Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271651.3677 | 297520.1913 | -25868.8236 | -81502.3353 | 46661.1771 | -128163.5124 |
Total P&L (%) | 271.6514 | 297.5202 | -25.8688 | -81.5023 | 46.6612 | -128.1635 |
Avg Daily Profit (%) | 0.1436 | 0.1573 | -0.0137 | -0.0892 | 0.0202 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158284 | -143591 | -152627 | -149787 | -125652 | -153636 |
Profit Factor | 1.14 | 1.3286 | 0.975 | 0.923 | 1.0964 | 0.777 |
Total Trades | 460 | 230 | 230 | 460 | 230 | 230 |
Winning Trades | 228 | 117 | 111 | 228 | 117 | 111 |
Losing Trades | 232 | 113 | 119 | 232 | 113 | 119 |
Profitability (%) | 49.5652 | 50.8696 | 48.2609 | 49.5652 | 50.8696 | 48.2609 |
Ratio Avg Win / Avg Loss | 1.16 | 1.2832 | 1.0453 | 0.9392 | 1.0589 | 0.833 |
Largest Winning Trade | 88581 | 88581 | 41733 | 58404 | 58404 | 24809 |
Largest Losing Trade | -72539 | -40494 | -72539 | -71541 | -67484 | -71541 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 7372 | 3685 | 3686 | 7372 | 3685 | 3686 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65329 | 307920 | -578861 | -578265 | -280858 | -580528 |
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{ "first_band": { "type": "kcl", "factors": { "length": 177, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.17043, "nb": 0.10577, "nc": 0.52052 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7567, "evaluation_days": 1891.75, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599868800000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759519347981, "expiration_time": 1764396216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 177, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.17043, "nb": 0.10577, "nc": 0.52052 } } }
# | 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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