Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1163330.7362 | 1057907.8706 | 105422.8656 | 9129722.7996 | 9816250.2222 | -686527.4226 |
Total P&L (%) | 1163.3307 | 1057.9079 | 105.4229 | 9129.7228 | 9816.2502 | -686.5274 |
Avg Daily Profit (%) | 0.4652 | 0.4231 | 0.0422 | 0.1811 | 0.184 | 0 |
Buy And Hold Return (%) | 758.7989 | 758.7989 | 758.7989 | 758.7989 | 758.7989 | 758.7989 |
Max Trade Drawdown | -101209 | -81478 | -84649 | -3555571 | -2310834 | -4768476 |
Profit Factor | 3.3114 | 4.4566 | 1.5345 | 1.6412 | 2.3528 | 0.9017 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 52.3364 | 54.717 | 50 | 52.3364 | 54.717 | 50 |
Ratio Avg Win / Avg Loss | 3.0157 | 3.6882 | 1.5345 | 1.4947 | 1.9471 | 0.9017 |
Largest Winning Trade | 563288 | 563288 | 58163 | 6478022 | 6478022 | 1687138 |
Largest Losing Trade | -49698 | -49698 | -33728 | -2969929 | -1056575 | -2969929 |
Avg Bars in Trades | 44 | 57 | 30 | 44 | 57 | 30 |
Avg Bars in Winners | 56 | 69 | 42 | 56 | 69 | 42 |
Avg Bars in Losers | 30 | 44 | 18 | 30 | 44 | 18 |
Bars Traded | 4710 | 3070 | 1640 | 4710 | 3070 | 1640 |
Profit Streak | 71.6169 | 146.1169 | 71.6169 | 71.6169 | 146.1169 | 71.6169 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294800 | -204282 | -479238 | 411401 | -166099 | -760275 |
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{ "first_band": { "type": "bbm", "factors": { "length": 66, "offset": 0, "std": 2.52744 } }, "second_band": { "type": "dcm", "factors": { "length": 102, "offset": 0 } } }
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{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542326400000, "first_datapoint_time": 1546689600000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758336500504, "expiration_time": 1764807696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 66, "offset": 0, "std": 2.52744 } }, "second_band": { "type": "dcm", "factors": { "length": 102, "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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