Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668410.2582 | 535617.1769 | 132793.0813 | 367356.0725 | 94742.1582 | 272613.9143 |
Total P&L (%) | 668.4103 | 535.6172 | 132.7931 | 367.3561 | 94.7422 | 272.6139 |
Avg Daily Profit (%) | 0.3533 | 0.2831 | 0.0702 | 0.0815 | 0.0352 | 0.0695 |
Buy And Hold Return (%) | 31.6272 | 31.6272 | 31.6272 | 31.6272 | 31.6272 | 31.6272 |
Max Trade Drawdown | -155893 | -101996 | -86204 | -3017174 | -2373137 | -1257954 |
Profit Factor | 1.4869 | 1.7016 | 1.2179 | 1.022 | 1.0094 | 1.0409 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 140 | 66 | 74 | 140 | 66 | 74 |
Losing Trades | 143 | 75 | 68 | 143 | 75 | 68 |
Profitability (%) | 49.47 | 46.8085 | 52.1127 | 49.47 | 46.8085 | 52.1127 |
Ratio Avg Win / Avg Loss | 1.5187 | 1.9337 | 1.1191 | 1.0439 | 1.1471 | 0.9565 |
Largest Winning Trade | 261885 | 261885 | 40937 | 1068837 | 1068837 | 732735 |
Largest Losing Trade | -81594 | -38865 | -81594 | -1214377 | -1214377 | -1191326 |
Avg Bars in Trades | 19 | 22 | 16 | 19 | 22 | 16 |
Avg Bars in Winners | 19 | 23 | 16 | 19 | 23 | 16 |
Avg Bars in Losers | 19 | 22 | 16 | 19 | 22 | 16 |
Bars Traded | 5518 | 3219 | 2299 | 5518 | 3219 | 2299 |
Profit Streak | 9.5944 | 0 | 42.5944 | 9.5944 | 0 | 42.5944 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500472 | 389825 | -99890 | -278222 | -360240 | -275452 |
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{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5676, "evaluation_days": 1892, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596182400000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759529752551, "expiration_time": 1764411264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 5, "offset": 238, "scalar": 5 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.26704 } } }
# | 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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