| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 411671.7335 | 343669.7894 | 68001.944 | -1143502.292 | -1078680.645 | -64821.647 |
| Total P&L (%) | 411.6717 | 343.6698 | 68.0019 | -1143.5023 | -1078.6806 | -64.8216 |
| Avg Daily Profit (%) | 0.2187 | 0.1825 | 0.0361 | 0 | 0 | -0.0555 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -183001 | -64061 | -217415 | -2354225 | -1456084 | -1455877 |
| Profit Factor | 1.5691 | 2.344 | 1.1454 | 0.812 | 0.6285 | 0.9796 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 57 | 28 | 29 | 34 | 19 | 15 |
| Losing Trades | 30 | 16 | 14 | 53 | 25 | 28 |
| Profitability (%) | 65.5172 | 63.6364 | 67.4419 | 39.0805 | 43.1818 | 34.8837 |
| Ratio Avg Win / Avg Loss | 0.8259 | 1.3394 | 0.553 | 1.2658 | 0.8269 | 1.8286 |
| Largest Winning Trade | 98588 | 98588 | 50989 | 1013191 | 308646 | 1013191 |
| Largest Losing Trade | -162057 | -43797 | -162057 | -467953 | -467953 | -284116 |
| Avg Bars in Trades | 83 | 82 | 84 | 83 | 82 | 84 |
| Avg Bars in Winners | 62 | 61 | 63 | 110 | 110 | 110 |
| Avg Bars in Losers | 124 | 120 | 128 | 67 | 62 | 71 |
| Bars Traded | 7301 | 3651 | 3650 | 7301 | 3651 | 3650 |
| Profit Streak | 55.8706 | 85.6206 | 55.8706 | 0 | 0 | 0 |
| Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 423569 | 490030 | -204147 | -583125 | -583371 | -583827 |
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7531,
"evaluation_days": 1882.75,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1600084800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758920023868,
"expiration_time": 1763595288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 176,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 187,
"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": [
[
411671.7334570845,
343669.7894452933,
68001.9440117912,
-1143502.2920110233,
-1078680.6450305232,
-64821.6469804995
],
[
411.671733,
343.669789,
68.001944,
-1143.502292,
-1078.680645,
-64.821647
],
[
0.218654,
0.182536,
0.036118,
0,
0,
-0.055475
],
[
10,
10,
10,
10,
10,
10
],
[
-183001,
-64061,
-217415,
-2354225,
-1456084,
-1455877
],
[
1.56912,
2.344018,
1.145414,
0.812046,
0.628456,
0.97962
],
[
87,
44,
43,
87,
44,
43
],
[
57,
28,
29,
34,
19,
15
],
[
30,
16,
14,
53,
25,
28
],
[
65.517241,
63.636364,
67.44186,
39.08046,
43.181818,
34.883721
],
[
0.825853,
1.339439,
0.552958,
1.265837,
0.826916,
1.828625
],
[
98588,
98588,
50989,
1013191,
308646,
1013191
],
[
-162057,
-43797,
-162057,
-467953,
-467953,
-284116
],
[
83,
82,
84,
83,
82,
84
],
[
62,
61,
63,
110,
110,
110
],
[
124,
120,
128,
67,
62,
71
],
[
7301,
3651,
3650,
7301,
3651,
3650
],
[
55.870647,
85.620647,
55.870647,
0,
0,
0
],
[
3,
2,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
423569,
490030,
-204147,
-583125,
-583371,
-583827
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7531,
"evaluation_days": 1882.75,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1600084800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758920023868,
"expiration_time": 1763595288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 176,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 187,
"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) |
|---|