Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -55248.3289 | 224359.0487 | -279607.3776 | 25993218.0639 | 2344353.1309 | 23648864.933 |
Total P&L (%) | -55.2483 | 224.359 | -279.6074 | 25993.2181 | 2344.3531 | 23648.8649 |
Avg Daily Profit (%) | -0.0293 | 0.1191 | -0.1484 | 0.2957 | 0.1698 | 0.2907 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -514146 | -48737 | -514146 | -18456187 | -6355536 | -12184466 |
Profit Factor | 0.9445 | 2.3508 | 0.663 | 1.6064 | 1.1258 | 1.9763 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 114 | 55 | 59 | 84 | 45 | 39 |
Losing Trades | 38 | 21 | 17 | 68 | 31 | 37 |
Profitability (%) | 75 | 72.3684 | 77.6316 | 55.2632 | 59.2105 | 51.3158 |
Ratio Avg Win / Avg Loss | 0.3148 | 0.8976 | 0.191 | 1.3004 | 0.7755 | 1.8749 |
Largest Winning Trade | 46374 | 40208 | 46374 | 22258169 | 2313263 | 22258169 |
Largest Losing Trade | -514146 | -46390 | -514146 | -2952971 | -2408700 | -2952971 |
Avg Bars in Trades | 35 | 17 | 53 | 35 | 17 | 53 |
Avg Bars in Winners | 16 | 9 | 23 | 34 | 17 | 53 |
Avg Bars in Losers | 90 | 38 | 154 | 36 | 16 | 52 |
Bars Traded | 5363 | 1318 | 4045 | 5363 | 1318 | 4045 |
Profit Streak | 42.6665 | 94.3332 | 42.6665 | 42.6665 | 94.3332 | 42.6665 |
Trades During Streak | 8 | 7 | 4 | 8 | 7 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575115 | -76830 | -624876 | 500028 | -122266 | -35220 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 51, "offset": 54 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5653, "evaluation_days": 1884.33, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599062400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758873585244, "expiration_time": 1763728992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 51, "offset": 54 } } }
# | 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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