Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1217376.0162 | 934313.6111 | 283062.405 | 289804245.9517 | 257897154.8748 | 31907091.0769 |
Total P&L (%) | 1217.376 | 934.3136 | 283.0624 | 289804.246 | 257897.1549 | 31907.0911 |
Avg Daily Profit (%) | 0.4869 | 0.3737 | 0.1132 | 0.3194 | 0.3147 | 0.231 |
Buy And Hold Return (%) | 870.043 | 870.043 | 870.043 | 870.043 | 870.043 | 870.043 |
Max Trade Drawdown | -63329 | -54434 | -74212 | -15864069 | -12405171 | -6263509 |
Profit Factor | 6.1607 | 9.4031 | 3.2698 | 9.8969 | 16.2381 | 3.0389 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Profitability (%) | 72.0588 | 73.5294 | 70.5882 | 72.0588 | 73.5294 | 70.5882 |
Ratio Avg Win / Avg Loss | 2.3889 | 3.3851 | 1.3624 | 3.8376 | 5.8457 | 1.2662 |
Largest Winning Trade | 342733 | 342733 | 47351 | 120057560 | 120057560 | 13695285 |
Largest Losing Trade | -60979 | -45381 | -60979 | -6263509 | -4570045 | -6263509 |
Avg Bars in Trades | 101 | 117 | 84 | 101 | 117 | 84 |
Avg Bars in Winners | 111 | 106 | 117 | 111 | 106 | 117 |
Avg Bars in Losers | 74 | 150 | 6 | 74 | 150 | 6 |
Bars Traded | 6891 | 4010 | 2881 | 6891 | 4010 | 2881 |
Profit Streak | 441.1642 | 443.1642 | 441.1642 | 441.1642 | 443.1642 | 441.1642 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131789 | -120356 | -198507 | -91643 | 789677 | 611511 |
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{ "first_band": { "type": "vwma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } } }
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{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542412800000, "first_datapoint_time": 1548950400000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758426989411, "expiration_time": 1764893664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 228, "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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