Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573150.7878 | 497330.1905 | 75820.5974 | 152031.1333 | -168159.5272 | 320190.6604 |
Total P&L (%) | 573.1508 | 497.3302 | 75.8206 | 152.0311 | -168.1595 | 320.1907 |
Avg Daily Profit (%) | 0.3038 | 0.2636 | 0.0402 | 0.049 | 0 | 0.0761 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141114 | -121465 | -68089 | -538105 | -528902 | -171565 |
Profit Factor | 2.0443 | 2.5648 | 1.3282 | 1.1012 | 0.8181 | 1.5545 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 44.8276 | 38.6364 | 51.1628 | 44.8276 | 38.6364 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.5161 | 4.0735 | 1.2679 | 1.3553 | 1.2994 | 1.4838 |
Largest Winning Trade | 485434 | 485434 | 47758 | 176672 | 176672 | 163215 |
Largest Losing Trade | -29933 | -28473 | -29933 | -162956 | -162956 | -111163 |
Avg Bars in Trades | 41 | 43 | 40 | 41 | 43 | 40 |
Avg Bars in Winners | 64 | 77 | 55 | 64 | 77 | 55 |
Avg Bars in Losers | 22 | 21 | 24 | 22 | 21 | 24 |
Bars Traded | 3621 | 1897 | 1724 | 3621 | 1897 | 1724 |
Profit Streak | 11.4636 | 11.4636 | 80.9636 | 11.4636 | 11.4636 | 80.9636 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436388 | 335771 | -137797 | -237334 | -582839 | -88504 |
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{ "first_band": { "type": "pwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 7, "offset": 0, "std": 2.31609 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3773, "evaluation_days": 1886.5, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1602072000000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759057652331, "expiration_time": 1763907408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 7, "offset": 0, "std": 2.31609 } } }
# | 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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