Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803469.174 | 668681.0802 | 134788.0938 | 12374097.2474 | 14623892.1415 | -2249794.8941 |
Total P&L (%) | 803.4692 | 668.6811 | 134.7881 | 12374.0972 | 14623.8921 | -2249.7949 |
Avg Daily Profit (%) | 0.3213 | 0.2674 | 0.0539 | 0.1932 | 0.1998 | 0 |
Buy And Hold Return (%) | 831.7531 | 831.7531 | 831.7531 | 831.7531 | 831.7531 | 831.7531 |
Max Trade Drawdown | -105088 | -86840 | -58426 | -6663827 | -1995027 | -6320347 |
Profit Factor | 2.9704 | 4.2847 | 1.6601 | 1.8468 | 3.636 | 0.7518 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 62.6667 | 64.8649 | 60.5263 | 62.6667 | 64.8649 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.7696 | 2.3209 | 1.0827 | 1.1002 | 1.9695 | 0.4903 |
Largest Winning Trade | 175584 | 175584 | 49640 | 8169414 | 8169414 | 2066463 |
Largest Losing Trade | -58426 | -52411 | -58426 | -2966055 | -1492250 | -2966055 |
Avg Bars in Trades | 62 | 76 | 48 | 62 | 76 | 48 |
Avg Bars in Winners | 63 | 66 | 61 | 63 | 66 | 61 |
Avg Bars in Losers | 59 | 93 | 29 | 59 | 93 | 29 |
Bars Traded | 4663 | 2816 | 1847 | 4663 | 2816 | 1847 |
Profit Streak | 136.7371 | 136.7371 | 214.2371 | 136.7371 | 136.7371 | 214.2371 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -209037 | -147391 | -282339 | -47634 | 623983 | -578425 |
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{ "first_band": { "type": "bbm", "factors": { "length": 39, "offset": 0, "std": 4.60789 } }, "second_band": { "type": "dcm", "factors": { "length": 132, "offset": 0 } } }
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{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1542412800000, "first_datapoint_time": 1548072000000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758476486336, "expiration_time": 1764938592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 39, "offset": 0, "std": 4.60789 } }, "second_band": { "type": "dcm", "factors": { "length": 132, "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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