Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319181.8941 | 296126.4568 | 23055.4373 | -113737.9214 | 232301.1387 | -346039.0601 |
Total P&L (%) | 319.1819 | 296.1265 | 23.0554 | -113.7379 | 232.3011 | -346.0391 |
Avg Daily Profit (%) | 0.1689 | 0.1567 | 0.0122 | 0 | 0.0636 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157302 | -77292 | -153990 | -518769 | -40177 | -517619 |
Profit Factor | 1.3206 | 1.6053 | 1.0455 | 0.8495 | 2.3582 | 0.4082 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 84 | 43 | 41 | 88 | 44 | 44 |
Losing Trades | 82 | 40 | 42 | 78 | 39 | 39 |
Profitability (%) | 50.6024 | 51.8072 | 49.3976 | 53.012 | 53.012 | 53.012 |
Ratio Avg Win / Avg Loss | 1.2892 | 1.4933 | 1.071 | 0.753 | 2.0903 | 0.3618 |
Largest Winning Trade | 112803 | 112803 | 35940 | 119307 | 119307 | 49047 |
Largest Losing Trade | -104189 | -48275 | -104189 | -249310 | -37407 | -249310 |
Avg Bars in Trades | 33 | 44 | 21 | 33 | 44 | 21 |
Avg Bars in Winners | 26 | 32 | 21 | 36 | 53 | 18 |
Avg Bars in Losers | 39 | 58 | 21 | 29 | 34 | 23 |
Bars Traded | 5490 | 3725 | 1765 | 5490 | 3725 | 1765 |
Profit Streak | 0 | 0 | 0 | 51.1734 | 51.1734 | 59.8401 |
Trades During Streak | 0 | 0 | 0 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306473 | 326914 | -352108 | -577972 | -102492 | -579047 |
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5668, "evaluation_days": 1889.33, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600473600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759291784299, "expiration_time": 1764173952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 154, "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": [ [ 319181.8940875641, 296126.4568109685, 23055.4372765956, -113737.9214481007, 232301.1386862125, -346039.0601343128 ], [ 319.181894, 296.126457, 23.055437, -113.737921, 232.301139, -346.03906 ], [ 0.168939, 0.156736, 0.012203, 0, 0.063581, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -157302, -77292, -153990, -518769, -40177, -517619 ], [ 1.320617, 1.605253, 1.045541, 0.849502, 2.358231, 0.40819 ], [ 166, 83, 83, 166, 83, 83 ], [ 84, 43, 41, 88, 44, 44 ], [ 82, 40, 42, 78, 39, 39 ], [ 50.60241, 51.807229, 49.39759, 53.012048, 53.012048, 53.012048 ], [ 1.289174, 1.493258, 1.071042, 0.752968, 2.09025, 0.361805 ], [ 112803, 112803, 35940, 119307, 119307, 49047 ], [ -104189, -48275, -104189, -249310, -37407, -249310 ], [ 33, 44, 21, 33, 44, 21 ], [ 26, 32, 21, 36, 53, 18 ], [ 39, 58, 21, 29, 34, 23 ], [ 5490, 3725, 1765, 5490, 3725, 1765 ], [ 0, 0, 0, 51.173429, 51.173429, 59.840096 ], [ 0, 0, 0, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306473, 326914, -352108, -577972, -102492, -579047 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5668, "evaluation_days": 1889.33, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600473600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759291784299, "expiration_time": 1764173952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 154, "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) |
---|