Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 866543.6574 | 756630.3049 | 109913.3525 | 11452918.5925 | 15045772.6043 | -3592854.0118 |
Total P&L (%) | 866.5437 | 756.6303 | 109.9134 | 11452.9186 | 15045.7726 | -3592.854 |
Avg Daily Profit (%) | 0.3466 | 0.3026 | 0.044 | 0.1901 | 0.201 | 0 |
Buy And Hold Return (%) | 911.9063 | 911.9063 | 911.9063 | 911.9063 | 911.9063 | 911.9063 |
Max Trade Drawdown | -74598 | -47231 | -77816 | -8595781 | -3798451 | -7589999 |
Profit Factor | 2.8698 | 4.7639 | 1.4188 | 1.4826 | 2.4458 | 0.7304 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 42.268 | 42.8571 | 41.6667 | 42.268 | 42.8571 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.9197 | 6.3519 | 1.9864 | 2.0249 | 3.2611 | 1.0226 |
Largest Winning Trade | 294835 | 294835 | 49060 | 11619732 | 11619732 | 1821942 |
Largest Losing Trade | -28801 | -18555 | -28801 | -3765561 | -1154054 | -3765561 |
Avg Bars in Trades | 72 | 66 | 79 | 72 | 66 | 79 |
Avg Bars in Winners | 106 | 89 | 125 | 106 | 89 | 125 |
Avg Bars in Losers | 47 | 48 | 46 | 47 | 48 | 46 |
Bars Traded | 7050 | 3235 | 3816 | 7050 | 3235 | 3816 |
Profit Streak | 149.8345 | 164.1678 | 149.8345 | 149.8345 | 164.1678 | 149.8345 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152405 | -150956 | -300627 | 319226 | 395695 | -581689 |
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{ "first_band": { "type": "jma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 22, "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": 1541779200000, "first_datapoint_time": 1548576000000, "last_datapoint_time": 1757779200000, "evaluation_time": 1757793700428, "expiration_time": 1764260064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 22, "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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