Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389511.4238 | 365633.2383 | 23878.1855 | -44341.8777 | 114330.0302 | -158671.9079 |
Total P&L (%) | 389.5114 | 365.6332 | 23.8782 | -44.3419 | 114.33 | -158.6719 |
Avg Daily Profit (%) | 0.2055 | 0.1929 | 0.0126 | -0.0309 | 0.0402 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100816 | -75570 | -145948 | -121326 | -38637 | -180242 |
Profit Factor | 1.3668 | 1.7591 | 1.0412 | 0.9321 | 1.4873 | 0.621 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 50.3401 | 46.5753 | 54.0541 | 50.3401 | 46.5753 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.3483 | 2.0177 | 0.885 | 0.9195 | 1.706 | 0.5279 |
Largest Winning Trade | 74563 | 74563 | 35913 | 38169 | 38169 | 32534 |
Largest Losing Trade | -84197 | -46519 | -84197 | -117075 | -27420 | -117075 |
Avg Bars in Trades | 50 | 56 | 45 | 50 | 56 | 45 |
Avg Bars in Winners | 65 | 74 | 57 | 65 | 74 | 57 |
Avg Bars in Losers | 36 | 40 | 31 | 36 | 40 | 31 |
Bars Traded | 7471 | 4111 | 3360 | 7471 | 4111 | 3360 |
Profit Streak | 19.3962 | 0 | 45.1462 | 19.3962 | 0 | 45.1462 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329456 | -62393 | -420334 | -579786 | -210107 | -643877 |
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{ "first_band": { "type": "ssf", "factors": { "length": 118, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 63, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7580, "evaluation_days": 1895, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1597406400000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759786234558, "expiration_time": 1764685440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 118, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 63, "offset": 0, "scalar": 3 } } }
# | 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) |
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