Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462527.0385 | 513160.9498 | -50633.9114 | -86847.2605 | -53099.7479 | -33747.5126 |
Total P&L (%) | 462.527 | 513.161 | -50.6339 | -86.8473 | -53.0997 | -33.7475 |
Avg Daily Profit (%) | 0.2456 | 0.2725 | -0.0269 | -0.1077 | -0.0402 | -0.0219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -325045 | -134633 | -196058 | -1506851 | -970093 | -537046 |
Profit Factor | 1.6046 | 2.4643 | 0.8779 | 0.9689 | 0.9654 | 0.9731 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 50 | 45.6522 | 54.3478 | 50 | 45.6522 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.6046 | 2.9337 | 0.7374 | 0.9689 | 1.1493 | 0.8174 |
Largest Winning Trade | 573016 | 573016 | 48120 | 579324 | 579324 | 252194 |
Largest Losing Trade | -79377 | -52864 | -79377 | -800010 | -800010 | -404972 |
Avg Bars in Trades | 38 | 49 | 28 | 38 | 49 | 28 |
Avg Bars in Winners | 33 | 37 | 29 | 33 | 37 | 29 |
Avg Bars in Losers | 44 | 58 | 26 | 44 | 58 | 26 |
Bars Traded | 3553 | 2263 | 1290 | 3553 | 2263 | 1290 |
Profit Streak | 24.2899 | 0 | 64.2899 | 24.2899 | 0 | 64.2899 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426167 | 422515 | -578890 | -579988 | -580728 | -578890 |
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1603108800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758913051589, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 72, "offset": 92 } }, "second_band": { "type": "dcm", "factors": { "length": 85, "offset": 42 } } }
{ "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": [ [ 462527.0384665157, 513160.9498239917, -50633.9113574761, -86847.2605180453, -53099.7479001853, -33747.5126178602 ], [ 462.527038, 513.16095, -50.633911, -86.847261, -53.099748, -33.747513 ], [ 0.245633, 0.272523, -0.02689, -0.107671, -0.040202, -0.021862 ], [ 10, 10, 10, 10, 10, 10 ], [ -325045, -134633, -196058, -1506851, -970093, -537046 ], [ 1.604617, 2.46429, 0.877856, 0.968851, 0.965428, 0.97305 ], [ 92, 46, 46, 92, 46, 46 ], [ 46, 21, 25, 46, 21, 25 ], [ 46, 25, 21, 46, 25, 21 ], [ 50, 45.652174, 54.347826, 50, 45.652174, 54.347826 ], [ 1.604617, 2.933679, 0.737399, 0.968851, 1.149319, 0.817362 ], [ 573016, 573016, 48120, 579324, 579324, 252194 ], [ -79377, -52864, -79377, -800010, -800010, -404972 ], [ 38, 49, 28, 38, 49, 28 ], [ 33, 37, 29, 33, 37, 29 ], [ 44, 58, 26, 44, 58, 26 ], [ 3553, 2263, 1290, 3553, 2263, 1290 ], [ 24.289949, 0, 64.289949, 24.289949, 0, 64.289949 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 426167, 422515, -578890, -579988, -580728, -578890 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1603108800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758913051589, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 72, "offset": 92 } }, "second_band": { "type": "dcm", "factors": { "length": 85, "offset": 42 } } }
# | 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) |
---|