Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478965.6878 | 386727.5967 | 92238.0911 | 174018.0332 | -259179.6981 | 433197.7313 |
Total P&L (%) | 478.9657 | 386.7276 | 92.2381 | 174.018 | -259.1797 | 433.1977 |
Avg Daily Profit (%) | 0.2538 | 0.2049 | 0.0489 | 0.0534 | 0 | 0.0887 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234252 | -64973 | -219703 | -5622862 | -2033240 | -4548970 |
Profit Factor | 1.4675 | 2.1783 | 1.1325 | 1.0143 | 0.9466 | 1.0589 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 136 | 64 | 72 | 104 | 53 | 51 |
Losing Trades | 72 | 40 | 32 | 104 | 51 | 53 |
Profitability (%) | 65.3846 | 61.5385 | 69.2308 | 50 | 50.9615 | 49.0385 |
Ratio Avg Win / Avg Loss | 0.7769 | 1.3615 | 0.5033 | 1.0143 | 0.9109 | 1.1004 |
Largest Winning Trade | 50795 | 49388 | 50795 | 3591490 | 659304 | 3591490 |
Largest Losing Trade | -156927 | -31183 | -156927 | -918141 | -918141 | -877564 |
Avg Bars in Trades | 17 | 13 | 21 | 17 | 13 | 21 |
Avg Bars in Winners | 14 | 11 | 18 | 18 | 14 | 22 |
Avg Bars in Losers | 22 | 18 | 29 | 16 | 13 | 20 |
Bars Traded | 3665 | 1429 | 2236 | 3665 | 1429 | 2236 |
Profit Streak | 28.8797 | 0 | 66.8797 | 28.8797 | 0 | 66.8797 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411215 | 438929 | -199966 | -324519 | -580652 | -229251 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 30, "offset": 0, "a": 0.61405 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3775, "evaluation_days": 1887.5, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1597492800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759136802088, "expiration_time": 1763996400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 30, "offset": 0, "a": 0.61405 } } }
# | 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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