Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712782.3767 | 663542.0502 | 49240.3266 | 1870008.0312 | 5266845.2067 | -3396837.1754 |
Total P&L (%) | 712.7824 | 663.5421 | 49.2403 | 1870.008 | 5266.8452 | -3396.8372 |
Avg Daily Profit (%) | 0.2851 | 0.2654 | 0.0197 | 0.1193 | 0.1594 | 0 |
Buy And Hold Return (%) | 695.9585 | 695.9585 | 695.9585 | 695.9585 | 695.9585 | 695.9585 |
Max Trade Drawdown | -136630 | -111004 | -142388 | -9046392 | -6550855 | -6692250 |
Profit Factor | 1.788 | 2.6577 | 1.0977 | 1.0708 | 1.4373 | 0.7637 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 125 | 68 | 57 | 125 | 68 | 57 |
Losing Trades | 123 | 56 | 67 | 123 | 56 | 67 |
Profitability (%) | 50.4032 | 54.8387 | 45.9677 | 50.4032 | 54.8387 | 45.9677 |
Ratio Avg Win / Avg Loss | 1.7594 | 2.1887 | 1.2902 | 1.0536 | 1.1836 | 0.8977 |
Largest Winning Trade | 154633 | 154633 | 66751 | 2605879 | 2605879 | 1738549 |
Largest Losing Trade | -71545 | -31097 | -71545 | -2497019 | -2049350 | -2497019 |
Avg Bars in Trades | 39 | 41 | 37 | 39 | 41 | 37 |
Avg Bars in Winners | 53 | 49 | 57 | 53 | 49 | 57 |
Avg Bars in Losers | 25 | 32 | 19 | 25 | 32 | 19 |
Bars Traded | 9786 | 5178 | 4608 | 9786 | 5178 | 4608 |
Profit Streak | 0 | 0 | 75.3177 | 0 | 0 | 75.3177 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144751 | -151709 | -446262 | -178059 | 324578 | -581605 |
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{ "first_band": { "type": "tema", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 66, "offset": 0 } } }
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{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1542585600000, "first_datapoint_time": 1546862400000, "last_datapoint_time": 1758607200000, "evaluation_time": 1758613050937, "expiration_time": 1765087848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 66, "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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