Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115625.1975 | 200999.2747 | -85374.0772 | 17260304.2836 | 4733540.1403 | 12526764.1433 |
Total P&L (%) | 115.6252 | 200.9993 | -85.3741 | 17260.3043 | 4733.5401 | 12526.7641 |
Avg Daily Profit (%) | 0.0609 | 0.1059 | -0.045 | 0.2721 | 0.2046 | 0.2553 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -321484 | -29242 | -321484 | -4672291 | -1274405 | -3397885 |
Profit Factor | 1.1406 | 2.2696 | 0.8714 | 2.2619 | 1.939 | 2.4504 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 189 | 89 | 100 | 107 | 59 | 48 |
Losing Trades | 45 | 28 | 17 | 127 | 58 | 69 |
Profitability (%) | 80.7692 | 76.0684 | 85.4701 | 45.7265 | 50.4274 | 41.0256 |
Ratio Avg Win / Avg Loss | 0.2716 | 0.714 | 0.1481 | 2.6847 | 1.9061 | 3.5224 |
Largest Winning Trade | 28211 | 28211 | 24668 | 5970578 | 891699 | 5970578 |
Largest Losing Trade | -321484 | -29242 | -321484 | -2735062 | -1059104 | -2735062 |
Avg Bars in Trades | 30 | 15 | 46 | 30 | 15 | 46 |
Avg Bars in Winners | 16 | 7 | 24 | 34 | 17 | 55 |
Avg Bars in Losers | 91 | 40 | 175 | 27 | 13 | 39 |
Bars Traded | 7227 | 1803 | 5424 | 7227 | 1803 | 5424 |
Profit Streak | 67.8837 | 182.6337 | 67.8837 | 67.8837 | 182.6337 | 67.8837 |
Trades During Streak | 6 | 10 | 3 | 6 | 10 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172365 | -44805 | -574941 | 506223 | 482256 | 389785 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 168, "offset": 71, "scalar": 3 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7591, "evaluation_days": 1897.75, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599674400000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760022748877, "expiration_time": 1764930168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 168, "offset": 71, "scalar": 3 } } }
# | 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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