Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 991023.6136 | 854497.1231 | 136526.4905 | 17955686.6072 | 13733231.4747 | 4222455.1325 |
Total P&L (%) | 991.0236 | 854.4971 | 136.5265 | 17955.6866 | 13733.2315 | 4222.4551 |
Avg Daily Profit (%) | 0.3963 | 0.3417 | 0.0546 | 0.208 | 0.1973 | 0.1507 |
Buy And Hold Return (%) | 718.2066 | 718.2066 | 718.2066 | 718.2066 | 718.2066 | 718.2066 |
Max Trade Drawdown | -104922 | -101176 | -31436 | -1925861 | -1868136 | -1558979 |
Profit Factor | 2.7951 | 3.4206 | 1.6859 | 2.8435 | 3.3266 | 2.1005 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 55.1181 | 49.2063 | 60.9375 | 55.1181 | 49.2063 | 60.9375 |
Ratio Avg Win / Avg Loss | 2.276 | 3.5309 | 1.0807 | 2.3154 | 3.4339 | 1.3464 |
Largest Winning Trade | 311545 | 311545 | 57896 | 5092760 | 5092760 | 1982977 |
Largest Losing Trade | -34300 | -34300 | -26293 | -1558979 | -1368215 | -1558979 |
Avg Bars in Trades | 37 | 47 | 26 | 37 | 47 | 26 |
Avg Bars in Winners | 43 | 58 | 31 | 43 | 58 | 31 |
Avg Bars in Losers | 29 | 36 | 19 | 29 | 36 | 19 |
Bars Traded | 4715 | 2997 | 1718 | 4715 | 2997 | 1718 |
Profit Streak | 67.8021 | 73.3021 | 67.8021 | 67.8021 | 73.3021 | 67.8021 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30579 | -237380 | -420627 | 558158 | -132055 | -127173 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 85, "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": 1541937600000, "first_datapoint_time": 1545566400000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757963702387, "expiration_time": 1764418896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 85, "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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