Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 843666.5047 | 759886.6729 | 83779.8318 | 4650333.3471 | 5953380.4564 | -1303047.1093 |
Total P&L (%) | 843.6665 | 759.8867 | 83.7798 | 4650.3333 | 5953.3805 | -1303.0471 |
Avg Daily Profit (%) | 0.3373 | 0.3038 | 0.0335 | 0.1545 | 0.1642 | 0 |
Buy And Hold Return (%) | 823.4577 | 823.4577 | 823.4577 | 823.4577 | 823.4577 | 823.4577 |
Max Trade Drawdown | -82345 | -94848 | -70240 | -2397549 | -2241687 | -2566644 |
Profit Factor | 2.7964 | 3.8716 | 1.4086 | 1.4656 | 2.1315 | 0.7243 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 52.4272 | 50.9804 | 53.8462 | 52.4272 | 50.9804 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.5374 | 3.7227 | 1.2074 | 1.3299 | 2.0496 | 0.6208 |
Largest Winning Trade | 350591 | 350591 | 54102 | 4725959 | 4725959 | 574808 |
Largest Losing Trade | -41996 | -39307 | -41996 | -1242896 | -1027552 | -1242896 |
Avg Bars in Trades | 44 | 54 | 34 | 44 | 54 | 34 |
Avg Bars in Winners | 52 | 57 | 47 | 52 | 57 | 47 |
Avg Bars in Losers | 35 | 51 | 18 | 35 | 51 | 18 |
Bars Traded | 4583 | 2802 | 1781 | 4583 | 2802 | 1781 |
Profit Streak | 0 | 87.231 | 0 | 0 | 87.231 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143005 | -329255 | -492737 | 303534 | -167584 | -760334 |
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{ "first_band": { "type": "vwma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 138, "offset": 0 } } }
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{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5003, "evaluation_days": 2501.5, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1548936000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759123954466, "expiration_time": 1765587888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 138, "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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