Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799923.9065 | 707211.0855 | 92712.821 | 5112346.4255 | 6272915.6345 | -1160569.209 |
Total P&L (%) | 799.9239 | 707.2111 | 92.7128 | 5112.3464 | 6272.9156 | -1160.5692 |
Avg Daily Profit (%) | 0.3199 | 0.2828 | 0.0371 | 0.1582 | 0.1663 | 0 |
Buy And Hold Return (%) | 775.4811 | 775.4811 | 775.4811 | 775.4811 | 775.4811 | 775.4811 |
Max Trade Drawdown | -104396 | -60103 | -99395 | -3681218 | -2020707 | -4107340 |
Profit Factor | 2.5209 | 3.3888 | 1.4033 | 1.4592 | 2.1525 | 0.796 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 51.3761 | 55.5556 | 47.2727 | 51.3761 | 55.5556 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.3859 | 2.711 | 1.5652 | 1.3811 | 1.722 | 0.8879 |
Largest Winning Trade | 276501 | 276501 | 49989 | 4609834 | 4609834 | 1048861 |
Largest Losing Trade | -45762 | -45762 | -33175 | -2082409 | -765082 | -2082409 |
Avg Bars in Trades | 62 | 81 | 43 | 62 | 81 | 43 |
Avg Bars in Winners | 74 | 84 | 62 | 74 | 84 | 62 |
Avg Bars in Losers | 50 | 78 | 26 | 50 | 78 | 26 |
Bars Traded | 6825 | 4409 | 2416 | 6825 | 4409 | 2416 |
Profit Streak | 65.4412 | 145.7745 | 65.4412 | 65.4412 | 145.7745 | 65.4412 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140663 | -328924 | -487875 | 356614 | -166528 | -761335 |
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{ "first_band": { "type": "wma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 147, "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": 1541808000000, "first_datapoint_time": 1546099200000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757817320734, "expiration_time": 1764288864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 147, "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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