Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1018022.5869 | 836038.9293 | 181983.6576 | 34634172.165 | 31525983.7511 | 3108188.4139 |
Total P&L (%) | 1018.0226 | 836.0389 | 181.9837 | 34634.1722 | 31525.9838 | 3108.1884 |
Avg Daily Profit (%) | 0.4071 | 0.3343 | 0.0728 | 0.2342 | 0.2305 | 0.1388 |
Buy And Hold Return (%) | 728.1918 | 728.1918 | 728.1918 | 728.1918 | 728.1918 | 728.1918 |
Max Trade Drawdown | -68454 | -35860 | -59013 | -3143198 | -1498186 | -3263140 |
Profit Factor | 4.4247 | 8.8784 | 1.9521 | 4.474 | 8.8064 | 1.5241 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 63.7931 | 55.1724 | 72.4138 | 63.7931 | 55.1724 | 72.4138 |
Ratio Avg Win / Avg Loss | 2.5113 | 7.2137 | 0.7437 | 2.5393 | 7.1552 | 0.5806 |
Largest Winning Trade | 359691 | 359691 | 50132 | 18884792 | 18884792 | 1302659 |
Largest Losing Trade | -45923 | -19588 | -45923 | -2466942 | -957770 | -2466942 |
Avg Bars in Trades | 83 | 92 | 75 | 83 | 92 | 75 |
Avg Bars in Winners | 88 | 92 | 85 | 88 | 92 | 85 |
Avg Bars in Losers | 76 | 91 | 51 | 76 | 91 | 51 |
Bars Traded | 4871 | 2669 | 2202 | 4871 | 2669 | 2202 |
Profit Streak | 336.8707 | 336.8707 | 423.3707 | 336.8707 | 336.8707 | 423.3707 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -201077 | -100027 | -256407 | -160567 | 676302 | -5312 |
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{ "first_band": { "type": "t3", "factors": { "length": 46, "offset": 0, "a": 0.83372 } }, "second_band": { "type": "ssf", "factors": { "length": 97, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541376000000, "first_datapoint_time": 1543320000000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757408024249, "expiration_time": 1763857296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 46, "offset": 0, "a": 0.83372 } }, "second_band": { "type": "ssf", "factors": { "length": 97, "offset": 0, "poles": 2 } } }
# | 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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