Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587633.3256 | 463835.2962 | 123798.0294 | 632270.6873 | 1027827.525 | -395556.8377 |
Total P&L (%) | 587.6333 | 463.8353 | 123.798 | 632.2707 | 1027.8275 | -395.5568 |
Avg Daily Profit (%) | 0.3092 | 0.244 | 0.0651 | 0.1048 | 0.1276 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161813 | -65579 | -168294 | -2944968 | -885424 | -2976261 |
Profit Factor | 1.3182 | 1.5443 | 1.1245 | 1.0489 | 1.1673 | 0.9418 |
Total Trades | 529 | 264 | 265 | 529 | 264 | 265 |
Winning Trades | 269 | 133 | 136 | 269 | 133 | 136 |
Losing Trades | 260 | 131 | 129 | 260 | 131 | 129 |
Profitability (%) | 50.8507 | 50.3788 | 51.3208 | 50.8507 | 50.3788 | 51.3208 |
Ratio Avg Win / Avg Loss | 1.2741 | 1.5211 | 1.0666 | 1.0138 | 1.1497 | 0.8933 |
Largest Winning Trade | 52032 | 52032 | 44946 | 826156 | 826156 | 759579 |
Largest Losing Trade | -57798 | -31432 | -57798 | -1017208 | -465061 | -1017208 |
Avg Bars in Trades | 42 | 36 | 49 | 42 | 36 | 49 |
Avg Bars in Winners | 40 | 33 | 47 | 40 | 33 | 47 |
Avg Bars in Losers | 45 | 39 | 50 | 45 | 39 | 50 |
Bars Traded | 22642 | 9642 | 13000 | 22642 | 9642 | 13000 |
Profit Streak | 6.1847 | 6.1847 | 10.4347 | 6.1847 | 6.1847 | 10.4347 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490442 | 441179 | -187462 | -214963 | -57269 | -578677 |
{ "trading_pair": "STORJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22807, "evaluation_days": 1900.58, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1596794400000, "last_datapoint_time": 1760328000000, "evaluation_time": 1760329560790, "expiration_time": 1766239574400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 40, "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": [ [ 587633.3255994995, 463835.2962149741, 123798.029384525, 632270.6873121329, 1027827.5249691261, -395556.8376569921 ], [ 587.633326, 463.835296, 123.798029, 632.270687, 1027.827525, -395.556838 ], [ 0.309186, 0.244049, 0.065137, 0.104811, 0.127562, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -161813, -65579, -168294, -2944968, -885424, -2976261 ], [ 1.318209, 1.544337, 1.124473, 1.048862, 1.167269, 0.941788 ], [ 529, 264, 265, 529, 264, 265 ], [ 269, 133, 136, 269, 133, 136 ], [ 260, 131, 129, 260, 131, 129 ], [ 50.850662, 50.378788, 51.320755, 50.850662, 50.378788, 51.320755 ], [ 1.274105, 1.521114, 1.066595, 1.01377, 1.149716, 0.893314 ], [ 52032, 52032, 44946, 826156, 826156, 759579 ], [ -57798, -31432, -57798, -1017208, -465061, -1017208 ], [ 42, 36, 49, 42, 36, 49 ], [ 40, 33, 47, 40, 33, 47 ], [ 45, 39, 50, 45, 39, 50 ], [ 22642, 9642, 13000, 22642, 9642, 13000 ], [ 6.184731, 6.184731, 10.434731, 6.184731, 6.184731, 10.434731 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 490442, 441179, -187462, -214963, -57269, -578677 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22807, "evaluation_days": 1900.58, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1596794400000, "last_datapoint_time": 1760328000000, "evaluation_time": 1760329560790, "expiration_time": 1766239574400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 40, "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) |
---|