Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91418.4113 | 54097.679 | 37320.7323 | 94208.1575 | 82977.5198 | 11230.6377 |
Total P&L (%) | 91.4184 | 54.0977 | 37.3207 | 94.2082 | 82.9775 | 11.2306 |
Avg Daily Profit (%) | 0.351 | 0.2077 | 0.1433 | 0.2552 | 0.2323 | 0.0409 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42285 | -26784 | -42172 | -101100 | -28054 | -100758 |
Profit Factor | 1.6196 | 1.7977 | 1.468 | 1.3727 | 1.8914 | 1.0703 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 61.4679 | 58.1818 | 64.8148 | 61.4679 | 58.1818 | 64.8148 |
Ratio Avg Win / Avg Loss | 1.0152 | 1.2921 | 0.7969 | 0.8605 | 1.3594 | 0.581 |
Largest Winning Trade | 14776 | 13705 | 14776 | 21128 | 17279 | 21128 |
Largest Losing Trade | -42172 | -19047 | -42172 | -100758 | -21606 | -100758 |
Avg Bars in Trades | 222 | 237 | 207 | 222 | 237 | 207 |
Avg Bars in Winners | 182 | 202 | 164 | 182 | 202 | 164 |
Avg Bars in Losers | 285 | 285 | 284 | 285 | 285 | 284 |
Bars Traded | 24219 | 13039 | 11180 | 24219 | 13039 | 11180 |
Profit Streak | 6.1589 | 6.1589 | 15.8359 | 6.1589 | 6.1589 | 15.8359 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446963 | -170769 | -183202 | 306109 | -169318 | -589085 |
{ "trading_pair": "XRP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736819100000, "first_datapoint_time": 1737146700000, "last_datapoint_time": 1759318200000, "evaluation_time": 1759319324617, "expiration_time": 1765798200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 138, "offset": 227 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 91418.4112973615, 54097.6790184243, 37320.7322789371, 94208.1575162732, 82977.5198248368, 11230.6376914365 ], [ 91.418411, 54.097679, 37.320732, 94.208158, 82.97752, 11.230638 ], [ 0.351042, 0.207732, 0.14331, 0.255206, 0.232277, 0.040879 ], [ 10, 10, 10, 10, 10, 10 ], [ -42285, -26784, -42172, -101100, -28054, -100758 ], [ 1.619553, 1.797682, 1.468048, 1.37269, 1.891382, 1.070328 ], [ 109, 55, 54, 109, 55, 54 ], [ 67, 32, 35, 67, 32, 35 ], [ 42, 23, 19, 42, 23, 19 ], [ 61.46789, 58.181818, 64.814815, 61.46789, 58.181818, 64.814815 ], [ 1.015242, 1.292084, 0.796941, 0.860492, 1.359431, 0.581035 ], [ 14776, 13705, 14776, 21128, 17279, 21128 ], [ -42172, -19047, -42172, -100758, -21606, -100758 ], [ 222, 237, 207, 222, 237, 207 ], [ 182, 202, 164, 182, 202, 164 ], [ 285, 285, 284, 285, 285, 284 ], [ 24219, 13039, 11180, 24219, 13039, 11180 ], [ 6.15885, 6.15885, 15.835933, 6.15885, 6.15885, 15.835933 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 446963, -170769, -183202, 306109, -169318, -589085 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736819100000, "first_datapoint_time": 1737146700000, "last_datapoint_time": 1759318200000, "evaluation_time": 1759319324617, "expiration_time": 1765798200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 138, "offset": 227 } } }
# | 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) |
---|