| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 381745.7688 | 410769.64 | -29023.8711 | -45323.0075 | 578269.2661 | -623592.2736 |
| Total P&L (%) | 381.7458 | 410.7696 | -29.0239 | -45.323 | 578.2693 | -623.5923 |
| Avg Daily Profit (%) | 0.2021 | 0.2174 | -0.0154 | -0.0319 | 0.1014 | 0 |
| Buy And Hold Return (%) | 24.8773 | 24.8773 | 24.8773 | 24.8773 | 24.8773 | 24.8773 |
| Max Trade Drawdown | -201297 | -123234 | -148150 | -1275362 | -402763 | -1035923 |
| Profit Factor | 1.1562 | 1.3481 | 0.977 | 0.9914 | 1.2574 | 0.7925 |
| Total Trades | 711 | 355 | 356 | 711 | 355 | 356 |
| Winning Trades | 383 | 185 | 198 | 383 | 185 | 198 |
| Losing Trades | 328 | 170 | 158 | 328 | 170 | 158 |
| Profitability (%) | 53.8678 | 52.1127 | 55.618 | 53.8678 | 52.1127 | 55.618 |
| Ratio Avg Win / Avg Loss | 0.9902 | 1.2388 | 0.7796 | 0.849 | 1.1555 | 0.6324 |
| Largest Winning Trade | 98525 | 98525 | 38877 | 206548 | 206548 | 115608 |
| Largest Losing Trade | -46541 | -33870 | -46541 | -444917 | -177301 | -444917 |
| Avg Bars in Trades | 7 | 8 | 7 | 7 | 8 | 7 |
| Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
| Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
| Bars Traded | 5660 | 2890 | 2770 | 5660 | 2890 | 2770 |
| Profit Streak | 7.8401 | 7.8401 | 21.8401 | 7.8401 | 7.8401 | 21.8401 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -36639 | 384333 | -576999 | -574725 | -54868 | -576999 |
{
"trading_pair": "STORJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5668,
"evaluation_days": 1889.33,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1596067200000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759291787763,
"expiration_time": 1764173952000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.27986,
"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": [
[
381745.7688381135,
410769.6399708277,
-29023.8711327147,
-45323.0075005538,
578269.2660676123,
-623592.2735681668
],
[
381.745769,
410.76964,
-29.023871,
-45.323008,
578.269266,
-623.592274
],
[
0.202054,
0.217416,
-0.015362,
-0.031949,
0.101377,
0
],
[
24.87725,
24.87725,
24.87725,
24.87725,
24.87725,
24.87725
],
[
-201297,
-123234,
-148150,
-1275362,
-402763,
-1035923
],
[
1.156239,
1.348103,
0.977026,
0.991369,
1.257419,
0.792462
],
[
711,
355,
356,
711,
355,
356
],
[
383,
185,
198,
383,
185,
198
],
[
328,
170,
158,
328,
170,
158
],
[
53.867792,
52.112676,
55.617978,
53.867792,
52.112676,
55.617978
],
[
0.990199,
1.238797,
0.779647,
0.849005,
1.155466,
0.632368
],
[
98525,
98525,
38877,
206548,
206548,
115608
],
[
-46541,
-33870,
-46541,
-444917,
-177301,
-444917
],
[
7,
8,
7,
7,
8,
7
],
[
7,
7,
7,
7,
7,
7
],
[
8,
9,
8,
8,
9,
8
],
[
5660,
2890,
2770,
5660,
2890,
2770
],
[
7.840136,
7.840136,
21.840136,
7.840136,
7.840136,
21.840136
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-36639,
384333,
-576999,
-574725,
-54868,
-576999
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5668,
"evaluation_days": 1889.33,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1596067200000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759291787763,
"expiration_time": 1764173952000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.27986,
"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) |
|---|