Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719062.9923 | 641671.1879 | 77391.8044 | 3394206.7137 | 4237629.4053 | -843422.6916 |
Total P&L (%) | 719.063 | 641.6712 | 77.3918 | 3394.2067 | 4237.6294 | -843.4227 |
Avg Daily Profit (%) | 0.2876 | 0.2566 | 0.031 | 0.1422 | 0.1509 | 0 |
Buy And Hold Return (%) | 702.1999 | 702.1999 | 702.1999 | 702.1999 | 702.1999 | 702.1999 |
Max Trade Drawdown | -68705 | -63597 | -64820 | -2237843 | -1300428 | -1707552 |
Profit Factor | 2.7873 | 3.7912 | 1.4489 | 1.5733 | 2.4052 | 0.7097 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 48.7179 | 43.5897 | 53.8462 | 48.7179 | 43.5897 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.934 | 4.9063 | 1.2419 | 1.6561 | 3.1126 | 0.6083 |
Largest Winning Trade | 336752 | 336752 | 28298 | 3424969 | 3424969 | 245890 |
Largest Losing Trade | -33998 | -29789 | -33998 | -940541 | -819866 | -940541 |
Avg Bars in Trades | 86 | 115 | 57 | 86 | 115 | 57 |
Avg Bars in Winners | 103 | 141 | 72 | 103 | 141 | 72 |
Avg Bars in Losers | 70 | 95 | 39 | 70 | 95 | 39 |
Bars Traded | 6734 | 4505 | 2229 | 6734 | 4505 | 2229 |
Profit Streak | 87.8578 | 154.5245 | 0 | 87.8578 | 154.5245 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -182918 | -151855 | -315800 | -40083 | 361742 | -580258 |
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{ "first_band": { "type": "bbm", "factors": { "length": 243, "offset": 0, "std": 2.38452 } }, "second_band": { "type": "dcm", "factors": { "length": 192, "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": 1541318400000, "first_datapoint_time": 1546819200000, "last_datapoint_time": 1757318400000, "evaluation_time": 1757334913460, "expiration_time": 1763799264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 243, "offset": 0, "std": 2.38452 } }, "second_band": { "type": "dcm", "factors": { "length": 192, "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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