Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 989785.1811 | 791462.6217 | 198322.5594 | 47554056.4046 | 41436033.8904 | 6118022.5142 |
Total P&L (%) | 989.7852 | 791.4626 | 198.3226 | 47554.0564 | 41436.0339 | 6118.0225 |
Avg Daily Profit (%) | 0.3959 | 0.3165 | 0.0793 | 0.2469 | 0.2414 | 0.1653 |
Buy And Hold Return (%) | 898.5033 | 898.5033 | 898.5033 | 898.5033 | 898.5033 | 898.5033 |
Max Trade Drawdown | -92608 | -83690 | -63110 | -5247849 | -3485021 | -4046022 |
Profit Factor | 3.5494 | 4.9218 | 2.0638 | 3.5956 | 5.1353 | 1.737 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 63.4146 | 63.4146 | 63.4146 | 63.4146 | 63.4146 | 63.4146 |
Ratio Avg Win / Avg Loss | 2.0478 | 2.8395 | 1.1907 | 2.0744 | 2.9627 | 1.0021 |
Largest Winning Trade | 193509 | 193509 | 49162 | 16216819 | 16216819 | 5348443 |
Largest Losing Trade | -63110 | -47666 | -63110 | -3485021 | -3485021 | -1762827 |
Avg Bars in Trades | 85 | 101 | 70 | 85 | 101 | 70 |
Avg Bars in Winners | 94 | 92 | 97 | 94 | 92 | 97 |
Avg Bars in Losers | 70 | 115 | 24 | 70 | 115 | 24 |
Bars Traded | 7043 | 4148 | 2895 | 7043 | 4148 | 2895 |
Profit Streak | 125.1273 | 125.1273 | 211.1273 | 125.1273 | 125.1273 | 211.1273 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123103 | -146272 | -247263 | 353830 | 684700 | 451648 |
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{ "first_band": { "type": "bbm", "factors": { "length": 192, "offset": 0, "std": 4.2588 } }, "second_band": { "type": "dcm", "factors": { "length": 233, "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": 1542297600000, "first_datapoint_time": 1548979200000, "last_datapoint_time": 1758297600000, "evaluation_time": 1758308599737, "expiration_time": 1764778464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 192, "offset": 0, "std": 4.2588 } }, "second_band": { "type": "dcm", "factors": { "length": 233, "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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