Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408167.5261 | 327296.5061 | 80871.02 | 55260.2662 | 163237.7823 | -107977.5161 |
Total P&L (%) | 408.1675 | 327.2965 | 80.871 | 55.2603 | 163.2378 | -107.9775 |
Avg Daily Profit (%) | 0.2151 | 0.1724 | 0.0426 | 0.0232 | 0.051 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215796 | -71245 | -178165 | -451530 | -37196 | -427921 |
Profit Factor | 1.5314 | 2.3657 | 1.153 | 1.0843 | 2.2727 | 0.7953 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 81 | 39 | 42 | 77 | 40 | 37 |
Losing Trades | 61 | 32 | 29 | 65 | 31 | 34 |
Profitability (%) | 57.0423 | 54.9296 | 59.1549 | 54.2254 | 56.338 | 52.1127 |
Ratio Avg Win / Avg Loss | 1.1533 | 1.9411 | 0.7961 | 0.9153 | 1.7613 | 0.7308 |
Largest Winning Trade | 72273 | 72273 | 54651 | 120544 | 62285 | 120544 |
Largest Losing Trade | -152706 | -36062 | -152706 | -362107 | -17560 | -362107 |
Avg Bars in Trades | 25 | 14 | 36 | 25 | 14 | 36 |
Avg Bars in Winners | 22 | 11 | 32 | 25 | 14 | 38 |
Avg Bars in Losers | 29 | 17 | 43 | 25 | 14 | 34 |
Bars Traded | 3629 | 1021 | 2608 | 3629 | 1021 | 2608 |
Profit Streak | 113.6002 | 113.6002 | 271.6002 | 113.6002 | 113.6002 | 271.6002 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440632 | -72913 | -273879 | -289747 | -205092 | -665723 |
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{ "first_band": { "type": "dcm", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 71, "offset": 0, "std": 2.17883 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3796, "evaluation_days": 1898, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599091200000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760019858196, "expiration_time": 1764930816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 71, "offset": 0, "std": 2.17883 } } }
# | 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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