Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879931.1998 | 756936.9601 | 122994.2398 | 12754409.0978 | 10993339.6685 | 1761069.4293 |
Total P&L (%) | 879.9312 | 756.937 | 122.9942 | 12754.4091 | 10993.3397 | 1761.0694 |
Avg Daily Profit (%) | 0.3519 | 0.3027 | 0.0492 | 0.1944 | 0.1885 | 0.117 |
Buy And Hold Return (%) | 744.6413 | 744.6413 | 744.6413 | 744.6413 | 744.6413 | 744.6413 |
Max Trade Drawdown | -87783 | -64427 | -118552 | -1374869 | -391662 | -1702420 |
Profit Factor | 2.5817 | 4.8567 | 1.3416 | 3.1831 | 9.1477 | 1.3919 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 79 | 45 | 34 | 79 | 45 | 34 |
Losing Trades | 48 | 18 | 30 | 48 | 18 | 30 |
Profitability (%) | 62.2047 | 71.4286 | 53.125 | 62.2047 | 71.4286 | 53.125 |
Ratio Avg Win / Avg Loss | 1.5686 | 1.9427 | 1.1838 | 1.934 | 3.6591 | 1.2282 |
Largest Winning Trade | 270388 | 270388 | 62282 | 4318635 | 4318635 | 2115003 |
Largest Losing Trade | -55465 | -46467 | -55465 | -1374869 | -391662 | -1374869 |
Avg Bars in Trades | 57 | 62 | 51 | 57 | 62 | 51 |
Avg Bars in Winners | 58 | 53 | 65 | 58 | 53 | 65 |
Avg Bars in Losers | 54 | 86 | 35 | 54 | 86 | 35 |
Bars Traded | 7268 | 3966 | 3302 | 7268 | 3966 | 3302 |
Profit Streak | 63.9077 | 380.241 | 63.9077 | 63.9077 | 380.241 | 63.9077 |
Trades During Streak | 2 | 8 | 1 | 2 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92102 | -286500 | -430874 | 610748 | -125997 | -178412 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 167, "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": 1542240000000, "first_datapoint_time": 1547020800000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758260822306, "expiration_time": 1764720864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 167, "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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