Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1012733.6736 | 907257.19 | 105476.4836 | 10237787.2846 | 9785157.4628 | 452629.8219 |
Total P&L (%) | 1012.7337 | 907.2572 | 105.4765 | 10237.7873 | 9785.1575 | 452.6298 |
Avg Daily Profit (%) | 0.405 | 0.3628 | 0.0422 | 0.1857 | 0.1839 | 0.0684 |
Buy And Hold Return (%) | 924.8873 | 924.8873 | 924.8873 | 924.8873 | 924.8873 | 924.8873 |
Max Trade Drawdown | -98653 | -83582 | -63758 | -6899574 | -3154712 | -4308241 |
Profit Factor | 2.288 | 3.0209 | 1.3127 | 1.5454 | 2.0188 | 1.0494 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 117 | 52 | 65 | 117 | 52 | 65 |
Losing Trades | 137 | 75 | 62 | 137 | 75 | 62 |
Profitability (%) | 46.063 | 40.9449 | 51.1811 | 46.063 | 40.9449 | 51.1811 |
Ratio Avg Win / Avg Loss | 2.6792 | 4.3571 | 1.2521 | 1.8095 | 2.9118 | 1.0009 |
Largest Winning Trade | 350780 | 350780 | 48587 | 5713774 | 5713774 | 2925364 |
Largest Losing Trade | -27857 | -24743 | -27857 | -1901838 | -1448576 | -1901838 |
Avg Bars in Trades | 29 | 30 | 27 | 29 | 30 | 27 |
Avg Bars in Winners | 40 | 47 | 34 | 40 | 47 | 34 |
Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 7396 | 3902 | 3494 | 7396 | 3902 | 3494 |
Profit Streak | 0 | 30.6886 | 0 | 0 | 30.6886 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122006 | -153776 | -301970 | 384671 | 307369 | -433407 |
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{ "first_band": { "type": "vwma", "factors": { "length": 75, "offset": 13 } }, "second_band": { "type": "dcm", "factors": { "length": 86, "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": 1542182400000, "first_datapoint_time": 1544688000000, "last_datapoint_time": 1758211200000, "evaluation_time": 1758213097442, "expiration_time": 1764692928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 75, "offset": 13 } }, "second_band": { "type": "dcm", "factors": { "length": 86, "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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