Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596505.0262 | 473186.0714 | 123318.9548 | -246466.5738 | 1413016.7083 | -1659483.2822 |
Total P&L (%) | 596.505 | 473.1861 | 123.319 | -246.4666 | 1413.0167 | -1659.4833 |
Avg Daily Profit (%) | 0.3164 | 0.251 | 0.0654 | 0 | 0.1442 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152952 | -104732 | -109952 | -3551011 | -1035155 | -2891539 |
Profit Factor | 1.7128 | 1.9946 | 1.3415 | 0.9669 | 1.4486 | 0.6147 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 67 | 32 | 35 | 69 | 35 | 34 |
Losing Trades | 57 | 30 | 27 | 55 | 27 | 28 |
Profitability (%) | 54.0323 | 51.6129 | 56.4516 | 55.6452 | 56.4516 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.4572 | 1.8699 | 1.0349 | 0.7708 | 1.1175 | 0.5062 |
Largest Winning Trade | 178859 | 178859 | 62094 | 841517 | 841517 | 452538 |
Largest Losing Trade | -105435 | -48256 | -105435 | -2658527 | -718303 | -2658527 |
Avg Bars in Trades | 43 | 52 | 33 | 43 | 52 | 33 |
Avg Bars in Winners | 45 | 53 | 38 | 43 | 48 | 38 |
Avg Bars in Losers | 40 | 52 | 28 | 43 | 58 | 28 |
Bars Traded | 5365 | 3268 | 2097 | 5365 | 3268 | 2097 |
Profit Streak | 0 | 25.7285 | 0 | 24.7285 | 0 | 26.7285 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432704 | -141581 | -258584 | -579173 | -152441 | -733315 |
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5655, "evaluation_days": 1885, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599609600000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758936540453, "expiration_time": 1763788320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 124, "offset": 0, "scalar": 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": [ [ 596505.0262467387, 473186.0714080571, 123318.954838682, -246466.5738462875, 1413016.7083291584, -1659483.2821754448 ], [ 596.505026, 473.186071, 123.318955, -246.466574, 1413.016708, -1659.483282 ], [ 0.316448, 0.251027, 0.065421, 0, 0.144225, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -152952, -104732, -109952, -3551011, -1035155, -2891539 ], [ 1.712832, 1.99461, 1.341548, 0.966949, 1.4486, 0.614726 ], [ 124, 62, 62, 124, 62, 62 ], [ 67, 32, 35, 69, 35, 34 ], [ 57, 30, 27, 55, 27, 28 ], [ 54.032258, 51.612903, 56.451613, 55.645161, 56.451613, 54.83871 ], [ 1.457186, 1.869947, 1.034908, 0.770756, 1.117491, 0.506245 ], [ 178859, 178859, 62094, 841517, 841517, 452538 ], [ -105435, -48256, -105435, -2658527, -718303, -2658527 ], [ 43, 52, 33, 43, 52, 33 ], [ 45, 53, 38, 43, 48, 38 ], [ 40, 52, 28, 43, 58, 28 ], [ 5365, 3268, 2097, 5365, 3268, 2097 ], [ 0, 25.728477, 0, 24.728477, 0, 26.728477 ], [ 0, 1, 0, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 432704, -141581, -258584, -579173, -152441, -733315 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5655, "evaluation_days": 1885, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599609600000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758936540453, "expiration_time": 1763788320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 124, "offset": 0, "scalar": 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) |
---|