Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555309.489 | 589365.4344 | -34055.9454 | -81421.8523 | 51233.0041 | -132654.8564 |
Total P&L (%) | 555.3095 | 589.3654 | -34.0559 | -81.4219 | 51.233 | -132.6549 |
Avg Daily Profit (%) | 0.2923 | 0.3103 | -0.0179 | -0.0886 | 0.0218 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179360 | -137484 | -117238 | -233971 | -133071 | -195840 |
Profit Factor | 1.7664 | 2.7017 | 0.91 | 0.8661 | 1.19 | 0.6081 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 43.4783 | 38.2353 | 48.5714 | 43.4783 | 38.2353 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.2963 | 4.3642 | 0.9635 | 1.1259 | 1.9223 | 0.6439 |
Largest Winning Trade | 716222 | 716222 | 50207 | 197783 | 197783 | 80560 |
Largest Losing Trade | -55151 | -46169 | -55151 | -86804 | -86804 | -81064 |
Avg Bars in Trades | 53 | 35 | 70 | 53 | 35 | 70 |
Avg Bars in Winners | 77 | 55 | 94 | 77 | 55 | 94 |
Avg Bars in Losers | 35 | 23 | 48 | 35 | 23 | 48 |
Bars Traded | 3691 | 1214 | 2477 | 3691 | 1214 | 2477 |
Profit Streak | 15.6104 | 0 | 91.1104 | 15.6104 | 0 | 91.1104 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96056 | 343518 | -580383 | -687344 | -180021 | -580383 |
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3799, "evaluation_days": 1899.5, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600387200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760150336109, "expiration_time": 1765064304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 25, "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": [ [ 555309.4889657599, 589365.4343877251, -34055.945421965, -81421.8523363034, 51233.0040636091, -132654.8563999126 ], [ 555.309489, 589.365434, -34.055945, -81.421852, 51.233004, -132.654856 ], [ 0.292345, 0.310274, -0.017929, -0.088573, 0.021779, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -179360, -137484, -117238, -233971, -133071, -195840 ], [ 1.766374, 2.701673, 0.909964, 0.866112, 1.190005, 0.6081 ], [ 69, 34, 35, 69, 34, 35 ], [ 30, 13, 17, 30, 13, 17 ], [ 39, 21, 18, 39, 21, 18 ], [ 43.478261, 38.235294, 48.571429, 43.478261, 38.235294, 48.571429 ], [ 2.296287, 4.364241, 0.963491, 1.125945, 1.922315, 0.64387 ], [ 716222, 716222, 50207, 197783, 197783, 80560 ], [ -55151, -46169, -55151, -86804, -86804, -81064 ], [ 53, 35, 70, 53, 35, 70 ], [ 77, 55, 94, 77, 55, 94 ], [ 35, 23, 48, 35, 23, 48 ], [ 3691, 1214, 2477, 3691, 1214, 2477 ], [ 15.610372, 0, 91.110372, 15.610372, 0, 91.110372 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -96056, 343518, -580383, -687344, -180021, -580383 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3799, "evaluation_days": 1899.5, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600387200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760150336109, "expiration_time": 1765064304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 25, "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) |
---|