Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 16177.8631 | 127499.4303 | -111321.5672 | 5333336.1153 | 908234.1976 | 4425101.9177 |
Total P&L (%) | 16.1779 | 127.4994 | -111.3216 | 5333.3361 | 908.2342 | 4425.1019 |
Avg Daily Profit (%) | 0.0085 | 0.067 | -0.0585 | 0.2103 | 0.1216 | 0.2006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -315194 | -28433 | -150947 | -1929325 | -593016 | -1146558 |
Profit Factor | 1.0264 | 2.2694 | 0.7824 | 2.6434 | 1.5865 | 3.6081 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 122 | 56 | 66 | 70 | 36 | 34 |
Losing Trades | 30 | 20 | 10 | 82 | 40 | 42 |
Profitability (%) | 80.2632 | 73.6842 | 86.8421 | 46.0526 | 47.3684 | 44.7368 |
Ratio Avg Win / Avg Loss | 0.2524 | 0.8105 | 0.1186 | 3.0966 | 1.7628 | 4.4571 |
Largest Winning Trade | 22958 | 12810 | 22958 | 2558451 | 304094 | 2558451 |
Largest Losing Trade | -288727 | -28274 | -288727 | -308607 | -242849 | -308607 |
Avg Bars in Trades | 35 | 12 | 58 | 35 | 12 | 58 |
Avg Bars in Winners | 17 | 6 | 26 | 40 | 12 | 70 |
Avg Bars in Losers | 109 | 27 | 275 | 31 | 12 | 49 |
Bars Traded | 5403 | 929 | 4474 | 5403 | 929 | 4474 |
Profit Streak | 12.7943 | 12.7943 | 19.7943 | 12.7943 | 12.7943 | 19.7943 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -377528 | -147106 | -623886 | 501669 | -76948 | -35170 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 205, "offset": 0, "scalar": 4 } } }
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{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5706, "evaluation_days": 1902, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1601942400000, "last_datapoint_time": 1760371200000, "evaluation_time": 1760382226465, "expiration_time": 1765301184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 205, "offset": 0, "scalar": 4 } } }
# | 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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