Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -137093.0441 | 101695.2454 | -238788.2895 | 4428844.3712 | 1665637.8099 | 2763206.5613 |
Total P&L (%) | -137.093 | 101.6952 | -238.7883 | 4428.8444 | 1665.6378 | 2763.2066 |
Avg Daily Profit (%) | -0.0726 | 0.0539 | -0.1265 | 0.2022 | 0.1522 | 0.1778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -482225 | -78345 | -447989 | -1258239 | -995924 | -1485002 |
Profit Factor | 0.8403 | 1.4028 | 0.6061 | 2.0487 | 1.738 | 2.4054 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 90 | 43 | 47 | 74 | 38 | 36 |
Losing Trades | 28 | 16 | 12 | 44 | 21 | 23 |
Profitability (%) | 76.2712 | 72.8814 | 79.661 | 62.7119 | 64.4068 | 61.0169 |
Ratio Avg Win / Avg Loss | 0.2614 | 0.522 | 0.1547 | 1.2181 | 0.9605 | 1.5368 |
Largest Winning Trade | 29726 | 29726 | 29164 | 1380161 | 332878 | 1380161 |
Largest Losing Trade | -376437 | -36296 | -376437 | -1054781 | -600845 | -1054781 |
Avg Bars in Trades | 45 | 46 | 44 | 45 | 46 | 44 |
Avg Bars in Winners | 20 | 17 | 22 | 44 | 46 | 43 |
Avg Bars in Losers | 127 | 125 | 131 | 46 | 48 | 45 |
Bars Traded | 5386 | 2761 | 2625 | 5386 | 2761 | 2625 |
Profit Streak | 81.8796 | 81.8796 | 162.8796 | 81.8796 | 81.8796 | 162.8796 |
Trades During Streak | 11 | 5 | 9 | 11 | 5 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575125 | -294198 | -752086 | 520438 | -165208 | -161294 |
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{ "first_band": { "type": "dcu", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 213, "offset": 0 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5664, "evaluation_days": 1888, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1602172800000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759179996218, "expiration_time": 1764055296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 5, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 213, "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) |
---|