Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861894.501 | 687683.9573 | 174210.5437 | 24187573.3493 | 23805083.2459 | 382490.1034 |
Total P&L (%) | 861.8945 | 687.684 | 174.2105 | 24187.5733 | 23805.0832 | 382.4901 |
Avg Daily Profit (%) | 0.3447 | 0.275 | 0.0697 | 0.2199 | 0.2193 | 0.063 |
Buy And Hold Return (%) | 760.2249 | 760.2249 | 760.2249 | 760.2249 | 760.2249 | 760.2249 |
Max Trade Drawdown | -111059 | -91236 | -39735 | -5374092 | -2211124 | -6758426 |
Profit Factor | 3.2 | 4.2127 | 1.9802 | 2.5081 | 5.0522 | 1.0376 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Profitability (%) | 61.7284 | 67.5 | 56.0976 | 61.7284 | 67.5 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.984 | 2.0284 | 1.5497 | 1.555 | 2.4326 | 0.8121 |
Largest Winning Trade | 175103 | 175103 | 48910 | 11434086 | 11434086 | 4087983 |
Largest Losing Trade | -48168 | -48168 | -22729 | -3703397 | -1402938 | -3703397 |
Avg Bars in Trades | 84 | 102 | 67 | 84 | 102 | 67 |
Avg Bars in Winners | 90 | 88 | 91 | 90 | 88 | 91 |
Avg Bars in Losers | 76 | 130 | 36 | 76 | 130 | 36 |
Bars Traded | 6868 | 4098 | 2770 | 6868 | 4098 | 2770 |
Profit Streak | 96.8356 | 134.169 | 96.8356 | 96.8356 | 134.169 | 96.8356 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122301 | -147015 | -260536 | -532 | 680449 | -454046 |
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{ "first_band": { "type": "wma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 179, "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": 1541721600000, "first_datapoint_time": 1546848000000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757736199628, "expiration_time": 1764202464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 179, "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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