Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563035.9652 | 450341.2964 | 112694.6687 | 869207.055 | -199289.8455 | 1068496.9005 |
Total P&L (%) | 563.036 | 450.3413 | 112.6947 | 869.2071 | -199.2898 | 1068.4969 |
Avg Daily Profit (%) | 0.2962 | 0.2369 | 0.0593 | 0.1196 | 0 | 0.1294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126728 | -142214 | -72874 | -3553711 | -3807336 | -943121 |
Profit Factor | 1.4667 | 1.5335 | 1.3111 | 1.0598 | 0.9821 | 1.3128 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 262 | 133 | 129 | 262 | 133 | 129 |
Losing Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Profitability (%) | 74.8571 | 76 | 73.7143 | 74.8571 | 76 | 73.7143 |
Ratio Avg Win / Avg Loss | 0.4926 | 0.4843 | 0.4675 | 0.3559 | 0.3101 | 0.4681 |
Largest Winning Trade | 77236 | 77236 | 20725 | 1216883 | 1216883 | 284895 |
Largest Losing Trade | -60366 | -60366 | -47641 | -1268841 | -1268841 | -596123 |
Avg Bars in Trades | 21 | 39 | 3 | 21 | 39 | 3 |
Avg Bars in Winners | 8 | 14 | 2 | 8 | 14 | 2 |
Avg Bars in Losers | 60 | 120 | 6 | 60 | 120 | 6 |
Bars Traded | 7519 | 6920 | 600 | 7519 | 6920 | 600 |
Profit Streak | 10.2858 | 0 | 29.0358 | 10.2858 | 0 | 29.0358 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514173 | 414433 | -111025 | -183465 | -577046 | -17107 |
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7604, "evaluation_days": 1901, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596996000000, "last_datapoint_time": 1760292000000, "evaluation_time": 1760316690228, "expiration_time": 1765219392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 44, "offset": 0, "std": 1.94331 } } }
{ "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": [ [ 563035.9651692732, 450341.2964261628, 112694.6687431097, 869207.0549510171, -199289.8455178433, 1068496.9004688617 ], [ 563.035965, 450.341296, 112.694669, 869.207055, -199.289846, 1068.4969 ], [ 0.296179, 0.236897, 0.059282, 0.119551, 0, 0.1294 ], [ 10, 10, 10, 10, 10, 10 ], [ -126728, -142214, -72874, -3553711, -3807336, -943121 ], [ 1.466736, 1.533508, 1.311129, 1.059755, 0.982095, 1.312799 ], [ 350, 175, 175, 350, 175, 175 ], [ 262, 133, 129, 262, 133, 129 ], [ 88, 42, 46, 88, 42, 46 ], [ 74.857143, 76, 73.714286, 74.857143, 76, 73.714286 ], [ 0.492644, 0.484266, 0.467534, 0.355948, 0.310135, 0.46813 ], [ 77236, 77236, 20725, 1216883, 1216883, 284895 ], [ -60366, -60366, -47641, -1268841, -1268841, -596123 ], [ 21, 39, 3, 21, 39, 3 ], [ 8, 14, 2, 8, 14, 2 ], [ 60, 120, 6, 60, 120, 6 ], [ 7519, 6920, 600, 7519, 6920, 600 ], [ 10.285766, 0, 29.035766, 10.285766, 0, 29.035767 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 514173, 414433, -111025, -183465, -577046, -17107 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7604, "evaluation_days": 1901, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596996000000, "last_datapoint_time": 1760292000000, "evaluation_time": 1760316690228, "expiration_time": 1765219392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 44, "offset": 0, "std": 1.94331 } } }
# | 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) |
---|