Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158236.2047 | 305920.3109 | -147684.1062 | -97605.7428 | 17005.6916 | -114611.4344 |
Total P&L (%) | 158.2362 | 305.9203 | -147.6841 | -97.6057 | 17.0057 | -114.6114 |
Avg Daily Profit (%) | 0.0836 | 0.1616 | -0.078 | -0.197 | 0.0083 | 0 |
Buy And Hold Return (%) | 26.919 | 26.919 | 26.919 | 26.919 | 26.919 | 26.919 |
Max Trade Drawdown | -350497 | -138328 | -351385 | -99508 | -9936 | -77221 |
Profit Factor | 1.0801 | 1.357 | 0.8679 | 0.3619 | 1.8243 | 0.1339 |
Total Trades | 375 | 188 | 187 | 375 | 188 | 187 |
Winning Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Losing Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Profitability (%) | 50.9333 | 51.0638 | 50.8021 | 50.9333 | 51.0638 | 50.8021 |
Ratio Avg Win / Avg Loss | 1.0405 | 1.3004 | 0.8405 | 0.3487 | 1.7482 | 0.1297 |
Largest Winning Trade | 79094 | 79094 | 37413 | 21206 | 21206 | 3362 |
Largest Losing Trade | -78512 | -35191 | -78512 | -64253 | -4818 | -64253 |
Avg Bars in Trades | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 14 | 15 | 15 | 14 | 15 |
Bars Traded | 5649 | 2816 | 2833 | 5649 | 2816 | 2833 |
Profit Streak | 12.7965 | 12.7965 | 57.7965 | 12.7965 | 12.7965 | 57.7965 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -211024 | 330524 | -578454 | -577337 | -342325 | -578177 |
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{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5678, "evaluation_days": 1892.67, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596268800000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759576015431, "expiration_time": 1764470592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.12387, "nb": 0.1, "nc": 0.93467 } }, "second_band": { "type": "wma", "factors": { "length": 8, "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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