Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314205.2158 | 312274.4646 | 1930.7512 | -59125.3074 | -12724.2915 | -46401.0159 |
Total P&L (%) | 314.2052 | 312.2745 | 1.9308 | -59.1253 | -12.7243 | -46.401 |
Avg Daily Profit (%) | 0.1653 | 0.1643 | 0.001 | -0.0471 | -0.0072 | -0.0328 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111993 | -139305 | -58762 | -129146 | -155788 | -48934 |
Profit Factor | 1.4666 | 1.8306 | 1.0065 | 0.8911 | 0.9594 | 0.798 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 46.3768 | 44.1176 | 48.5714 | 46.3768 | 44.1176 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.6958 | 2.3188 | 1.0657 | 1.0304 | 1.2152 | 0.845 |
Largest Winning Trade | 341411 | 341411 | 44000 | 70070 | 70070 | 23952 |
Largest Losing Trade | -46698 | -46698 | -44653 | -73982 | -73982 | -44653 |
Avg Bars in Trades | 80 | 53 | 106 | 80 | 53 | 106 |
Avg Bars in Winners | 106 | 59 | 148 | 106 | 59 | 148 |
Avg Bars in Losers | 57 | 48 | 67 | 57 | 48 | 67 |
Bars Traded | 5539 | 1813 | 3726 | 5539 | 1813 | 3726 |
Profit Streak | 66.4482 | 0 | 90.1149 | 66.4482 | 0 | 90.1149 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97589 | 305449 | -570622 | -686239 | -581416 | -580784 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 71, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5701, "evaluation_days": 1900.33, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1600444800000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760237124422, "expiration_time": 1765152864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 71, "offset": 0, "poles": 2 } } }
# | 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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