Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 999634.2886 | 829600.8468 | 170033.4417 | 33055238.4309 | 36154775.9259 | -3099537.495 |
Total P&L (%) | 999.6343 | 829.6008 | 170.0334 | 33055.2384 | 36154.7759 | -3099.5375 |
Avg Daily Profit (%) | 0.3992 | 0.3313 | 0.0679 | 0.232 | 0.2356 | 0 |
Buy And Hold Return (%) | 828.6981 | 828.6981 | 828.6981 | 828.6981 | 828.6981 | 828.6981 |
Max Trade Drawdown | -52184 | -36294 | -40827 | -17834002 | -11947040 | -9945679 |
Profit Factor | 3.3098 | 5.1973 | 1.7231 | 1.8868 | 3.003 | 0.8388 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Profitability (%) | 52.0325 | 55.7377 | 48.3871 | 52.0325 | 55.7377 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.0512 | 4.1272 | 1.838 | 1.7393 | 2.3847 | 0.8947 |
Largest Winning Trade | 386963 | 386963 | 47606 | 31319686 | 31319686 | 2238372 |
Largest Losing Trade | -28067 | -28067 | -20825 | -9846727 | -9846727 | -7726770 |
Avg Bars in Trades | 59 | 64 | 54 | 59 | 64 | 54 |
Avg Bars in Winners | 77 | 76 | 77 | 77 | 76 | 77 |
Avg Bars in Losers | 39 | 48 | 31 | 39 | 48 | 31 |
Bars Traded | 7263 | 3907 | 3356 | 7263 | 3907 | 3356 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84947 | -309276 | -419597 | 449383 | -146858 | -735585 |
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{ "first_band": { "type": "linreg", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 32, "offset": 0 } } }
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{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7513, "evaluation_days": 2504.33, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1547856000000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759399666213, "expiration_time": 1765883232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 32, "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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