Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512218.6289 | 396390.528 | 115828.1009 | -1382046.6412 | -751954.9258 | -630091.7154 |
Total P&L (%) | 512.2186 | 396.3905 | 115.8281 | -1382.0466 | -751.9549 | -630.0917 |
Avg Daily Profit (%) | 0.2718 | 0.2104 | 0.0615 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195582 | -58464 | -209714 | -1584963 | -970999 | -1000207 |
Profit Factor | 1.7045 | 2.6568 | 1.2374 | 0.7354 | 0.6705 | 0.7857 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 47 | 22 | 25 | 37 | 21 | 16 |
Losing Trades | 40 | 21 | 19 | 50 | 22 | 28 |
Profitability (%) | 54.023 | 51.1628 | 56.8182 | 42.5287 | 48.8372 | 36.3636 |
Ratio Avg Win / Avg Loss | 1.4506 | 2.536 | 0.9404 | 0.9938 | 0.7025 | 1.375 |
Largest Winning Trade | 104554 | 104554 | 55016 | 828564 | 221913 | 828564 |
Largest Losing Trade | -155110 | -26753 | -155110 | -678340 | -678340 | -314696 |
Avg Bars in Trades | 62 | 58 | 65 | 62 | 58 | 65 |
Avg Bars in Winners | 58 | 48 | 66 | 64 | 70 | 58 |
Avg Bars in Losers | 67 | 69 | 65 | 60 | 47 | 70 |
Bars Traded | 5424 | 2521 | 2903 | 5424 | 2521 | 2903 |
Profit Streak | 35.9249 | 0 | 140.2582 | 0 | 160.5916 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434427 | 467240 | -110909 | -583451 | -579826 | -584355 |
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5653, "evaluation_days": 1884.33, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1601769600000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758867112220, "expiration_time": 1763728992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 187, "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": [ [ 512218.6288735538, 396390.5279706029, 115828.1009029507, -1382046.6412300125, -751954.9257885012, -630091.7154415111 ], [ 512.218629, 396.390528, 115.828101, -1382.046641, -751.954926, -630.091715 ], [ 0.271831, 0.210362, 0.061469, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -195582, -58464, -209714, -1584963, -970999, -1000207 ], [ 1.704463, 2.656764, 1.237426, 0.735381, 0.670526, 0.785719 ], [ 87, 43, 44, 87, 43, 44 ], [ 47, 22, 25, 37, 21, 16 ], [ 40, 21, 19, 50, 22, 28 ], [ 54.022989, 51.162791, 56.818182, 42.528736, 48.837209, 36.363636 ], [ 1.450607, 2.536002, 0.940444, 0.993759, 0.702456, 1.375009 ], [ 104554, 104554, 55016, 828564, 221913, 828564 ], [ -155110, -26753, -155110, -678340, -678340, -314696 ], [ 62, 58, 65, 62, 58, 65 ], [ 58, 48, 66, 64, 70, 58 ], [ 67, 69, 65, 60, 47, 70 ], [ 5424, 2521, 2903, 5424, 2521, 2903 ], [ 35.92491, 0, 140.258243, 0, 160.591577, 0 ], [ 1, 0, 2, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 434427, 467240, -110909, -583451, -579826, -584355 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5653, "evaluation_days": 1884.33, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1601769600000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758867112220, "expiration_time": 1763728992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 187, "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) |
---|