| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 255849.4455 | 310656.9865 | -54807.541 | -82333.5707 | 78180.8376 | -160514.4083 |
| Total P&L (%) | 255.8494 | 310.657 | -54.8075 | -82.3336 | 78.1808 | -160.5144 |
| Avg Daily Profit (%) | 0.1347 | 0.1635 | -0.0289 | -0.0912 | 0.0304 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -185964 | -111035 | -194727 | -166235 | -71180 | -168884 |
| Profit Factor | 1.0994 | 1.2618 | 0.9605 | 0.9156 | 1.1968 | 0.7226 |
| Total Trades | 852 | 426 | 426 | 852 | 426 | 426 |
| Winning Trades | 527 | 269 | 258 | 527 | 269 | 258 |
| Losing Trades | 325 | 157 | 168 | 325 | 157 | 168 |
| Profitability (%) | 61.8545 | 63.1455 | 60.5634 | 61.8545 | 63.1455 | 60.5634 |
| Ratio Avg Win / Avg Loss | 0.678 | 0.7364 | 0.6254 | 0.5647 | 0.6985 | 0.4705 |
| Largest Winning Trade | 93803 | 93803 | 31100 | 26794 | 26794 | 16316 |
| Largest Losing Trade | -50614 | -37403 | -50614 | -61897 | -28885 | -61897 |
| Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
| Avg Bars in Winners | 3 | 3 | 3 | 3 | 3 | 3 |
| Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
| Bars Traded | 3780 | 1833 | 1947 | 3780 | 1833 | 1947 |
| Profit Streak | 1.5709 | 0 | 8.0709 | 1.5709 | 0 | 8.0709 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -121852 | 329259 | -576329 | -576550 | -154356 | -576329 |
{
"trading_pair": "STORJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3799,
"evaluation_days": 1899.5,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1596542400000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760190126708,
"expiration_time": 1765064304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 12,
"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": [
[
255849.4455032985,
310656.9865124473,
-54807.5410091485,
-82333.5706576918,
78180.837648421,
-160514.4083061129
],
[
255.849446,
310.656987,
-54.807541,
-82.333571,
78.180838,
-160.514408
],
[
0.134693,
0.163547,
-0.028854,
-0.091219,
0.030414,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-185964,
-111035,
-194727,
-166235,
-71180,
-168884
],
[
1.09939,
1.261797,
0.960501,
0.915642,
1.196763,
0.722615
],
[
852,
426,
426,
852,
426,
426
],
[
527,
269,
258,
527,
269,
258
],
[
325,
157,
168,
325,
157,
168
],
[
61.85446,
63.14554,
60.56338,
61.85446,
63.14554,
60.56338
],
[
0.677992,
0.736439,
0.625443,
0.564675,
0.698483,
0.47054
],
[
93803,
93803,
31100,
26794,
26794,
16316
],
[
-50614,
-37403,
-50614,
-61897,
-28885,
-61897
],
[
4,
4,
4,
4,
4,
4
],
[
3,
3,
3,
3,
3,
3
],
[
6,
6,
6,
6,
6,
6
],
[
3780,
1833,
1947,
3780,
1833,
1947
],
[
1.57091,
0,
8.07091,
1.570911,
0,
8.070911
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-121852,
329259,
-576329,
-576550,
-154356,
-576329
]
]
}
{
"trading_pair": "STORJ_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3799,
"evaluation_days": 1899.5,
"actual_first_datapoint_time": 1596067200000,
"first_datapoint_time": 1596542400000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760190126708,
"expiration_time": 1765064304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 12,
"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) |
|---|