Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1044605.0754 | 881516.2671 | 163088.8083 | 21342666.5093 | 31024817.8257 | -9682151.3164 |
Total P&L (%) | 1044.6051 | 881.5163 | 163.0888 | 21342.6665 | 31024.8178 | -9682.1513 |
Avg Daily Profit (%) | 0.4177 | 0.3525 | 0.0652 | 0.2149 | 0.2298 | 0 |
Buy And Hold Return (%) | 721.7538 | 721.7538 | 721.7538 | 721.7538 | 721.7538 | 721.7538 |
Max Trade Drawdown | -129451 | -51654 | -129605 | -23932889 | -9630332 | -27123809 |
Profit Factor | 3.0917 | 5.0182 | 1.5824 | 1.3461 | 2.6252 | 0.7726 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 60.3448 | 62.069 | 58.6207 | 60.3448 | 62.069 | 58.6207 |
Ratio Avg Win / Avg Loss | 2.0317 | 3.0667 | 1.117 | 0.8846 | 1.6043 | 0.5453 |
Largest Winning Trade | 286891 | 286891 | 46616 | 9555785 | 9555785 | 3634245 |
Largest Losing Trade | -56378 | -34426 | -56378 | -16275024 | -5772362 | -16275024 |
Avg Bars in Trades | 41 | 44 | 39 | 41 | 44 | 39 |
Avg Bars in Winners | 43 | 44 | 42 | 43 | 44 | 42 |
Avg Bars in Losers | 39 | 44 | 35 | 39 | 44 | 35 |
Bars Traded | 4868 | 2594 | 2274 | 4868 | 2594 | 2274 |
Profit Streak | 102.5051 | 102.5051 | 103.0051 | 102.5051 | 102.5051 | 103.0051 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7764 | -257295 | -447808 | 356673 | -164233 | -758757 |
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{ "first_band": { "type": "t3", "factors": { "length": 100, "offset": 0, "a": 0.70588 } }, "second_band": { "type": "dcm", "factors": { "length": 30, "offset": 79 } } }
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{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1542326400000, "first_datapoint_time": 1546992000000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758370042555, "expiration_time": 1764852192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 100, "offset": 0, "a": 0.70588 } }, "second_band": { "type": "dcm", "factors": { "length": 30, "offset": 79 } } }
# | 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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