Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195567.0594 | 315693.7717 | -120126.7122 | -64989.0045 | 71685.1099 | -136674.1145 |
Total P&L (%) | 195.5671 | 315.6938 | -120.1267 | -64.989 | 71.6851 | -136.6741 |
Avg Daily Profit (%) | 0.1034 | 0.167 | -0.0635 | -0.0555 | 0.0286 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227298 | -116306 | -207444 | -236696 | -67228 | -200171 |
Profit Factor | 1.111 | 1.4666 | 0.8893 | 0.9385 | 1.1796 | 0.7921 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 180 | 94 | 86 | 178 | 88 | 90 |
Losing Trades | 182 | 87 | 95 | 184 | 93 | 91 |
Profitability (%) | 49.7238 | 51.9337 | 47.5138 | 49.1713 | 48.6188 | 49.7238 |
Ratio Avg Win / Avg Loss | 1.1233 | 1.3574 | 0.9824 | 0.9701 | 1.2466 | 0.8009 |
Largest Winning Trade | 53535 | 47894 | 53535 | 64647 | 49251 | 64647 |
Largest Losing Trade | -141096 | -32575 | -141096 | -141096 | -39256 | -141096 |
Avg Bars in Trades | 30 | 22 | 39 | 30 | 22 | 39 |
Avg Bars in Winners | 33 | 20 | 48 | 34 | 20 | 47 |
Avg Bars in Losers | 28 | 24 | 31 | 27 | 23 | 31 |
Bars Traded | 11213 | 4049 | 7164 | 11213 | 4049 | 7164 |
Profit Streak | 0 | 0 | 46.4683 | 0 | 0 | 46.4683 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151542 | 337017 | -579934 | -579207 | -177504 | -579074 |
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{ "first_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 48, "offset": 0 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11343, "evaluation_days": 1890.5, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1597104000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759418058649, "expiration_time": 1764306576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 48, "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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