Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154043.4462 | 298855.8228 | -144812.3766 | -96626.947 | 14914.9024 | -111541.8493 |
Total P&L (%) | 154.0434 | 298.8558 | -144.8124 | -96.6269 | 14.9149 | -111.5418 |
Avg Daily Profit (%) | 0.0817 | 0.1585 | -0.0768 | -0.1796 | 0.0074 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -269311 | -177710 | -158180 | -396086 | -292564 | -109280 |
Profit Factor | 1.1937 | 1.5728 | 0.4707 | 0.8466 | 1.0323 | 0.3356 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Losing Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Profitability (%) | 39.1753 | 47.9167 | 30.6122 | 39.1753 | 47.9167 | 30.6122 |
Ratio Avg Win / Avg Loss | 1.8533 | 1.7095 | 1.067 | 1.3145 | 1.122 | 0.7607 |
Largest Winning Trade | 414773 | 414773 | 24484 | 321424 | 321424 | 17273 |
Largest Losing Trade | -58328 | -58328 | -31785 | -211569 | -211569 | -30395 |
Avg Bars in Trades | 56 | 97 | 14 | 56 | 97 | 14 |
Avg Bars in Winners | 76 | 111 | 23 | 76 | 111 | 23 |
Avg Bars in Losers | 42 | 85 | 11 | 42 | 85 | 11 |
Bars Traded | 5433 | 4701 | 732 | 5433 | 4701 | 732 |
Profit Streak | 15.1484 | 0 | 80.4817 | 15.1484 | 0 | 80.4817 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93651 | 338628 | -585314 | -582477 | -381584 | -586980 |
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5658, "evaluation_days": 1886, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599350400000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759001622396, "expiration_time": 1763877312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 82, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 114, "offset": 0, "multiplier": 2.59042 } } }
{ "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": [ [ 154043.4462300572, 298855.8228457125, -144812.3766156554, -96626.9469600174, 14914.9023819176, -111541.849341935 ], [ 154.043446, 298.855823, -144.812377, -96.626947, 14.914902, -111.541849 ], [ 0.081677, 0.15846, -0.076783, -0.17955, 0.007372, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -269311, -177710, -158180, -396086, -292564, -109280 ], [ 1.193668, 1.572753, 0.470738, 0.846597, 1.032283, 0.335612 ], [ 97, 48, 49, 97, 48, 49 ], [ 38, 23, 15, 38, 23, 15 ], [ 59, 25, 34, 59, 25, 34 ], [ 39.175258, 47.916667, 30.612245, 39.175258, 47.916667, 30.612245 ], [ 1.853327, 1.709514, 1.067005, 1.314453, 1.122047, 0.760721 ], [ 414773, 414773, 24484, 321424, 321424, 17273 ], [ -58328, -58328, -31785, -211569, -211569, -30395 ], [ 56, 97, 14, 56, 97, 14 ], [ 76, 111, 23, 76, 111, 23 ], [ 42, 85, 11, 42, 85, 11 ], [ 5433, 4701, 732, 5433, 4701, 732 ], [ 15.148407, 0, 80.481741, 15.148407, 0, 80.481741 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -93651, 338628, -585314, -582477, -381584, -586980 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5658, "evaluation_days": 1886, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599350400000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759001622396, "expiration_time": 1763877312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 82, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 114, "offset": 0, "multiplier": 2.59042 } } }
# | 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) |
---|