Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422069.7617 | 352178.3009 | 69891.4608 | -64238.3462 | 553644.1097 | -617882.4559 |
Total P&L (%) | 422.0698 | 352.1783 | 69.8915 | -64.2383 | 553.6441 | -617.8825 |
Avg Daily Profit (%) | 0.2241 | 0.187 | 0.0371 | -0.0546 | 0.0998 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146327 | -67733 | -123709 | -1384493 | -551333 | -1362911 |
Profit Factor | 1.6602 | 2.0936 | 1.2203 | 0.9768 | 1.5215 | 0.6389 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 49.3671 | 45 | 53.8462 | 49.3671 | 45 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.7027 | 2.5588 | 1.0459 | 1.0019 | 1.8597 | 0.5476 |
Largest Winning Trade | 170553 | 170553 | 53767 | 615698 | 615698 | 250898 |
Largest Losing Trade | -94651 | -46118 | -94651 | -1342522 | -313701 | -1342522 |
Avg Bars in Trades | 45 | 46 | 44 | 45 | 46 | 44 |
Avg Bars in Winners | 63 | 64 | 63 | 63 | 64 | 63 |
Avg Bars in Losers | 28 | 32 | 23 | 28 | 32 | 23 |
Bars Traded | 3616 | 1877 | 1739 | 3616 | 1877 | 1739 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20551 | 344692 | -143208 | -610635 | -58754 | -580258 |
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1602201600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758938694472, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 8, "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": [ [ 422069.7617118122, 352178.3008707514, 69891.4608410608, -64238.3461945263, 553644.1096705177, -617882.455865044 ], [ 422.069762, 352.178301, 69.891461, -64.238346, 553.64411, -617.882456 ], [ 0.224148, 0.18703, 0.037117, -0.054594, 0.099752, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -146327, -67733, -123709, -1384493, -551333, -1362911 ], [ 1.660155, 2.093599, 1.22026, 0.976832, 1.521543, 0.638901 ], [ 79, 40, 39, 79, 40, 39 ], [ 39, 18, 21, 39, 18, 21 ], [ 40, 22, 18, 40, 22, 18 ], [ 49.367089, 45, 53.846154, 49.367089, 45, 53.846154 ], [ 1.702723, 2.558843, 1.045937, 1.001879, 1.859663, 0.547629 ], [ 170553, 170553, 53767, 615698, 615698, 250898 ], [ -94651, -46118, -94651, -1342522, -313701, -1342522 ], [ 45, 46, 44, 45, 46, 44 ], [ 63, 64, 63, 63, 64, 63 ], [ 28, 32, 23, 28, 32, 23 ], [ 3616, 1877, 1739, 3616, 1877, 1739 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -20551, 344692, -143208, -610635, -58754, -580258 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1602201600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758938694472, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 8, "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) |
---|