Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382383.3503 | 363091.9806 | 19291.3698 | -380927.9769 | -950732.3917 | 569804.4148 |
Total P&L (%) | 382.3834 | 363.092 | 19.2914 | -380.928 | -950.7324 | 569.8044 |
Avg Daily Profit (%) | 0.2031 | 0.1928 | 0.0102 | 0 | 0 | 0.1011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -253015 | -55787 | -255663 | -2938196 | -1123549 | -2063732 |
Profit Factor | 1.3019 | 1.8243 | 1.0233 | 0.9575 | 0.7311 | 1.105 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 166 | 85 | 81 | 119 | 62 | 57 |
Losing Trades | 111 | 54 | 57 | 158 | 77 | 81 |
Profitability (%) | 59.9278 | 61.1511 | 58.6957 | 42.9603 | 44.6043 | 41.3043 |
Ratio Avg Win / Avg Loss | 0.8705 | 1.159 | 0.7201 | 1.2713 | 0.908 | 1.5702 |
Largest Winning Trade | 59622 | 59622 | 41386 | 2623735 | 344300 | 2623735 |
Largest Losing Trade | -207709 | -33594 | -207709 | -517188 | -370007 | -517188 |
Avg Bars in Trades | 13 | 9 | 16 | 13 | 9 | 16 |
Avg Bars in Winners | 12 | 8 | 15 | 13 | 10 | 16 |
Avg Bars in Losers | 14 | 11 | 17 | 13 | 9 | 16 |
Bars Traded | 3648 | 1359 | 2289 | 3648 | 1359 | 2289 |
Profit Streak | 0 | 0 | 0 | 26.9478 | 41.4478 | 26.9478 |
Trades During Streak | 0 | 0 | 0 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327225 | 412103 | -381802 | -578582 | -581359 | -163892 |
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599696000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758969889872, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 36 } } }
{ "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": [ [ 382383.350332709, 363091.9805747845, 19291.3697579245, -380927.9769118067, -950732.3917404283, 569804.4148286211 ], [ 382.38335, 363.091981, 19.29137, -380.927977, -950.732392, 569.804415 ], [ 0.203071, 0.192826, 0.010245, 0, 0, 0.10105 ], [ 10, 10, 10, 10, 10, 10 ], [ -253015, -55787, -255663, -2938196, -1123549, -2063732 ], [ 1.301866, 1.824331, 1.023348, 0.957508, 0.731129, 1.104961 ], [ 277, 139, 138, 277, 139, 138 ], [ 166, 85, 81, 119, 62, 57 ], [ 111, 54, 57, 158, 77, 81 ], [ 59.927798, 61.151079, 58.695652, 42.960289, 44.604317, 41.304348 ], [ 0.870525, 1.158987, 0.720134, 1.271313, 0.908015, 1.570208 ], [ 59622, 59622, 41386, 2623735, 344300, 2623735 ], [ -207709, -33594, -207709, -517188, -370007, -517188 ], [ 13, 9, 16, 13, 9, 16 ], [ 12, 8, 15, 13, 10, 16 ], [ 14, 11, 17, 13, 9, 16 ], [ 3648, 1359, 2289, 3648, 1359, 2289 ], [ 0, 0, 0, 26.947799, 41.447799, 26.947799 ], [ 0, 0, 0, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327225, 412103, -381802, -578582, -581359, -163892 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599696000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758969889872, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 36 } } }
# | 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) |
---|