Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -35270.0791 | 169293.979 | -204564.0581 | 4349835.6273 | 1540168.8872 | 2809666.74 |
Total P&L (%) | -35.2701 | 169.294 | -204.5641 | 4349.8356 | 1540.1689 | 2809.6667 |
Avg Daily Profit (%) | -0.0186 | 0.0894 | -0.108 | 0.2005 | 0.1478 | 0.1781 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -463596 | -65015 | -420258 | -2480965 | -1032632 | -2447762 |
Profit Factor | 0.9553 | 1.734 | 0.6335 | 1.7876 | 1.5262 | 2.0822 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 75 | 36 | 39 | 55 | 29 | 26 |
Losing Trades | 17 | 10 | 7 | 37 | 17 | 20 |
Profitability (%) | 81.5217 | 78.2609 | 84.7826 | 59.7826 | 63.0435 | 56.5217 |
Ratio Avg Win / Avg Loss | 0.2165 | 0.4817 | 0.1137 | 1.2026 | 0.8947 | 1.6017 |
Largest Winning Trade | 44506 | 44506 | 39903 | 2699624 | 515739 | 2699624 |
Largest Losing Trade | -416904 | -43338 | -416904 | -1032632 | -1032632 | -945399 |
Avg Bars in Trades | 38 | 41 | 36 | 38 | 41 | 36 |
Avg Bars in Winners | 23 | 24 | 22 | 37 | 45 | 28 |
Avg Bars in Losers | 106 | 104 | 110 | 41 | 35 | 46 |
Bars Traded | 3581 | 1922 | 1660 | 3581 | 1922 | 1660 |
Profit Streak | 168.4801 | 168.4801 | 290.4801 | 168.4801 | 168.4801 | 290.4801 |
Trades During Streak | 15 | 7 | 10 | 15 | 7 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574550 | -67944 | -574852 | 486107 | 275940 | 512159 |
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{ "first_band": { "type": "bbu", "factors": { "length": 4, "offset": 0, "std": 1.452 } }, "second_band": { "type": "sinwma", "factors": { "length": 162, "offset": 0 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3789, "evaluation_days": 1894.5, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1603022400000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759750276966, "expiration_time": 1764619344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 4, "offset": 0, "std": 1.452 } }, "second_band": { "type": "sinwma", "factors": { "length": 162, "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) |
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