Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476242.614 | 340523.2079 | 135719.4062 | -39265.3681 | 79705.4651 | -118970.8332 |
Total P&L (%) | 476.2426 | 340.5232 | 135.7194 | -39.2654 | 79.7055 | -118.9708 |
Avg Daily Profit (%) | 0.2513 | 0.1797 | 0.0716 | -0.0263 | 0.0309 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107920 | -91413 | -159971 | -146379 | -16333 | -194302 |
Profit Factor | 1.8022 | 2.5444 | 1.3637 | 0.8512 | 2.8367 | 0.4604 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 63.3663 | 66 | 60.7843 | 63.3663 | 66 | 60.7843 |
Ratio Avg Win / Avg Loss | 1.0419 | 1.3107 | 0.8798 | 0.4921 | 1.4613 | 0.297 |
Largest Winning Trade | 54624 | 54624 | 49876 | 31821 | 31821 | 22189 |
Largest Losing Trade | -98318 | -46818 | -98318 | -108252 | -16333 | -108252 |
Avg Bars in Trades | 52 | 63 | 43 | 52 | 63 | 43 |
Avg Bars in Winners | 46 | 57 | 34 | 46 | 57 | 34 |
Avg Bars in Losers | 64 | 74 | 55 | 64 | 74 | 55 |
Bars Traded | 5343 | 3150 | 2193 | 5343 | 3150 | 2193 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445269 | -166794 | -277164 | -578776 | -325235 | -759435 |
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{ "first_band": { "type": "dema", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "offset": 72 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5685, "evaluation_days": 1895, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1602662400000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759787203455, "expiration_time": 1764678240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "offset": 72 } } }
# | 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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