Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317647.0171 | 332145.357 | -14498.3399 | -288436.2808 | -171280.0422 | -117156.2386 |
Total P&L (%) | 317.647 | 332.1454 | -14.4983 | -288.4363 | -171.28 | -117.1562 |
Avg Daily Profit (%) | 0.1684 | 0.1761 | -0.0077 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202550 | -117054 | -223149 | -1403478 | -585806 | -1082515 |
Profit Factor | 1.1978 | 1.4798 | 0.9841 | 0.9433 | 0.9255 | 0.958 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 171 | 85 | 86 | 193 | 99 | 94 |
Losing Trades | 191 | 96 | 95 | 169 | 82 | 87 |
Profitability (%) | 47.2376 | 46.9613 | 47.5138 | 53.3149 | 54.6961 | 51.9337 |
Ratio Avg Win / Avg Loss | 1.3379 | 1.6713 | 1.0871 | 0.826 | 0.7666 | 0.8867 |
Largest Winning Trade | 81925 | 81925 | 34853 | 692414 | 253511 | 692414 |
Largest Losing Trade | -188435 | -52278 | -188435 | -276520 | -229619 | -276520 |
Avg Bars in Trades | 30 | 26 | 33 | 30 | 26 | 33 |
Avg Bars in Winners | 35 | 29 | 40 | 26 | 25 | 27 |
Avg Bars in Losers | 26 | 24 | 27 | 35 | 28 | 41 |
Bars Traded | 11010 | 4868 | 6142 | 11010 | 4868 | 6142 |
Profit Streak | 20.4909 | 23.9909 | 20.4909 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 224674 | 350768 | -579132 | -578455 | -579499 | -580134 |
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{ "first_band": { "type": "dcm", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 93, "offset": 0 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11318, "evaluation_days": 1886.33, "actual_first_datapoint_time": 1596081600000, "first_datapoint_time": 1597406400000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759060009749, "expiration_time": 1763935776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 93, "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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