| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 540780.1654 | 386275.013 | 154505.1524 | -3727006.3452 | -1535896.5039 | -2191109.8413 |
| Total P&L (%) | 540.7802 | 386.275 | 154.5052 | -3727.0063 | -1535.8965 | -2191.1098 |
| Avg Daily Profit (%) | 0.2873 | 0.2052 | 0.0821 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -177578 | -54892 | -205098 | -6973043 | -2283343 | -4920067 |
| Profit Factor | 1.8883 | 2.9345 | 1.3776 | 0.7545 | 0.7739 | 0.7389 |
| Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
| Winning Trades | 74 | 35 | 39 | 51 | 30 | 21 |
| Losing Trades | 43 | 24 | 19 | 66 | 29 | 37 |
| Profitability (%) | 63.2479 | 59.322 | 67.2414 | 43.5897 | 50.8475 | 36.2069 |
| Ratio Avg Win / Avg Loss | 1.0972 | 2.0122 | 0.6712 | 0.9765 | 0.7481 | 1.3019 |
| Largest Winning Trade | 83992 | 83992 | 55232 | 2802223 | 1084434 | 2802223 |
| Largest Losing Trade | -145715 | -29575 | -145715 | -1292164 | -879084 | -1292164 |
| Avg Bars in Trades | 93 | 86 | 100 | 93 | 86 | 100 |
| Avg Bars in Winners | 75 | 66 | 83 | 109 | 107 | 111 |
| Avg Bars in Losers | 124 | 116 | 135 | 81 | 65 | 94 |
| Bars Traded | 10955 | 5131 | 5824 | 10955 | 5131 | 5824 |
| Profit Streak | 54.4397 | 79.4397 | 54.4397 | 0 | 0 | 0 |
| Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 533375 | -160834 | -261319 | -582960 | -757348 | -764808 |
{
"trading_pair": "STORJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11295,
"evaluation_days": 1882.5,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1599494400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758911593232,
"expiration_time": 1763594640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 133,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 238,
"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": [
[
540780.1654324384,
386275.0130052027,
154505.1524272359,
-3727006.3452010974,
-1535896.5038521132,
-2191109.8413489833
],
[
540.780165,
386.275013,
154.505152,
-3727.006345,
-1535.896504,
-2191.109841
],
[
0.287267,
0.205193,
0.082074,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-177578,
-54892,
-205098,
-6973043,
-2283343,
-4920067
],
[
1.888256,
2.934485,
1.377641,
0.754543,
0.773858,
0.738912
],
[
117,
59,
58,
117,
59,
58
],
[
74,
35,
39,
51,
30,
21
],
[
43,
24,
19,
66,
29,
37
],
[
63.247863,
59.322034,
67.241379,
43.589744,
50.847458,
36.206897
],
[
1.09723,
2.012218,
0.671158,
0.976467,
0.748062,
1.301892
],
[
83992,
83992,
55232,
2802223,
1084434,
2802223
],
[
-145715,
-29575,
-145715,
-1292164,
-879084,
-1292164
],
[
93,
86,
100,
93,
86,
100
],
[
75,
66,
83,
109,
107,
111
],
[
124,
116,
135,
81,
65,
94
],
[
10955,
5131,
5824,
10955,
5131,
5824
],
[
54.439736,
79.439736,
54.439736,
0,
0,
0
],
[
5,
3,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
533375,
-160834,
-261319,
-582960,
-757348,
-764808
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11295,
"evaluation_days": 1882.5,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1599494400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758911593232,
"expiration_time": 1763594640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 133,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 238,
"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) |
|---|