Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 824387.2786 | 723895.9481 | 100491.3304 | 7270428.1951 | 8633201.0653 | -1362772.8702 |
Total P&L (%) | 824.3873 | 723.8959 | 100.4913 | 7270.4282 | 8633.2011 | -1362.7729 |
Avg Daily Profit (%) | 0.3297 | 0.2895 | 0.0402 | 0.1721 | 0.1789 | 0 |
Buy And Hold Return (%) | 733.4205 | 733.4205 | 733.4205 | 733.4205 | 733.4205 | 733.4205 |
Max Trade Drawdown | -82233 | -70831 | -39575 | -4227453 | -952239 | -3275213 |
Profit Factor | 3.613 | 4.7112 | 1.8344 | 2.1986 | 4.8765 | 0.645 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 62.6866 | 57.5758 | 67.6471 | 62.6866 | 57.5758 | 67.6471 |
Ratio Avg Win / Avg Loss | 2.1506 | 3.4714 | 0.8773 | 1.3087 | 3.5932 | 0.3085 |
Largest Winning Trade | 318048 | 318048 | 35762 | 6296261 | 6296261 | 903462 |
Largest Losing Trade | -39575 | -39548 | -39575 | -3275213 | -952239 | -3275213 |
Avg Bars in Trades | 140 | 253 | 31 | 140 | 253 | 31 |
Avg Bars in Winners | 134 | 260 | 29 | 134 | 260 | 29 |
Avg Bars in Losers | 150 | 242 | 34 | 150 | 242 | 34 |
Bars Traded | 9412 | 8350 | 1062 | 9412 | 8350 | 1062 |
Profit Streak | 18.3758 | 0 | 241.8758 | 18.3758 | 0 | 241.8758 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -230058 | -148434 | -300642 | -107920 | 594695 | -577130 |
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{ "first_band": { "type": "bbl", "factors": { "length": 96, "offset": 0, "std": 3.08213 } }, "second_band": { "type": "kcl", "factors": { "length": 237, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1541829600000, "first_datapoint_time": 1546927200000, "last_datapoint_time": 1757851200000, "evaluation_time": 1757862070597, "expiration_time": 1764331848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 96, "offset": 0, "std": 3.08213 } }, "second_band": { "type": "kcl", "factors": { "length": 237, "offset": 0, "scalar": 3 } } }
# | 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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