Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327087.9256 | 282461.8328 | 44626.0928 | -57315.6885 | 179740.1377 | -237055.8262 |
Total P&L (%) | 327.0879 | 282.4618 | 44.6261 | -57.3157 | 179.7401 | -237.0558 |
Avg Daily Profit (%) | 0.1737 | 0.15 | 0.0237 | -0.0452 | 0.0547 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108653 | -74100 | -95485 | -570177 | -386304 | -510552 |
Profit Factor | 1.5095 | 2.056 | 1.1191 | 0.9656 | 1.2627 | 0.7588 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 57.6923 | 53.8462 | 61.5385 | 57.6923 | 53.8462 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.1069 | 1.7623 | 0.6995 | 0.7081 | 1.0823 | 0.4743 |
Largest Winning Trade | 87481 | 87481 | 46547 | 183430 | 183430 | 122562 |
Largest Losing Trade | -90929 | -40450 | -90929 | -454199 | -189454 | -454199 |
Avg Bars in Trades | 93 | 58 | 129 | 93 | 58 | 129 |
Avg Bars in Winners | 104 | 57 | 145 | 104 | 57 | 145 |
Avg Bars in Losers | 79 | 59 | 103 | 79 | 59 | 103 |
Bars Traded | 7327 | 2282 | 5045 | 7327 | 2282 | 5045 |
Profit Streak | 53.885 | 53.885 | 76.135 | 53.885 | 53.885 | 76.135 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27757 | 438626 | -252072 | -617296 | -118997 | -578703 |
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{ "first_band": { "type": "dcm", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 105, "offset": 0 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7531, "evaluation_days": 1882.75, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599868800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758986059720, "expiration_time": 1763595288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 105, "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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