Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442800.6391 | 374968.9966 | 67831.6425 | 101962.9239 | -177463.9567 | 279426.8807 |
Total P&L (%) | 442.8006 | 374.969 | 67.8316 | 101.9629 | -177.464 | 279.4269 |
Avg Daily Profit (%) | 0.233 | 0.1973 | 0.0357 | 0.037 | 0 | 0.0702 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184052 | -160399 | -24651 | -865819 | -867025 | -89826 |
Profit Factor | 1.9219 | 1.9392 | 1.8368 | 1.0506 | 0.9007 | 2.2234 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 53.012 | 51.2195 | 54.7619 | 53.012 | 51.2195 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.7035 | 1.8469 | 1.5174 | 0.9312 | 0.8578 | 1.8367 |
Largest Winning Trade | 284110 | 284110 | 23121 | 567885 | 567885 | 177516 |
Largest Losing Trade | -60964 | -60964 | -18298 | -576290 | -576290 | -61322 |
Avg Bars in Trades | 64 | 122 | 8 | 64 | 122 | 8 |
Avg Bars in Winners | 50 | 94 | 10 | 50 | 94 | 10 |
Avg Bars in Losers | 80 | 152 | 4 | 80 | 152 | 4 |
Bars Traded | 5376 | 5039 | 337 | 5376 | 5039 | 337 |
Profit Streak | 0 | 74.4619 | 0 | 0 | 74.4619 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383952 | 447847 | -140943 | -310922 | -579618 | -94057 |
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5702, "evaluation_days": 1900.67, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1598774400000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760267108074, "expiration_time": 1765182528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "dcu", "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": [ [ 442800.639100028, 374968.9966368355, 67831.6424631925, 101962.9239209692, -177463.9567451641, 279426.8806661337 ], [ 442.800639, 374.968997, 67.831642, 101.962924, -177.463957, 279.426881 ], [ 0.232971, 0.197283, 0.035688, 0.036989, 0, 0.070184 ], [ 10, 10, 10, 10, 10, 10 ], [ -184052, -160399, -24651, -865819, -867025, -89826 ], [ 1.92194, 1.939225, 1.836807, 1.050587, 0.900701, 2.223393 ], [ 83, 41, 42, 83, 41, 42 ], [ 44, 21, 23, 44, 21, 23 ], [ 39, 20, 19, 39, 20, 19 ], [ 53.012048, 51.219512, 54.761905, 53.012048, 51.219512, 54.761905 ], [ 1.703538, 1.846881, 1.517363, 0.931202, 0.857811, 1.836716 ], [ 284110, 284110, 23121, 567885, 567885, 177516 ], [ -60964, -60964, -18298, -576290, -576290, -61322 ], [ 64, 122, 8, 64, 122, 8 ], [ 50, 94, 10, 50, 94, 10 ], [ 80, 152, 4, 80, 152, 4 ], [ 5376, 5039, 337, 5376, 5039, 337 ], [ 0, 74.461899, 0, 0, 74.461899, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 383952, 447847, -140943, -310922, -579618, -94057 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5702, "evaluation_days": 1900.67, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1598774400000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760267108074, "expiration_time": 1765182528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "dcu", "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) |
---|