Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285986.6558 | 325210.1177 | -39223.4619 | -114378.3342 | 7227.2669 | -121605.6011 |
Total P&L (%) | 285.9867 | 325.2101 | -39.2235 | -114.3783 | 7.2273 | -121.6056 |
Avg Daily Profit (%) | 0.151 | 0.1717 | -0.0207 | 0 | 0.0037 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174986 | -85768 | -200270 | -148308 | -21612 | -140861 |
Profit Factor | 1.2569 | 1.628 | 0.9341 | 0.6804 | 1.0542 | 0.4585 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 78 | 39 | 39 | 60 | 31 | 29 |
Losing Trades | 67 | 33 | 34 | 85 | 41 | 44 |
Profitability (%) | 53.7931 | 54.1667 | 53.4247 | 41.3793 | 43.0556 | 39.726 |
Ratio Avg Win / Avg Loss | 1.0797 | 1.3775 | 0.8144 | 0.964 | 1.3943 | 0.6957 |
Largest Winning Trade | 131659 | 131659 | 39740 | 20518 | 20518 | 14320 |
Largest Losing Trade | -118944 | -51014 | -118944 | -55539 | -17227 | -55539 |
Avg Bars in Trades | 51 | 67 | 35 | 51 | 67 | 35 |
Avg Bars in Winners | 49 | 59 | 39 | 56 | 75 | 35 |
Avg Bars in Losers | 53 | 76 | 31 | 47 | 61 | 35 |
Bars Traded | 7427 | 4848 | 2579 | 7427 | 4848 | 2579 |
Profit Streak | 13.619 | 0 | 85.619 | 0 | 20.619 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305977 | -69289 | -650606 | -583746 | -595679 | -656731 |
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{ "first_band": { "type": "wma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7575, "evaluation_days": 1893.75, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1598335200000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759675880859, "expiration_time": 1764574200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 106, "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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