Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -110076.6383 | 122157.9316 | -232234.5699 | 4321293.6588 | 1606633.5762 | 2714660.0826 |
Total P&L (%) | -110.0766 | 122.1579 | -232.2346 | 4321.2937 | 1606.6336 | 2714.6601 |
Avg Daily Profit (%) | -0.058 | 0.0643 | -0.1223 | 0.1997 | 0.1495 | 0.1759 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -450082 | -67528 | -427202 | -1343900 | -699213 | -1488156 |
Profit Factor | 0.872 | 1.4762 | 0.6154 | 2.0751 | 1.7703 | 2.4039 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 93 | 44 | 49 | 77 | 38 | 39 |
Losing Trades | 27 | 16 | 11 | 43 | 22 | 21 |
Profitability (%) | 77.5 | 73.3333 | 81.6667 | 64.1667 | 63.3333 | 65 |
Ratio Avg Win / Avg Loss | 0.2532 | 0.5368 | 0.1381 | 1.1588 | 1.0249 | 1.2944 |
Largest Winning Trade | 31984 | 31984 | 27085 | 1489610 | 300222 | 1489610 |
Largest Losing Trade | -361630 | -39943 | -361630 | -1038891 | -420167 | -1038891 |
Avg Bars in Trades | 91 | 91 | 90 | 91 | 91 | 90 |
Avg Bars in Winners | 48 | 38 | 57 | 86 | 90 | 82 |
Avg Bars in Losers | 238 | 237 | 239 | 99 | 93 | 106 |
Bars Traded | 10947 | 5501 | 5446 | 10947 | 5501 | 5446 |
Profit Streak | 93.0957 | 93.0957 | 269.0957 | 93.0957 | 93.0957 | 269.0957 |
Trades During Streak | 11 | 5 | 13 | 11 | 5 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574966 | -272247 | -744351 | 528288 | -156786 | -154378 |
{ "trading_pair": "STORJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11393, "evaluation_days": 1898.83, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1599076800000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760134667896, "expiration_time": 1765048176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 209, "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": [ [ -110076.6383271746, 122157.9315588194, -232234.5698859939, 4321293.658764646, 1606633.576162921, 2714660.0826017256 ], [ -110.076638, 122.157932, -232.23457, 4321.293659, 1606.633576, 2714.660083 ], [ -0.057971, 0.064333, -0.122304, 0.199744, 0.149525, 0.175917 ], [ 10, 10, 10, 10, 10, 10 ], [ -450082, -67528, -427202, -1343900, -699213, -1488156 ], [ 0.872049, 1.476211, 0.615367, 2.075128, 1.7703, 2.403937 ], [ 120, 60, 60, 120, 60, 60 ], [ 93, 44, 49, 77, 38, 39 ], [ 27, 16, 11, 43, 22, 21 ], [ 77.5, 73.333333, 81.666667, 64.166667, 63.333333, 65 ], [ 0.253176, 0.536804, 0.138144, 1.158838, 1.024911, 1.294428 ], [ 31984, 31984, 27085, 1489610, 300222, 1489610 ], [ -361630, -39943, -361630, -1038891, -420167, -1038891 ], [ 91, 91, 90, 91, 91, 90 ], [ 48, 38, 57, 86, 90, 82 ], [ 238, 237, 239, 99, 93, 106 ], [ 10947, 5501, 5446, 10947, 5501, 5446 ], [ 93.095693, 93.095693, 269.095693, 93.095693, 93.095693, 269.095693 ], [ 11, 5, 13, 11, 5, 13 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574966, -272247, -744351, 528288, -156786, -154378 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11393, "evaluation_days": 1898.83, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1599076800000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760134667896, "expiration_time": 1765048176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 209, "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) |
---|