Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 924750.5932 | 730373.9542 | 194376.6391 | 31264105.6869 | 24392175.7077 | 6871929.9792 |
Total P&L (%) | 924.7506 | 730.374 | 194.3766 | 31264.1057 | 24392.1757 | 6871.93 |
Avg Daily Profit (%) | 0.3699 | 0.2921 | 0.0777 | 0.2302 | 0.2203 | 0.1699 |
Buy And Hold Return (%) | 864.1213 | 864.1213 | 864.1213 | 864.1213 | 864.1213 | 864.1213 |
Max Trade Drawdown | -99301 | -84431 | -65070 | -2619676 | -1784213 | -1530945 |
Profit Factor | 3.4629 | 4.5072 | 2.1624 | 5.6296 | 8.1041 | 3.0701 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 61.5385 | 64.1026 | 58.9744 | 61.5385 | 64.1026 | 58.9744 |
Ratio Avg Win / Avg Loss | 2.1643 | 2.5241 | 1.5043 | 3.5185 | 4.5383 | 2.1357 |
Largest Winning Trade | 177482 | 177482 | 51528 | 11167265 | 11167265 | 3098554 |
Largest Losing Trade | -65070 | -48901 | -65070 | -948159 | -692667 | -948159 |
Avg Bars in Trades | 88 | 104 | 72 | 88 | 104 | 72 |
Avg Bars in Winners | 105 | 100 | 109 | 105 | 100 | 109 |
Avg Bars in Losers | 61 | 111 | 18 | 61 | 111 | 18 |
Bars Traded | 6895 | 4078 | 2817 | 6895 | 4078 | 2817 |
Profit Streak | 0 | 0 | 291.7659 | 0 | 0 | 291.7659 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164840 | -147670 | -248285 | -20451 | 669162 | 582398 |
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{ "first_band": { "type": "wma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 218, "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": 1542067200000, "first_datapoint_time": 1548316800000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758075771811, "expiration_time": 1764548064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 218, "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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