| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 296877.1421 | 288110.9671 | 8766.175 | -75368.771 | -27868.3693 | -47500.4017 |
| Total P&L (%) | 296.8771 | 288.111 | 8.7662 | -75.3688 | -27.8684 | -47.5004 |
| Avg Daily Profit (%) | 0.1577 | 0.153 | 0.0047 | -0.0744 | -0.0174 | -0.0342 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -143646 | -110556 | -140748 | -137154 | -124577 | -140527 |
| Profit Factor | 1.2936 | 1.5698 | 1.0173 | 0.9031 | 0.9309 | 0.8731 |
| Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
| Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
| Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
| Profitability (%) | 55.3957 | 51.4286 | 59.4203 | 55.3957 | 51.4286 | 59.4203 |
| Ratio Avg Win / Avg Loss | 1.0416 | 1.4825 | 0.6948 | 0.7271 | 0.8792 | 0.5963 |
| Largest Winning Trade | 144632 | 144632 | 35362 | 61493 | 61493 | 39666 |
| Largest Losing Trade | -74733 | -51709 | -74733 | -68122 | -54297 | -68122 |
| Avg Bars in Trades | 79 | 105 | 53 | 79 | 105 | 53 |
| Avg Bars in Winners | 64 | 81 | 49 | 64 | 81 | 49 |
| Avg Bars in Losers | 99 | 130 | 60 | 99 | 130 | 60 |
| Bars Traded | 11101 | 7377 | 3724 | 11101 | 7377 | 3724 |
| Profit Streak | 0 | 0 | 76.6911 | 0 | 0 | 76.6911 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 301385 | -85043 | -654986 | -579710 | -674773 | -680272 |
{
"trading_pair": "STORJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11295,
"evaluation_days": 1882.5,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1598457600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758918913755,
"expiration_time": 1763594640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 166,
"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": [
[
296877.1421008551,
288110.9671152587,
8766.1749855963,
-75368.7709536837,
-27868.3692556766,
-47500.4016980072
],
[
296.877142,
288.110967,
8.766175,
-75.368771,
-27.868369,
-47.500402
],
[
0.157704,
0.153047,
0.004657,
-0.074403,
-0.017352,
-0.034223
],
[
10,
10,
10,
10,
10,
10
],
[
-143646,
-110556,
-140748,
-137154,
-124577,
-140527
],
[
1.293605,
1.569756,
1.017343,
0.903056,
0.930876,
0.873089
],
[
139,
70,
69,
139,
70,
69
],
[
77,
36,
41,
77,
36,
41
],
[
62,
34,
28,
62,
34,
28
],
[
55.395683,
51.428571,
59.42029,
55.395683,
51.428571,
59.42029
],
[
1.041604,
1.482548,
0.694771,
0.727136,
0.87916,
0.596256
],
[
144632,
144632,
35362,
61493,
61493,
39666
],
[
-74733,
-51709,
-74733,
-68122,
-54297,
-68122
],
[
79,
105,
53,
79,
105,
53
],
[
64,
81,
49,
64,
81,
49
],
[
99,
130,
60,
99,
130,
60
],
[
11101,
7377,
3724,
11101,
7377,
3724
],
[
0,
0,
76.691131,
0,
0,
76.691131
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301385,
-85043,
-654986,
-579710,
-674773,
-680272
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11295,
"evaluation_days": 1882.5,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1598457600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758918913755,
"expiration_time": 1763594640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 166,
"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) |
|---|