| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 303136.5914 | 310681.5319 | -7544.9405 | -57934.9499 | 130844.8808 | -188779.8307 |
| Total P&L (%) | 303.1366 | 310.6815 | -7.5449 | -57.935 | 130.8449 | -188.7798 |
| Avg Daily Profit (%) | 0.1605 | 0.1645 | -0.004 | -0.0458 | 0.0443 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -112458 | -84657 | -108538 | -259082 | -97744 | -247621 |
| Profit Factor | 1.2273 | 1.5097 | 0.9896 | 0.9539 | 1.2539 | 0.7457 |
| Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
| Winning Trades | 136 | 65 | 71 | 136 | 65 | 71 |
| Losing Trades | 136 | 71 | 65 | 136 | 71 | 65 |
| Profitability (%) | 50 | 47.7941 | 52.2059 | 50 | 47.7941 | 52.2059 |
| Ratio Avg Win / Avg Loss | 1.2273 | 1.649 | 0.906 | 0.9539 | 1.3697 | 0.6827 |
| Largest Winning Trade | 88753 | 88753 | 49881 | 47856 | 47856 | 47457 |
| Largest Losing Trade | -82706 | -29509 | -82706 | -234091 | -54743 | -234091 |
| Avg Bars in Trades | 82 | 64 | 99 | 82 | 64 | 99 |
| Avg Bars in Winners | 99 | 72 | 125 | 99 | 72 | 125 |
| Avg Bars in Losers | 64 | 57 | 71 | 64 | 57 | 71 |
| Bars Traded | 22316 | 8802 | 13514 | 22316 | 8802 | 13514 |
| Profit Streak | 14.7758 | 14.7758 | 21.1091 | 14.7758 | 14.7758 | 21.1091 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 339073 | 335906 | -580134 | -578281 | -134407 | -580134 |
{
"trading_pair": "STORJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22669,
"evaluation_days": 1889.08,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1597492800000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759336626671,
"expiration_time": 1765210204800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 34,
"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": [
[
303136.591405633,
310681.5318732724,
-7544.9404676394,
-57934.9499055837,
130844.8807828038,
-188779.8306883875
],
[
303.136591,
310.681532,
-7.54494,
-57.93495,
130.844881,
-188.779831
],
[
0.160468,
0.164462,
-0.003994,
-0.045829,
0.044295,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-112458,
-84657,
-108538,
-259082,
-97744,
-247621
],
[
1.227273,
1.509682,
0.989582,
0.953933,
1.253916,
0.745689
],
[
272,
136,
136,
272,
136,
136
],
[
136,
65,
71,
136,
65,
71
],
[
136,
71,
65,
136,
71,
65
],
[
50,
47.794118,
52.205882,
50,
47.794118,
52.205882
],
[
1.227273,
1.649037,
0.905956,
0.953933,
1.369662,
0.682673
],
[
88753,
88753,
49881,
47856,
47856,
47457
],
[
-82706,
-29509,
-82706,
-234091,
-54743,
-234091
],
[
82,
64,
99,
82,
64,
99
],
[
99,
72,
125,
99,
72,
125
],
[
64,
57,
71,
64,
57,
71
],
[
22316,
8802,
13514,
22316,
8802,
13514
],
[
14.775772,
14.775772,
21.109105,
14.775772,
14.775772,
21.109105
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339073,
335906,
-580134,
-578281,
-134407,
-580134
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22669,
"evaluation_days": 1889.08,
"actual_first_datapoint_time": 1596081600000,
"first_datapoint_time": 1597492800000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759336626671,
"expiration_time": 1765210204800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 34,
"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) |
|---|