Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302305.6834 | 270864.7827 | 31440.9007 | -458286.1145 | -39319.8831 | -418966.2314 |
Total P&L (%) | 302.3057 | 270.8648 | 31.4409 | -458.2861 | -39.3199 | -418.9662 |
Avg Daily Profit (%) | 0.1601 | 0.1435 | 0.0167 | 0 | -0.0265 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201198 | -62201 | -205513 | -1411439 | -440633 | -1141255 |
Profit Factor | 1.3179 | 1.861 | 1.0494 | 0.8863 | 0.9748 | 0.8305 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 115 | 59 | 56 | 89 | 48 | 41 |
Losing Trades | 83 | 40 | 43 | 109 | 51 | 58 |
Profitability (%) | 58.0808 | 59.596 | 56.5657 | 44.9495 | 48.4848 | 41.4141 |
Ratio Avg Win / Avg Loss | 0.9512 | 1.2617 | 0.8058 | 1.0854 | 1.0357 | 1.1748 |
Largest Winning Trade | 55718 | 55718 | 55232 | 368385 | 352270 | 368385 |
Largest Losing Trade | -150682 | -35749 | -150682 | -296120 | -185134 | -296120 |
Avg Bars in Trades | 36 | 31 | 41 | 36 | 31 | 41 |
Avg Bars in Winners | 31 | 26 | 36 | 41 | 36 | 46 |
Avg Bars in Losers | 43 | 38 | 48 | 33 | 27 | 38 |
Bars Traded | 7279 | 3150 | 4129 | 7279 | 3150 | 4129 |
Profit Streak | 13.0509 | 0 | 20.8009 | 0 | 27.0509 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305965 | 66874 | -340314 | -580038 | -579449 | -582740 |
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{ "first_band": { "type": "dcm", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 81, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7552, "evaluation_days": 1888, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1597795200000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759173200306, "expiration_time": 1764062496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 81, "offset": 0, "scalar": 3 } } }
# | 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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