Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908981.1367 | 753535.6738 | 155445.463 | 12895873.6321 | 11121540.5688 | 1774333.0633 |
Total P&L (%) | 908.9811 | 753.5357 | 155.4455 | 12895.8736 | 11121.5406 | 1774.3331 |
Avg Daily Profit (%) | 0.3635 | 0.3014 | 0.0622 | 0.1949 | 0.189 | 0.1173 |
Buy And Hold Return (%) | 788.0789 | 788.0789 | 788.0789 | 788.0789 | 788.0789 | 788.0789 |
Max Trade Drawdown | -89565 | -72400 | -66791 | -1747977 | -1162474 | -731483 |
Profit Factor | 3.5506 | 5.2162 | 1.875 | 4.9488 | 7.0476 | 2.2436 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 60.5634 | 57.1429 | 63.8889 | 60.5634 | 57.1429 | 63.8889 |
Ratio Avg Win / Avg Loss | 2.312 | 3.9122 | 1.0598 | 3.2225 | 5.2857 | 1.2681 |
Largest Winning Trade | 342713 | 342713 | 46061 | 5582711 | 5582711 | 633519 |
Largest Losing Trade | -66791 | -47423 | -66791 | -520664 | -377410 | -520664 |
Avg Bars in Trades | 96 | 119 | 75 | 96 | 119 | 75 |
Avg Bars in Winners | 110 | 116 | 105 | 110 | 116 | 105 |
Avg Bars in Losers | 76 | 123 | 21 | 76 | 123 | 21 |
Bars Traded | 6880 | 4176 | 2704 | 6880 | 4176 | 2704 |
Profit Streak | 442.261 | 444.261 | 442.261 | 442.261 | 444.261 | 442.261 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -190082 | -146647 | -270088 | -72450 | 674797 | -34905 |
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{ "first_band": { "type": "wma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 201, "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": 1542499200000, "first_datapoint_time": 1548259200000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758521752704, "expiration_time": 1764980064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 201, "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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