Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792077.7256 | 697017.763 | 95059.9626 | 5886223.1463 | 6589514.4212 | -703291.2749 |
Total P&L (%) | 792.0777 | 697.0178 | 95.06 | 5886.2231 | 6589.5144 | -703.2913 |
Avg Daily Profit (%) | 0.3168 | 0.2788 | 0.038 | 0.1638 | 0.1682 | 0 |
Buy And Hold Return (%) | 727.439 | 727.439 | 727.439 | 727.439 | 727.439 | 727.439 |
Max Trade Drawdown | -135252 | -69012 | -132567 | -1918739 | -172254 | -2068821 |
Profit Factor | 2.1735 | 3.4132 | 1.2462 | 2.141 | 8.0251 | 0.8334 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 106 | 59 | 47 | 106 | 59 | 47 |
Losing Trades | 57 | 22 | 35 | 57 | 22 | 35 |
Profitability (%) | 65.0307 | 72.8395 | 57.3171 | 65.0307 | 72.8395 | 57.3171 |
Ratio Avg Win / Avg Loss | 1.1688 | 1.2727 | 0.928 | 1.1513 | 2.9924 | 0.6206 |
Largest Winning Trade | 274879 | 274879 | 46481 | 3530905 | 3530905 | 1001385 |
Largest Losing Trade | -55465 | -52372 | -55465 | -1213659 | -172254 | -1213659 |
Avg Bars in Trades | 44 | 50 | 38 | 44 | 50 | 38 |
Avg Bars in Winners | 45 | 44 | 46 | 45 | 44 | 46 |
Avg Bars in Losers | 42 | 64 | 28 | 42 | 64 | 28 |
Bars Traded | 7244 | 4058 | 3186 | 7244 | 4058 | 3186 |
Profit Streak | 65.2375 | 234.2375 | 65.2375 | 65.2375 | 234.2375 | 65.2375 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122299 | -158943 | -312754 | 520691 | 324046 | -583728 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 140, "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": 1542355200000, "first_datapoint_time": 1546358400000, "last_datapoint_time": 1758355200000, "evaluation_time": 1758375718919, "expiration_time": 1764836064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 140, "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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