| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 419921.6209 | 431120.7803 | -11199.1594 | -2193.5956 | -538987.2338 | 536793.6382 |
| Total P&L (%) | 419.9216 | 431.1208 | -11.1992 | -2.1936 | -538.9872 | 536.7936 |
| Avg Daily Profit (%) | 0.223 | 0.229 | -0.0059 | -0.0012 | 0 | 0.0984 |
| Buy And Hold Return (%) | 24.2424 | 24.2424 | 24.2424 | 24.2424 | 24.2424 | 24.2424 |
| Max Trade Drawdown | -269822 | -180067 | -127278 | -2639596 | -2398373 | -758079 |
| Profit Factor | 1.2017 | 1.3177 | 0.9846 | 0.9998 | 0.9424 | 1.1366 |
| Total Trades | 748 | 374 | 374 | 748 | 374 | 374 |
| Winning Trades | 401 | 199 | 202 | 401 | 199 | 202 |
| Losing Trades | 347 | 175 | 172 | 347 | 175 | 172 |
| Profitability (%) | 53.6096 | 53.2086 | 54.0107 | 53.6096 | 53.2086 | 54.0107 |
| Ratio Avg Win / Avg Loss | 1.0399 | 1.1588 | 0.8383 | 0.8652 | 0.8287 | 0.9678 |
| Largest Winning Trade | 118748 | 118748 | 21863 | 960906 | 960906 | 253005 |
| Largest Losing Trade | -41061 | -41061 | -24833 | -897107 | -897107 | -307453 |
| Avg Bars in Trades | 10 | 16 | 3 | 10 | 16 | 3 |
| Avg Bars in Winners | 9 | 15 | 3 | 9 | 15 | 3 |
| Avg Bars in Losers | 10 | 17 | 3 | 10 | 17 | 3 |
| Bars Traded | 7481 | 6168 | 1313 | 7481 | 6168 | 1313 |
| Profit Streak | 9.9399 | 0 | 18.9399 | 9.9399 | 0 | 18.9399 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 469234 | 365554 | -578020 | -575044 | -578684 | -130396 |
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7531,
"evaluation_days": 1882.75,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1596628800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759034010840,
"expiration_time": 1763595288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 2,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 27,
"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": [
[
419921.6209207645,
431120.7803372903,
-11199.159416525,
-2193.5956385609,
-538987.2338017271,
536793.6381631643
],
[
419.921621,
431.12078,
-11.199159,
-2.193596,
-538.987234,
536.793638
],
[
0.223036,
0.228985,
-0.005948,
-0.001178,
0,
0.098377
],
[
24.242424,
24.242424,
24.242424,
24.242424,
24.242424,
24.242424
],
[
-269822,
-180067,
-127278,
-2639596,
-2398373,
-758079
],
[
1.201672,
1.317717,
0.984558,
0.999835,
0.942398,
1.1366
],
[
748,
374,
374,
748,
374,
374
],
[
401,
199,
202,
401,
199,
202
],
[
347,
175,
172,
347,
175,
172
],
[
53.609626,
53.208556,
54.010695,
53.609626,
53.208556,
54.010695
],
[
1.039851,
1.158796,
0.838337,
0.865194,
0.828742,
0.967798
],
[
118748,
118748,
21863,
960906,
960906,
253005
],
[
-41061,
-41061,
-24833,
-897107,
-897107,
-307453
],
[
10,
16,
3,
10,
16,
3
],
[
9,
15,
3,
9,
15,
3
],
[
10,
17,
3,
10,
17,
3
],
[
7481,
6168,
1313,
7481,
6168,
1313
],
[
9.93994,
0,
18.93994,
9.93994,
0,
18.93994
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
469234,
365554,
-578020,
-575044,
-578684,
-130396
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7531,
"evaluation_days": 1882.75,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1596628800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759034010840,
"expiration_time": 1763595288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 2,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 27,
"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) |
|---|