Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399234.602 | 412648.2009 | -13413.599 | -40495.0301 | 380822.1289 | -421317.1591 |
Total P&L (%) | 399.2346 | 412.6482 | -13.4136 | -40.495 | 380.8221 | -421.3172 |
Avg Daily Profit (%) | 0.2102 | 0.2172 | -0.0071 | -0.0273 | 0.0827 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177880 | -114970 | -125838 | -899403 | -587944 | -585318 |
Profit Factor | 1.2859 | 1.6106 | 0.9814 | 0.9918 | 1.1589 | 0.834 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 119 | 55 | 64 | 119 | 55 | 64 |
Losing Trades | 132 | 71 | 61 | 132 | 71 | 61 |
Profitability (%) | 47.4104 | 43.6508 | 51.2 | 47.4104 | 43.6508 | 51.2 |
Ratio Avg Win / Avg Loss | 1.4263 | 2.0792 | 0.9354 | 1.1001 | 1.4961 | 0.7949 |
Largest Winning Trade | 136184 | 136184 | 31438 | 345985 | 345985 | 107728 |
Largest Losing Trade | -75238 | -32912 | -75238 | -266272 | -206200 | -266272 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 14 | 15 | 14 | 14 | 15 | 14 |
Bars Traded | 3792 | 1899 | 1893 | 3792 | 1899 | 1893 |
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 | 298420 | 302620 | -580567 | -578527 | -130665 | -580567 |
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{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3799, "evaluation_days": 1899.5, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596067200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760190130228, "expiration_time": 1765064304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.06161, "nc": 0.98323 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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