Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486418.2512 | 462106.123 | 24312.1283 | 76379.4455 | -10626.1205 | 87005.5659 |
Total P&L (%) | 486.4183 | 462.1061 | 24.3121 | 76.3794 | -10.6261 | 87.0056 |
Avg Daily Profit (%) | 0.2574 | 0.2445 | 0.0129 | 0.03 | -0.0059 | 0.0331 |
Buy And Hold Return (%) | 27.6471 | 27.6471 | 27.6471 | 27.6471 | 27.6471 | 27.6471 |
Max Trade Drawdown | -244772 | -111318 | -169867 | -1096947 | -810355 | -777509 |
Profit Factor | 1.2495 | 1.4578 | 1.0259 | 1.0103 | 0.9974 | 1.0257 |
Total Trades | 553 | 276 | 277 | 553 | 276 | 277 |
Winning Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Losing Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Profitability (%) | 51.1754 | 51.087 | 51.2635 | 51.1754 | 51.087 | 51.2635 |
Ratio Avg Win / Avg Loss | 1.1921 | 1.3958 | 0.9753 | 0.9639 | 0.9549 | 0.9751 |
Largest Winning Trade | 134215 | 134215 | 42982 | 224225 | 224225 | 178124 |
Largest Losing Trade | -44092 | -39840 | -44092 | -424184 | -424184 | -384645 |
Avg Bars in Trades | 6 | 7 | 6 | 6 | 7 | 6 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 6 | 7 | 5 | 6 | 7 | 5 |
Bars Traded | 3776 | 1958 | 1818 | 3776 | 1958 | 1818 |
Profit Streak | 13.9237 | 13.9237 | 14.4237 | 13.9237 | 13.9237 | 14.4237 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457293 | 394339 | -532779 | -362150 | -578873 | -343171 |
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3780, "evaluation_days": 1890, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596067200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759356610282, "expiration_time": 1764218880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.47974, "nb": 0.1, "nc": 0.20504 } } }
{ "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": [ [ 486418.2512415362, 462106.1229902931, 24312.1282512421, 76379.445472128, -10626.1204589998, 87005.5659311282 ], [ 486.418251, 462.106123, 24.312128, 76.379445, -10.62612, 87.005566 ], [ 0.257364, 0.244501, 0.012864, 0.030029, -0.005944, 0.033125 ], [ 27.647059, 27.647059, 27.647059, 27.647059, 27.647059, 27.647059 ], [ -244772, -111318, -169867, -1096947, -810355, -777509 ], [ 1.249464, 1.457799, 1.025852, 1.010288, 0.997366, 1.025666 ], [ 553, 276, 277, 553, 276, 277 ], [ 283, 141, 142, 283, 141, 142 ], [ 270, 135, 135, 270, 135, 135 ], [ 51.175407, 51.086957, 51.263538, 51.175407, 51.086957, 51.263538 ], [ 1.192068, 1.395765, 0.975282, 0.963879, 0.954925, 0.975105 ], [ 134215, 134215, 42982, 224225, 224225, 178124 ], [ -44092, -39840, -44092, -424184, -424184, -384645 ], [ 6, 7, 6, 6, 7, 6 ], [ 7, 7, 7, 7, 7, 7 ], [ 6, 7, 5, 6, 7, 5 ], [ 3776, 1958, 1818, 3776, 1958, 1818 ], [ 13.92373, 13.92373, 14.42373, 13.92373, 13.92373, 14.42373 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 457293, 394339, -532779, -362150, -578873, -343171 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3780, "evaluation_days": 1890, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596067200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759356610282, "expiration_time": 1764218880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.47974, "nb": 0.1, "nc": 0.20504 } } }
# | 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) |
---|