Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477841.2285 | 373107.0408 | 104734.1876 | 196972.0815 | 259109.2858 | -62137.2044 |
Total P&L (%) | 477.8412 | 373.107 | 104.7342 | 196.9721 | 259.1093 | -62.1372 |
Avg Daily Profit (%) | 0.2532 | 0.1977 | 0.0555 | 0.0577 | 0.0678 | -0.0514 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98406 | -70315 | -93097 | -896644 | -444396 | -843108 |
Profit Factor | 1.7698 | 2.0926 | 1.3751 | 1.071 | 1.1892 | 0.9558 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 50.6329 | 45 | 56.4103 | 50.6329 | 45 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.7256 | 2.5576 | 1.0625 | 1.0442 | 1.4535 | 0.7385 |
Largest Winning Trade | 174945 | 174945 | 56038 | 505179 | 505179 | 201040 |
Largest Losing Trade | -66448 | -39546 | -66448 | -737417 | -206695 | -737417 |
Avg Bars in Trades | 68 | 71 | 65 | 68 | 71 | 65 |
Avg Bars in Winners | 95 | 104 | 88 | 95 | 104 | 88 |
Avg Bars in Losers | 41 | 44 | 36 | 41 | 44 | 36 |
Bars Traded | 5424 | 2853 | 2571 | 5424 | 2853 | 2571 |
Profit Streak | 0 | 0 | 142.3353 | 0 | 0 | 142.3353 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19763 | 347904 | -116460 | -289507 | -116761 | -578965 |
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{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5662, "evaluation_days": 1887.33, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1601798400000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759132970122, "expiration_time": 1763995968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 9, "offset": 0, "a": 0.6723 } } }
# | 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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