Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 899183.6423 | 761951.3525 | 137232.2898 | 15100133.6465 | 17135573.9857 | -2035440.3392 |
Total P&L (%) | 899.1836 | 761.9514 | 137.2323 | 15100.1336 | 17135.574 | -2035.4403 |
Avg Daily Profit (%) | 0.3596 | 0.3047 | 0.0549 | 0.2011 | 0.2061 | 0 |
Buy And Hold Return (%) | 872.6294 | 872.6294 | 872.6294 | 872.6294 | 872.6294 | 872.6294 |
Max Trade Drawdown | -84883 | -46769 | -52046 | -9699493 | -4017204 | -6244292 |
Profit Factor | 3.8829 | 6.0676 | 1.8495 | 1.9519 | 3.2986 | 0.7579 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 61.0169 | 58.6207 | 63.3333 | 61.0169 | 58.6207 | 63.3333 |
Ratio Avg Win / Avg Loss | 2.4808 | 4.283 | 1.0708 | 1.247 | 2.3284 | 0.4388 |
Largest Winning Trade | 337381 | 337381 | 44477 | 14229442 | 14229442 | 1187602 |
Largest Losing Trade | -52046 | -28661 | -52046 | -4480121 | -2183309 | -4480121 |
Avg Bars in Trades | 120 | 122 | 118 | 120 | 122 | 118 |
Avg Bars in Winners | 132 | 127 | 136 | 132 | 127 | 136 |
Avg Bars in Losers | 102 | 115 | 88 | 102 | 115 | 88 |
Bars Traded | 7115 | 3553 | 3562 | 7115 | 3553 | 3562 |
Profit Streak | 110.0144 | 110.0144 | 208.6811 | 110.0144 | 110.0144 | 208.6811 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -316651 | -146692 | -280358 | -166074 | 576763 | -578121 |
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{ "first_band": { "type": "t3", "factors": { "length": 67, "offset": 0, "a": 0.72617 } }, "second_band": { "type": "dema", "factors": { "length": 237, "offset": 0 } } }
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{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1541635200000, "first_datapoint_time": 1548432000000, "last_datapoint_time": 1757664000000, "evaluation_time": 1757665245446, "expiration_time": 1764145728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 67, "offset": 0, "a": 0.72617 } }, "second_band": { "type": "dema", "factors": { "length": 237, "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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