Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248933.346 | 295541.0993 | -46607.7533 | -188958.785 | -28042.8906 | -160915.8944 |
Total P&L (%) | 248.9333 | 295.5411 | -46.6078 | -188.9588 | -28.0429 | -160.9159 |
Avg Daily Profit (%) | 0.1322 | 0.157 | -0.0248 | 0 | -0.0175 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -330051 | -80969 | -300090 | -244781 | -54934 | -228985 |
Profit Factor | 1.1585 | 1.407 | 0.9448 | 0.7666 | 0.9241 | 0.6343 |
Total Trades | 409 | 205 | 204 | 409 | 205 | 204 |
Winning Trades | 219 | 112 | 107 | 186 | 95 | 91 |
Losing Trades | 190 | 93 | 97 | 223 | 110 | 113 |
Profitability (%) | 53.5452 | 54.6341 | 52.451 | 45.4768 | 46.3415 | 44.6078 |
Ratio Avg Win / Avg Loss | 1.0051 | 1.1683 | 0.8565 | 0.9191 | 1.07 | 0.7876 |
Largest Winning Trade | 146254 | 146254 | 30246 | 50539 | 28120 | 50539 |
Largest Losing Trade | -173765 | -42149 | -173765 | -59825 | -44433 | -59825 |
Avg Bars in Trades | 26 | 28 | 25 | 26 | 28 | 25 |
Avg Bars in Winners | 22 | 21 | 22 | 30 | 34 | 26 |
Avg Bars in Losers | 32 | 35 | 29 | 24 | 23 | 25 |
Bars Traded | 11004 | 5783 | 5221 | 11004 | 5783 | 5221 |
Profit Streak | 11.6518 | 11.6518 | 14.1518 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58180 | 377142 | -578594 | -580121 | -579738 | -582084 |
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{ "first_band": { "type": "bbm", "factors": { "length": 65, "offset": 0, "std": 4.07178 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 97, "na": 0.2, "nb": 0.59702, "nc": 0.1 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11295, "evaluation_days": 1882.5, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1597478400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758857911918, "expiration_time": 1763594640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 65, "offset": 0, "std": 4.07178 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 97, "na": 0.2, "nb": 0.59702, "nc": 0.1 } } }
# | 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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