Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -327592.4495 | 48799.2388 | -376391.6883 | 303368.5674 | 1670529.9031 | -1367161.3357 |
Total P&L (%) | -327.5924 | 48.7992 | -376.3917 | 303.3686 | 1670.5299 | -1367.1613 |
Avg Daily Profit (%) | -0.1723 | 0.0257 | -0.198 | 0.0734 | 0.1513 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -700444 | -146600 | -566186 | -2554671 | -199817 | -2554671 |
Profit Factor | 0.6419 | 1.1896 | 0.4275 | 1.0954 | 5.2521 | 0.5092 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 53 | 23 | 30 | 53 | 26 | 27 |
Losing Trades | 19 | 13 | 6 | 19 | 10 | 9 |
Profitability (%) | 73.6111 | 63.8889 | 83.3333 | 73.6111 | 72.2222 | 75 |
Ratio Avg Win / Avg Loss | 0.2301 | 0.6724 | 0.0855 | 0.3927 | 2.02 | 0.1697 |
Largest Winning Trade | 62237 | 62237 | 30429 | 1125144 | 1125144 | 362336 |
Largest Losing Trade | -414790 | -58033 | -414790 | -2554671 | -188420 | -2554671 |
Avg Bars in Trades | 50 | 57 | 43 | 50 | 57 | 43 |
Avg Bars in Winners | 21 | 19 | 23 | 42 | 49 | 35 |
Avg Bars in Losers | 131 | 126 | 142 | 73 | 80 | 65 |
Bars Traded | 3633 | 2076 | 1557 | 3633 | 2076 | 1557 |
Profit Streak | 94.4853 | 94.4853 | 331.9853 | 94.4853 | 94.4853 | 331.9853 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -659858 | -171252 | -575161 | -291241 | 685405 | -576134 |
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3802, "evaluation_days": 1901, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599652800000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760312331740, "expiration_time": 1765197792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 84, "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": [ [ -327592.4494519458, 48799.2388429126, -376391.6882948583, 303368.5673923246, 1670529.903133329, -1367161.335741004 ], [ -327.592449, 48.799239, -376.391688, 303.368567, 1670.529903, -1367.161336 ], [ -0.172326, 0.02567, -0.197997, 0.073393, 0.151291, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -700444, -146600, -566186, -2554671, -199817, -2554671 ], [ 0.641876, 1.18964, 0.427473, 1.095438, 5.25212, 0.509246 ], [ 72, 36, 36, 72, 36, 36 ], [ 53, 23, 30, 53, 26, 27 ], [ 19, 13, 6, 19, 10, 9 ], [ 73.611111, 63.888889, 83.333333, 73.611111, 72.222222, 75 ], [ 0.230107, 0.672405, 0.085495, 0.392704, 2.020046, 0.169749 ], [ 62237, 62237, 30429, 1125144, 1125144, 362336 ], [ -414790, -58033, -414790, -2554671, -188420, -2554671 ], [ 50, 57, 43, 50, 57, 43 ], [ 21, 19, 23, 42, 49, 35 ], [ 131, 126, 142, 73, 80, 65 ], [ 3633, 2076, 1557, 3633, 2076, 1557 ], [ 94.485321, 94.485321, 331.985321, 94.485321, 94.485321, 331.985321 ], [ 3, 1, 6, 3, 1, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -659858, -171252, -575161, -291241, 685405, -576134 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3802, "evaluation_days": 1901, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599652800000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760312331740, "expiration_time": 1765197792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 84, "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) |
---|