Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343503.1511 | 361188.7621 | -17685.611 | -57221.0814 | 3224.934 | -60446.0154 |
Total P&L (%) | 343.5032 | 361.1888 | -17.6856 | -57.2211 | 3.2249 | -60.446 |
Avg Daily Profit (%) | 0.1824 | 0.1918 | -0.0094 | -0.0451 | 0.0017 | -0.0492 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98835 | -109394 | -82801 | -75628 | -90556 | -55208 |
Profit Factor | 1.4327 | 1.7704 | 0.9456 | 0.8674 | 1.0133 | 0.6797 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 60.1942 | 60.7843 | 59.6154 | 60.1942 | 60.7843 | 59.6154 |
Ratio Avg Win / Avg Loss | 0.9474 | 1.1422 | 0.6406 | 0.5736 | 0.6537 | 0.4604 |
Largest Winning Trade | 110511 | 110511 | 29886 | 41783 | 41783 | 12133 |
Largest Losing Trade | -74259 | -65040 | -74259 | -74259 | -42251 | -74259 |
Avg Bars in Trades | 34 | 59 | 11 | 34 | 59 | 11 |
Avg Bars in Winners | 23 | 37 | 9 | 23 | 37 | 9 |
Avg Bars in Losers | 52 | 93 | 13 | 52 | 93 | 13 |
Bars Traded | 3601 | 3016 | 585 | 3601 | 3016 | 585 |
Profit Streak | 75.6108 | 0 | 76.1108 | 75.6108 | 0 | 76.1108 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318688 | -168860 | -758751 | -578624 | -742577 | -758751 |
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{ "first_band": { "type": "dcl", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 36, "offset": 0, "a": 0.65363 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1597579200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758854376982, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 36, "offset": 0, "a": 0.65363 } } }
# | 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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