Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458963.8059 | 332194.4908 | 126769.3151 | -249167.9889 | -20925.7959 | -228242.1931 |
Total P&L (%) | 458.9638 | 332.1945 | 126.7693 | -249.168 | -20.9258 | -228.2422 |
Avg Daily Profit (%) | 0.2429 | 0.1758 | 0.0671 | 0 | -0.0124 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185604 | -60126 | -200858 | -361804 | -98357 | -285582 |
Profit Factor | 1.9806 | 3.0966 | 1.4094 | 0.5151 | 0.8655 | 0.3628 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 54 | 26 | 28 | 20 | 13 | 7 |
Losing Trades | 22 | 12 | 10 | 56 | 25 | 31 |
Profitability (%) | 71.0526 | 68.4211 | 73.6842 | 26.3158 | 34.2105 | 18.4211 |
Ratio Avg Win / Avg Loss | 0.8069 | 1.4292 | 0.5034 | 1.4423 | 1.6645 | 1.6069 |
Largest Winning Trade | 117309 | 117309 | 45259 | 57339 | 55296 | 57339 |
Largest Losing Trade | -110314 | -44241 | -110314 | -158110 | -29552 | -158110 |
Avg Bars in Trades | 94 | 103 | 86 | 94 | 103 | 86 |
Avg Bars in Winners | 74 | 83 | 66 | 145 | 144 | 147 |
Avg Bars in Losers | 144 | 147 | 141 | 76 | 82 | 72 |
Bars Traded | 7214 | 3941 | 3273 | 7214 | 3941 | 3273 |
Profit Streak | 130.0789 | 130.0789 | 329.0789 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40380 | 560890 | -99744 | -656904 | -584127 | -636798 |
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{ "first_band": { "type": "wma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 120, "offset": 0 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7557, "evaluation_days": 1889.25, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599285600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759283614524, "expiration_time": 1764173736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 120, "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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