Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 998480.5414 | 890425.8327 | 108054.7087 | 15415556.5699 | 18234005.0438 | -2818448.4739 |
Total P&L (%) | 998.4805 | 890.4258 | 108.0547 | 15415.5566 | 18234.005 | -2818.4485 |
Avg Daily Profit (%) | 0.4794 | 0.4275 | 0.0519 | 0.2425 | 0.2505 | 0 |
Buy And Hold Return (%) | 1322.3479 | 1322.3479 | 1322.3479 | 1322.3479 | 1322.3479 | 1322.3479 |
Max Trade Drawdown | -105903 | -66256 | -66542 | -21341475 | -12956370 | -8385104 |
Profit Factor | 2.9006 | 4.2324 | 1.4324 | 1.4289 | 1.8855 | 0.8164 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 41.9048 | 42.3077 | 41.5094 | 41.9048 | 42.3077 | 41.5094 |
Ratio Avg Win / Avg Loss | 4.0212 | 5.7715 | 2.0184 | 1.981 | 2.5711 | 1.1504 |
Largest Winning Trade | 343920 | 343920 | 49658 | 16983230 | 16983230 | 3695432 |
Largest Losing Trade | -36060 | -36060 | -24847 | -4515432 | -4470283 | -4515432 |
Avg Bars in Trades | 234 | 235 | 233 | 234 | 235 | 233 |
Avg Bars in Winners | 347 | 328 | 365 | 347 | 328 | 365 |
Avg Bars in Losers | 153 | 166 | 139 | 153 | 166 | 139 |
Bars Traded | 24620 | 12245 | 12375 | 24620 | 12245 | 12375 |
Profit Streak | 74.6908 | 82.1908 | 74.6908 | 74.6908 | 82.1908 | 74.6908 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151717 | -331052 | -470204 | 305291 | -170439 | -761910 |
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{ "first_band": { "type": "t3", "factors": { "length": 168, "offset": 0, "a": 0.68146 } }, "second_band": { "type": "kcb", "factors": { "length": 138, "offset": 0, "scalar": 5 } } }
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{ "trading_pair": "XRP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1577512800000, "first_datapoint_time": 1578715200000, "last_datapoint_time": 1757527200000, "evaluation_time": 1757529281824, "expiration_time": 1764005385600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 168, "offset": 0, "a": 0.68146 } }, "second_band": { "type": "kcb", "factors": { "length": 138, "offset": 0, "scalar": 5 } } }
# | 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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