| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -57616.9769 | 94108.4764 | -151725.4533 | 1942724.2309 | 99332.3853 | 1843391.8455 |
| Total P&L (%) | -57.617 | 94.1085 | -151.7255 | 1942.7242 | 99.3324 | 1843.3918 |
| Avg Daily Profit (%) | -0.0305 | 0.0498 | -0.0803 | 0.1599 | 0.0365 | 0.1572 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -339425 | -30240 | -326626 | -1430103 | -597095 | -1087568 |
| Profit Factor | 0.9132 | 1.7893 | 0.7214 | 1.7653 | 1.1112 | 2.1207 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 63 | 30 | 33 | 43 | 21 | 22 |
| Losing Trades | 19 | 11 | 8 | 39 | 20 | 19 |
| Profitability (%) | 76.8293 | 73.1707 | 80.4878 | 52.439 | 51.2195 | 53.6585 |
| Ratio Avg Win / Avg Loss | 0.2754 | 0.6561 | 0.1749 | 1.6011 | 1.0582 | 1.8315 |
| Largest Winning Trade | 29479 | 29479 | 26822 | 1898028 | 219287 | 1898028 |
| Largest Losing Trade | -293835 | -30240 | -293835 | -425568 | -142252 | -425568 |
| Avg Bars in Trades | 43 | 22 | 64 | 43 | 22 | 64 |
| Avg Bars in Winners | 24 | 13 | 33 | 44 | 22 | 65 |
| Avg Bars in Losers | 108 | 47 | 192 | 43 | 23 | 63 |
| Bars Traded | 3581 | 937 | 2644 | 3581 | 937 | 2644 |
| Profit Streak | 196.1208 | 196.1208 | 252.1208 | 196.1208 | 196.1208 | 252.1208 |
| Trades During Streak | 13 | 6 | 10 | 13 | 6 | 10 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -584195 | -120992 | -575293 | 150671 | -240438 | 494221 |
{
"trading_pair": "STORJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3777,
"evaluation_days": 1888.5,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1601596800000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759200838088,
"expiration_time": 1764085392000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 218,
"offset": 0,
"std": 1.13033
}
}
} {
"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": [
[
-57616.9769200106,
94108.4764028067,
-151725.4533228173,
1942724.2308788367,
99332.3853394717,
1843391.8455393654
],
[
-57.616977,
94.108476,
-151.725453,
1942.724231,
99.332385,
1843.391846
],
[
-0.030509,
0.049832,
-0.080342,
0.159877,
0.036533,
0.157233
],
[
10,
10,
10,
10,
10,
10
],
[
-339425,
-30240,
-326626,
-1430103,
-597095,
-1087568
],
[
0.913213,
1.789339,
0.721433,
1.765327,
1.111159,
2.120727
],
[
82,
41,
41,
82,
41,
41
],
[
63,
30,
33,
43,
21,
22
],
[
19,
11,
8,
39,
20,
19
],
[
76.829268,
73.170732,
80.487805,
52.439024,
51.219512,
53.658537
],
[
0.275413,
0.656091,
0.174893,
1.60111,
1.058247,
1.831537
],
[
29479,
29479,
26822,
1898028,
219287,
1898028
],
[
-293835,
-30240,
-293835,
-425568,
-142252,
-425568
],
[
43,
22,
64,
43,
22,
64
],
[
24,
13,
33,
44,
22,
65
],
[
108,
47,
192,
43,
23,
63
],
[
3581,
937,
2644,
3581,
937,
2644
],
[
196.120811,
196.120811,
252.120811,
196.120811,
196.120811,
252.120811
],
[
13,
6,
10,
13,
6,
10
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-584195,
-120992,
-575293,
150671,
-240438,
494221
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3777,
"evaluation_days": 1888.5,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1601596800000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759200838088,
"expiration_time": 1764085392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 218,
"offset": 0,
"std": 1.13033
}
}
}
| # | 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) |
|---|