Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1141865.1147 | 1035024.9282 | 106840.1865 | 7742283.4448 | 8600895.5002 | -858612.0554 |
Total P&L (%) | 1141.8651 | 1035.0249 | 106.8402 | 7742.2834 | 8600.8955 | -858.6121 |
Avg Daily Profit (%) | 0.455 | 0.4124 | 0.0426 | 0.174 | 0.1781 | 0 |
Buy And Hold Return (%) | 763.5505 | 763.5505 | 763.5505 | 763.5505 | 763.5505 | 763.5505 |
Max Trade Drawdown | -102513 | -92632 | -95875 | -4456294 | -3312196 | -5130271 |
Profit Factor | 3.2891 | 4.7108 | 1.4858 | 1.472 | 2.1004 | 0.9 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 45.7143 | 46.1538 | 45.283 | 45.7143 | 46.1538 | 45.283 |
Ratio Avg Win / Avg Loss | 3.9058 | 5.4959 | 1.7954 | 1.7481 | 2.4505 | 1.0875 |
Largest Winning Trade | 564505 | 564505 | 62422 | 6109313 | 6109313 | 1373849 |
Largest Losing Trade | -48390 | -48390 | -33648 | -2352351 | -1583006 | -2352351 |
Avg Bars in Trades | 86 | 112 | 61 | 86 | 112 | 61 |
Avg Bars in Winners | 108 | 134 | 81 | 108 | 134 | 81 |
Avg Bars in Losers | 68 | 93 | 44 | 68 | 93 | 44 |
Bars Traded | 9102 | 5853 | 3249 | 9102 | 5853 | 3249 |
Profit Streak | 90.8879 | 166.3879 | 90.8879 | 90.8879 | 166.3879 | 90.8879 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 160032 | -218312 | -480819 | 346823 | -168739 | -760442 |
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{ "first_band": { "type": "bbm", "factors": { "length": 146, "offset": 0, "std": 3.84275 } }, "second_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } } }
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{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10038, "evaluation_days": 2509.5, "actual_first_datapoint_time": 1543168800000, "first_datapoint_time": 1547769600000, "last_datapoint_time": 1759989600000, "evaluation_time": 1760001517209, "expiration_time": 1766494224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 146, "offset": 0, "std": 3.84275 } }, "second_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } } }
# | 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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