Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 896307.7774 | 781539.7257 | 114768.0517 | 9843775.1792 | 10989013.843 | -1145238.6638 |
Total P&L (%) | 896.3078 | 781.5397 | 114.7681 | 9843.7752 | 10989.0138 | -1145.2387 |
Avg Daily Profit (%) | 0.3585 | 0.3126 | 0.0459 | 0.1841 | 0.1885 | 0 |
Buy And Hold Return (%) | 728.4691 | 728.4691 | 728.4691 | 728.4691 | 728.4691 | 728.4691 |
Max Trade Drawdown | -83035 | -69312 | -73227 | -3223540 | -1305748 | -4569754 |
Profit Factor | 2.78 | 4.2431 | 1.4371 | 1.841 | 3.3524 | 0.8372 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 47 | 46 | 48 | 47 | 46 | 48 |
Ratio Avg Win / Avg Loss | 3.1349 | 4.9811 | 1.5569 | 2.076 | 3.9354 | 0.907 |
Largest Winning Trade | 347758 | 347758 | 50167 | 6868734 | 6868734 | 1206686 |
Largest Losing Trade | -50218 | -21471 | -50218 | -2816905 | -899113 | -2816905 |
Avg Bars in Trades | 48 | 49 | 48 | 48 | 49 | 48 |
Avg Bars in Winners | 67 | 66 | 67 | 67 | 66 | 67 |
Avg Bars in Losers | 32 | 33 | 31 | 32 | 33 | 31 |
Bars Traded | 4890 | 2452 | 2438 | 4890 | 2452 | 2438 |
Profit Streak | 0 | 0 | 88.1267 | 0 | 0 | 88.1267 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80300 | -308483 | -475628 | 377815 | -167261 | -761052 |
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{ "first_band": { "type": "dema", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 8, "offset": 0, "a": 0.27978 } } }
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{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542715200000, "first_datapoint_time": 1546300800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758942148825, "expiration_time": 1765196496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 8, "offset": 0, "a": 0.27978 } } }
# | 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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