Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204638.0246 | 307624.6122 | -102986.5876 | -94154.9368 | 47778.7088 | -141933.6457 |
Total P&L (%) | 204.638 | 307.6246 | -102.9866 | -94.1549 | 47.7787 | -141.9336 |
Avg Daily Profit (%) | 0.1083 | 0.1628 | -0.0545 | -0.1502 | 0.0207 | 0 |
Buy And Hold Return (%) | 12.5432 | 12.5432 | 12.5432 | 12.5432 | 12.5432 | 12.5432 |
Max Trade Drawdown | -344786 | -195695 | -215837 | -774794 | -680790 | -393552 |
Profit Factor | 1.1213 | 1.3898 | 0.8853 | 0.9591 | 1.0424 | 0.8791 |
Total Trades | 347 | 174 | 173 | 347 | 174 | 173 |
Winning Trades | 183 | 89 | 94 | 183 | 89 | 94 |
Losing Trades | 164 | 85 | 79 | 164 | 85 | 79 |
Profitability (%) | 52.7378 | 51.1494 | 54.3353 | 52.7378 | 51.1494 | 54.3353 |
Ratio Avg Win / Avg Loss | 1.0049 | 1.3273 | 0.744 | 0.8595 | 0.9956 | 0.7389 |
Largest Winning Trade | 111333 | 111333 | 36180 | 218914 | 218914 | 123057 |
Largest Losing Trade | -77416 | -43761 | -77416 | -298632 | -294594 | -298632 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 10 | 10 | 9 | 10 | 10 | 9 |
Avg Bars in Losers | 11 | 11 | 12 | 11 | 11 | 12 |
Bars Traded | 3746 | 1851 | 1895 | 3746 | 1851 | 1895 |
Profit Streak | 0 | 0 | 17.6494 | 0 | 0 | 17.6494 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133066 | 313858 | -579020 | -578331 | -342374 | -579020 |
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{ "first_band": { "type": "bbm", "factors": { "length": 240, "offset": 0, "std": 3.8832 } }, "second_band": { "type": "sinwma", "factors": { "length": 18, "offset": 0 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3779, "evaluation_days": 1889.5, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596888000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759289707275, "expiration_time": 1764174384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 240, "offset": 0, "std": 3.8832 } }, "second_band": { "type": "sinwma", "factors": { "length": 18, "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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