Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536554.5257 | 502537.5699 | 34016.9557 | 67744.3024 | 143718.4191 | -75974.1167 |
Total P&L (%) | 536.5545 | 502.5376 | 34.017 | 67.7443 | 143.7184 | -75.9741 |
Avg Daily Profit (%) | 0.2833 | 0.2653 | 0.018 | 0.0273 | 0.047 | -0.0753 |
Buy And Hold Return (%) | 13.3496 | 13.3496 | 13.3496 | 13.3496 | 13.3496 | 13.3496 |
Max Trade Drawdown | -107466 | -93934 | -78402 | -326979 | -252652 | -211060 |
Profit Factor | 1.4111 | 1.7826 | 1.0513 | 1.0253 | 1.11 | 0.9445 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 118 | 53 | 65 | 118 | 53 | 65 |
Losing Trades | 173 | 92 | 81 | 173 | 92 | 81 |
Profitability (%) | 40.5498 | 36.5517 | 44.5205 | 40.5498 | 36.5517 | 44.5205 |
Ratio Avg Win / Avg Loss | 2.0688 | 3.0944 | 1.3101 | 1.5032 | 1.9267 | 1.177 |
Largest Winning Trade | 358209 | 358209 | 36329 | 207412 | 207412 | 80660 |
Largest Losing Trade | -48397 | -28328 | -48397 | -145947 | -47600 | -145947 |
Avg Bars in Trades | 25 | 25 | 26 | 25 | 25 | 26 |
Avg Bars in Winners | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Losers | 15 | 14 | 15 | 15 | 14 | 15 |
Bars Traded | 7471 | 3666 | 3804 | 7471 | 3666 | 3804 |
Profit Streak | 20.218 | 0 | 27.218 | 20.218 | 0 | 27.218 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334893 | 246756 | -337953 | -350557 | -233656 | -580590 |
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{ "first_band": { "type": "pwma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 14, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7577, "evaluation_days": 1894.25, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596952800000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759727635072, "expiration_time": 1764618696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 14, "offset": 0, "poles": 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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