 | 0.9257 | 0.9275 | 0.98 | 0.8674 |
Total Trades | 1182 | 591 | 591 | 1182 | 591 | 591 |
Winning Trades | 792 | 404 | 388 | 792 | 404 | 388 |
Losing Trades | 390 | 187 | 203 | 390 | 187 | 203 |
Profitability (%) | 67.0051 | 68.3587 | 65.6514 | 67.0051 | 68.3587 | 65.6514 |
Ratio Avg Win / Avg Loss | 0.5285 | 0.5693 | 0.4843 | 0.4567 | 0.4536 | 0.4538 |
Largest Winning Trade | 48455 | 48455 | 25305 | 67505 | 67505 | 25383 |
Largest Losing Trade | -93086 | -47530 | -93086 | -97193 | -97193 | -68279 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 3 | 2 | 3 | 3 | 2 | 3 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 5691 | 2816 | 2875 | 5691 | 2816 | 2875 |
Profit Streak | 2.447 | 2.447 | 8.1137 | 2.447 | 2.447 | 8.1137 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -180130 | 333747 | -574809 | -572926 | -576836 | -574809 |
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5698, "evaluation_days": 1899.33, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596067200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760150619630, "expiration_time": 1765063872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.88731, "nb": 0.81497, "nc": 0.1 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 208531.5062288323, 317413.5507044171, -108882.0444755842, -98677.9935787786, -14548.4304117705, -84129.5631670082 ], [ 208.531506, 317.413551, -108.882044, -98.677994, -14.54843, -84.129563 ], [ 0.109792, 0.167119, -0.057327, -0.227506, -0.008277, -0.096867 ], [ 10, 10, 10, 10, 10, 10 ], [ -304638, -150330, -246965, -254079, -255434, -123983 ], [ 1.073299, 1.229952, 0.925658, 0.92745, 0.979954, 0.867388 ], [ 1182, 591, 591, 1182, 591, 591 ], [ 792, 404, 388, 792, 404, 388 ], [ 390, 187, 203, 390, 187, 203 ], [ 67.005076, 68.358714, 65.651438, 67.005076, 68.358714, 65.651438 ], [ 0.528518, 0.569309, 0.4843, 0.456699, 0.453592, 0.453814 ], [ 48455, 48455, 25305, 67505, 67505, 25383 ], [ -93086, -47530, -93086, -97193, -97193, -68279 ], [ 4, 4, 4, 4, 4, 4 ], [ 3, 2, 3, 3, 2, 3 ], [ 8, 8, 7, 8, 8, 7 ], [ 5691, 2816, 2875, 5691, 2816, 2875 ], [ 2.446986, 2.446986, 8.113653, 2.446986, 2.446986, 8.113653 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -180130, 333747, -574809, -572926, -576836, -574809 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5698, "evaluation_days": 1899.33, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596067200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760150619630, "expiration_time": 1765063872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.88731, "nb": 0.81497, "nc": 0.1 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|