Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 876747.7461 | 762303.4568 | 114444.2893 | 10660899.8009 | 10595075.633 | 65824.1678 |
Total P&L (%) | 876.7477 | 762.3035 | 114.4443 | 10660.8998 | 10595.0756 | 65.8242 |
Avg Daily Profit (%) | 0.3507 | 0.3049 | 0.0458 | 0.1873 | 0.187 | 0.0202 |
Buy And Hold Return (%) | 744.9673 | 744.9673 | 744.9673 | 744.9673 | 744.9673 | 744.9673 |
Max Trade Drawdown | -151278 | -114599 | -90037 | -4938156 | -3705825 | -4740395 |
Profit Factor | 2.6342 | 3.5243 | 1.488 | 1.6926 | 2.2839 | 1.0092 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Profitability (%) | 48.5714 | 51.9231 | 45.283 | 48.5714 | 51.9231 | 45.283 |
Ratio Avg Win / Avg Loss | 2.7891 | 3.2632 | 1.798 | 1.7922 | 2.1147 | 1.2195 |
Largest Winning Trade | 262307 | 262307 | 60273 | 5758952 | 5758952 | 1411041 |
Largest Losing Trade | -46523 | -46523 | -42087 | -2845419 | -1088565 | -2845419 |
Avg Bars in Trades | 67 | 86 | 48 | 67 | 86 | 48 |
Avg Bars in Winners | 93 | 112 | 72 | 93 | 112 | 72 |
Avg Bars in Losers | 42 | 58 | 29 | 42 | 58 | 29 |
Bars Traded | 7077 | 4491 | 2586 | 7077 | 4491 | 2586 |
Profit Streak | 245.7559 | 245.7559 | 252.4226 | 245.7559 | 245.7559 | 252.4226 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95271 | -321725 | -475748 | 441348 | -166559 | -722534 |
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{ "first_band": { "type": "bbm", "factors": { "length": 85, "offset": 0, "std": 4.81679 } }, "second_band": { "type": "dcm", "factors": { "length": 154, "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": 1543046400000, "first_datapoint_time": 1547452800000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759054112928, "expiration_time": 1765527264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 85, "offset": 0, "std": 4.81679 } }, "second_band": { "type": "dcm", "factors": { "length": 154, "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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