Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 816098.2414 | 740445.2136 | 75653.0278 | 4723783.4784 | 7023191.272 | -2299407.7936 |
Total P&L (%) | 816.0982 | 740.4452 | 75.653 | 4723.7835 | 7023.1913 | -2299.4078 |
Avg Daily Profit (%) | 0.3264 | 0.2961 | 0.0303 | 0.1551 | 0.1708 | 0 |
Buy And Hold Return (%) | 828.7518 | 828.7518 | 828.7518 | 828.7518 | 828.7518 | 828.7518 |
Max Trade Drawdown | -107326 | -61360 | -111513 | -5472004 | -2850585 | -6173921 |
Profit Factor | 2.6614 | 3.7047 | 1.3479 | 1.2593 | 1.6882 | 0.713 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 45.8333 | 45.8333 | 45.8333 | 45.8333 | 45.8333 | 45.8333 |
Ratio Avg Win / Avg Loss | 3.1452 | 4.3783 | 1.593 | 1.4882 | 1.9951 | 0.8427 |
Largest Winning Trade | 310611 | 310611 | 54134 | 6754158 | 6754158 | 926555 |
Largest Losing Trade | -40933 | -31870 | -40933 | -2417788 | -2417788 | -1828040 |
Avg Bars in Trades | 72 | 90 | 53 | 72 | 90 | 53 |
Avg Bars in Winners | 96 | 114 | 78 | 96 | 114 | 78 |
Avg Bars in Losers | 51 | 71 | 32 | 51 | 71 | 32 |
Bars Traded | 6934 | 4364 | 2570 | 6934 | 4364 | 2570 |
Profit Streak | 69.5278 | 81.5278 | 0 | 69.5278 | 81.5278 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152389 | -151047 | -318285 | 209389 | 360452 | -582309 |
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{ "first_band": { "type": "vwma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 193, "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": 1541606400000, "first_datapoint_time": 1547136000000, "last_datapoint_time": 1757606400000, "evaluation_time": 1757623205825, "expiration_time": 1764087264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 193, "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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