Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1115605.7973 | 919046.5539 | 196559.2433 | 51297062.7056 | 51115528.8905 | 181533.8151 |
Total P&L (%) | 1115.6058 | 919.0466 | 196.5592 | 51297.0627 | 51115.5289 | 181.5338 |
Avg Daily Profit (%) | 0.4462 | 0.3676 | 0.0786 | 0.25 | 0.2498 | 0.0414 |
Buy And Hold Return (%) | 730.0113 | 730.0113 | 730.0113 | 730.0113 | 730.0113 | 730.0113 |
Max Trade Drawdown | -117191 | -105792 | -30440 | -21844876 | -9011306 | -12962344 |
Profit Factor | 4.0801 | 4.6593 | 2.7701 | 2.5256 | 3.9034 | 1.0113 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 61.5385 | 55.1724 | 67.7966 | 61.5385 | 55.1724 | 67.7966 |
Ratio Avg Win / Avg Loss | 2.5501 | 3.7857 | 1.3158 | 1.5785 | 3.1715 | 0.4804 |
Largest Winning Trade | 336951 | 336951 | 48332 | 38670964 | 38670964 | 2215944 |
Largest Losing Trade | -51478 | -51478 | -25591 | -12833570 | -9011306 | -12833570 |
Avg Bars in Trades | 61 | 99 | 24 | 61 | 99 | 24 |
Avg Bars in Winners | 62 | 108 | 25 | 62 | 108 | 25 |
Avg Bars in Losers | 60 | 88 | 22 | 60 | 88 | 22 |
Bars Traded | 7230 | 5762 | 1468 | 7230 | 5762 | 1468 |
Profit Streak | 11.2528 | 0 | 234.2528 | 11.2528 | 0 | 234.2528 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348154 | -247585 | -422236 | 566001 | -163930 | -685749 |
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{ "first_band": { "type": "dcl", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 148 } } }
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{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541548800000, "first_datapoint_time": 1545811200000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757570638417, "expiration_time": 1764029664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 148 } } }
# | 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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