Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829886.244 | 722771.2173 | 107115.0267 | 6256885.6531 | 5635007.5018 | 621878.1513 |
Total P&L (%) | 829.8862 | 722.7712 | 107.115 | 6256.8857 | 5635.0075 | 621.8782 |
Avg Daily Profit (%) | 0.3319 | 0.2891 | 0.0428 | 0.1662 | 0.1621 | 0.0791 |
Buy And Hold Return (%) | 884.4732 | 884.4732 | 884.4732 | 884.4732 | 884.4732 | 884.4732 |
Max Trade Drawdown | -93818 | -94153 | -71703 | -611074 | -563045 | -565474 |
Profit Factor | 2.9505 | 4.6554 | 1.4703 | 3.5057 | 6.433 | 1.426 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 55.0562 | 59.0909 | 51.1111 | 55.0562 | 59.0909 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.4086 | 3.223 | 1.4064 | 2.8618 | 4.4536 | 1.364 |
Largest Winning Trade | 342011 | 342011 | 37948 | 2800435 | 2800435 | 578087 |
Largest Losing Trade | -71703 | -42968 | -71703 | -565474 | -221554 | -565474 |
Avg Bars in Trades | 53 | 68 | 38 | 53 | 68 | 38 |
Avg Bars in Winners | 67 | 73 | 59 | 67 | 73 | 59 |
Avg Bars in Losers | 36 | 62 | 15 | 36 | 62 | 15 |
Bars Traded | 4745 | 3033 | 1712 | 4745 | 3033 | 1712 |
Profit Streak | 223.6195 | 445.1195 | 223.6195 | 223.6195 | 445.1195 | 223.6195 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148704 | -146825 | -299159 | 601992 | 663618 | -250685 |
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{ "first_band": { "type": "kcb", "factors": { "length": 88, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 146, "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": 1542542400000, "first_datapoint_time": 1548806400000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758552721240, "expiration_time": 1765023696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 88, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midpoint", "factors": { "length": 146, "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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