Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848466.8972 | 727525.1435 | 120941.7537 | 8316341.0052 | 7722213.9717 | 594127.0335 |
Total P&L (%) | 848.4669 | 727.5251 | 120.9418 | 8316.341 | 7722.214 | 594.127 |
Avg Daily Profit (%) | 0.3393 | 0.291 | 0.0484 | 0.1774 | 0.1745 | 0.0775 |
Buy And Hold Return (%) | 754.3043 | 754.3043 | 754.3043 | 754.3043 | 754.3043 | 754.3043 |
Max Trade Drawdown | -107953 | -78529 | -62000 | -3311491 | -1791124 | -1967652 |
Profit Factor | 3.2801 | 4.4252 | 1.7572 | 2.3046 | 3.0669 | 1.2252 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 48.1013 | 51.2821 | 45 | 48.1013 | 51.2821 | 45 |
Ratio Avg Win / Avg Loss | 3.539 | 4.2039 | 2.1477 | 2.4865 | 2.9135 | 1.4974 |
Largest Winning Trade | 353323 | 353323 | 43326 | 5375552 | 5375552 | 590917 |
Largest Losing Trade | -45762 | -45762 | -44625 | -1044431 | -670626 | -1044431 |
Avg Bars in Trades | 86 | 115 | 59 | 86 | 115 | 59 |
Avg Bars in Winners | 109 | 125 | 92 | 109 | 125 | 92 |
Avg Bars in Losers | 65 | 104 | 31 | 65 | 104 | 31 |
Bars Traded | 6849 | 4489 | 2360 | 6849 | 4489 | 2360 |
Profit Streak | 95.1614 | 132.4947 | 95.1614 | 95.1614 | 132.4947 | 95.1614 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142498 | -148833 | -292115 | -18824 | 519631 | -256539 |
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{ "first_band": { "type": "wma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 183, "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": 1541692800000, "first_datapoint_time": 1546934400000, "last_datapoint_time": 1757692800000, "evaluation_time": 1757706744372, "expiration_time": 1764173664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 183, "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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