| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 239243.837 | 327807.121 | -88563.284 | -89237.8993 | 263491.9897 | -352729.8891 |
| Total P&L (%) | 239.2438 | 327.8071 | -88.5633 | -89.2379 | 263.492 | -352.7299 |
| Avg Daily Profit (%) | 0.1261 | 0.1727 | -0.0467 | -0.1174 | 0.068 | 0 |
| Buy And Hold Return (%) | 16.3824 | 16.3824 | 16.3824 | 16.3824 | 16.3824 | 16.3824 |
| Max Trade Drawdown | -318675 | -143567 | -218747 | -985153 | -362502 | -629099 |
| Profit Factor | 1.1061 | 1.3227 | 0.9285 | 0.971 | 1.2031 | 0.8015 |
| Total Trades | 560 | 280 | 280 | 560 | 280 | 280 |
| Winning Trades | 297 | 147 | 150 | 297 | 147 | 150 |
| Losing Trades | 263 | 133 | 130 | 263 | 133 | 130 |
| Profitability (%) | 53.0357 | 52.5 | 53.5714 | 53.0357 | 52.5 | 53.5714 |
| Ratio Avg Win / Avg Loss | 0.9795 | 1.1968 | 0.8047 | 0.8598 | 1.0885 | 0.6946 |
| Largest Winning Trade | 111091 | 111091 | 30913 | 150900 | 150900 | 116112 |
| Largest Losing Trade | -62261 | -27834 | -62261 | -420362 | -102461 | -420362 |
| Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
| Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
| Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
| Bars Traded | 7547 | 3802 | 3745 | 7547 | 3802 | 3745 |
| Profit Streak | 0 | 0 | 10.3837 | 0 | 0 | 10.3837 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -126600 | 328381 | -578473 | -577180 | -101098 | -578473 |
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7591,
"evaluation_days": 1897.75,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1596585600000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760022750214,
"expiration_time": 1764930168000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.12443,
"nc": 0.63166
}
}
} {
"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": [
[
239243.837006818,
327807.1209709257,
-88563.2839641078,
-89237.8993408726,
263491.9897270625,
-352729.889067935
],
[
239.243837,
327.807121,
-88.563284,
-89.237899,
263.49199,
-352.729889
],
[
0.126067,
0.172735,
-0.046668,
-0.117393,
0.068029,
0
],
[
16.382429,
16.382429,
16.382429,
16.382429,
16.382429,
16.382429
],
[
-318675,
-143567,
-218747,
-985153,
-362502,
-629099
],
[
1.106103,
1.322734,
0.928526,
0.970976,
1.203059,
0.801505
],
[
560,
280,
280,
560,
280,
280
],
[
297,
147,
150,
297,
147,
150
],
[
263,
133,
130,
263,
133,
130
],
[
53.035714,
52.5,
53.571429,
53.035714,
52.5,
53.571429
],
[
0.979479,
1.19676,
0.804723,
0.859821,
1.088482,
0.694638
],
[
111091,
111091,
30913,
150900,
150900,
116112
],
[
-62261,
-27834,
-62261,
-420362,
-102461,
-420362
],
[
13,
13,
13,
13,
13,
13
],
[
13,
13,
13,
13,
13,
13
],
[
13,
13,
13,
13,
13,
13
],
[
7547,
3802,
3745,
7547,
3802,
3745
],
[
0,
0,
10.383683,
0,
0,
10.383683
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-126600,
328381,
-578473,
-577180,
-101098,
-578473
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7591,
"evaluation_days": 1897.75,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1596585600000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760022750214,
"expiration_time": 1764930168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.12443,
"nc": 0.63166
}
}
}
| # | 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) |
|---|