Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 788978.5827 | 726118.4779 | 62860.1048 | 2992588.5108 | 9385895.6815 | -6393307.1708 |
Total P&L (%) | 788.9786 | 726.1185 | 62.8601 | 2992.5885 | 9385.8957 | -6393.3072 |
Avg Daily Profit (%) | 0.3156 | 0.2904 | 0.0251 | 0.1373 | 0.1822 | 0 |
Buy And Hold Return (%) | 727.2963 | 727.2963 | 727.2963 | 727.2963 | 727.2963 | 727.2963 |
Max Trade Drawdown | -129589 | -63340 | -163174 | -9063249 | -2790348 | -12726592 |
Profit Factor | 1.9642 | 2.8628 | 1.1467 | 1.0811 | 1.6057 | 0.7015 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 163 | 80 | 83 | 163 | 80 | 83 |
Losing Trades | 177 | 90 | 87 | 177 | 90 | 87 |
Profitability (%) | 47.9412 | 47.0588 | 48.8235 | 47.9412 | 47.0588 | 48.8235 |
Ratio Avg Win / Avg Loss | 2.1329 | 3.2207 | 1.202 | 1.1739 | 1.8064 | 0.7353 |
Largest Winning Trade | 318534 | 318534 | 47537 | 8705620 | 8705620 | 2442291 |
Largest Losing Trade | -50148 | -24720 | -50148 | -5736282 | -1409670 | -5736282 |
Avg Bars in Trades | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Winners | 26 | 31 | 22 | 26 | 31 | 22 |
Avg Bars in Losers | 16 | 18 | 14 | 16 | 18 | 14 |
Bars Traded | 7271 | 4147 | 3124 | 7271 | 4147 | 3124 |
Profit Streak | 0 | 0 | 60.2747 | 0 | 0 | 60.2747 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125381 | -152033 | -383508 | -141478 | 374190 | -580062 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 89 } }, "second_band": { "type": "dcm", "factors": { "length": 145, "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": 1541404800000, "first_datapoint_time": 1545552000000, "last_datapoint_time": 1757404800000, "evaluation_time": 1757428532297, "expiration_time": 1763885664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 89 } }, "second_band": { "type": "dcm", "factors": { "length": 145, "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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