Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333102.9806 | 145715.9301 | 187387.0505 | -218471.0066 | 18105.9917 | -236576.9982 |
Total P&L (%) | 333.103 | 145.7159 | 187.3871 | -218.471 | 18.106 | -236.577 |
Avg Daily Profit (%) | 0.1769 | 0.0774 | 0.0995 | 0 | 0.0088 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106821 | -39062 | -102812 | -464384 | -58532 | -410920 |
Profit Factor | 2.3594 | 2.8423 | 2.1292 | 0.6511 | 1.1305 | 0.5147 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 89 | 43 | 46 | 47 | 23 | 24 |
Losing Trades | 9 | 6 | 3 | 51 | 26 | 25 |
Profitability (%) | 90.8163 | 87.7551 | 93.8776 | 47.9592 | 46.9388 | 48.9796 |
Ratio Avg Win / Avg Loss | 0.2386 | 0.3966 | 0.1389 | 0.7066 | 1.278 | 0.5362 |
Largest Winning Trade | 29164 | 23458 | 29164 | 60265 | 43112 | 60265 |
Largest Losing Trade | -102812 | -24566 | -102812 | -341387 | -31727 | -341387 |
Avg Bars in Trades | 31 | 17 | 45 | 31 | 17 | 45 |
Avg Bars in Winners | 17 | 9 | 24 | 27 | 13 | 41 |
Avg Bars in Losers | 174 | 78 | 365 | 35 | 22 | 49 |
Bars Traded | 3113 | 879 | 2233 | 3113 | 879 | 2233 |
Profit Streak | 166.6852 | 166.6852 | 236.6852 | 0 | 0 | 0 |
Trades During Streak | 15 | 7 | 11 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 586393 | -80493 | -51975 | -581310 | -266974 | -581078 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 200, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1604664000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758904004918, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 200, "offset": 0, "scalar": 3 } } }
# | 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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