Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980773.3566 | 823869.8603 | 156903.4963 | 16363582.9346 | 23659168.3286 | -7295585.394 |
Total P&L (%) | 980.7734 | 823.8699 | 156.9035 | 16363.5829 | 23659.1683 | -7295.5854 |
Avg Daily Profit (%) | 0.3924 | 0.3296 | 0.0628 | 0.2044 | 0.2191 | 0 |
Buy And Hold Return (%) | 692.548 | 692.548 | 692.548 | 692.548 | 692.548 | 692.548 |
Max Trade Drawdown | -91560 | -23515 | -94897 | -12219658 | -2234821 | -17199552 |
Profit Factor | 3.5589 | 7.0017 | 1.6378 | 1.5721 | 4.2948 | 0.6594 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 59.7403 | 57.8947 | 61.5385 | 59.7403 | 57.8947 | 61.5385 |
Ratio Avg Win / Avg Loss | 2.3984 | 5.0922 | 1.0236 | 1.0595 | 3.1235 | 0.4121 |
Largest Winning Trade | 358176 | 358176 | 49015 | 12175190 | 12175190 | 2582788 |
Largest Losing Trade | -76596 | -21633 | -76596 | -11685394 | -1634323 | -11685394 |
Avg Bars in Trades | 189 | 198 | 180 | 189 | 198 | 180 |
Avg Bars in Winners | 223 | 226 | 221 | 223 | 226 | 221 |
Avg Bars in Losers | 138 | 160 | 114 | 138 | 160 | 114 |
Bars Traded | 14580 | 7559 | 7021 | 14580 | 7559 | 7021 |
Profit Streak | 160.6892 | 173.0225 | 160.6892 | 160.6892 | 173.0225 | 160.6892 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63233 | -87105 | -270408 | -33532 | 629428 | -578296 |
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1542556800000, "first_datapoint_time": 1545883200000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758645144591, "expiration_time": 1765035072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 164, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 980773.3565662599, 823869.8602897754, 156903.496276485, 16363582.934593579, 23659168.328585766, -7295585.393992186 ], [ 980.773357, 823.86986, 156.903496, 16363.582935, 23659.168329, -7295.585394 ], [ 0.392415, 0.329636, 0.062778, 0.204413, 0.219121, 0 ], [ 692.548003, 692.548003, 692.548003, 692.548003, 692.548003, 692.548003 ], [ -91560, -23515, -94897, -12219658, -2234821, -17199552 ], [ 3.558925, 7.001734, 1.63781, 1.57211, 4.294841, 0.659427 ], [ 77, 38, 39, 77, 38, 39 ], [ 46, 22, 24, 46, 22, 24 ], [ 31, 16, 15, 31, 16, 15 ], [ 59.74026, 57.894737, 61.538462, 59.74026, 57.894737, 61.538462 ], [ 2.398406, 5.09217, 1.023631, 1.059465, 3.123521, 0.412142 ], [ 358176, 358176, 49015, 12175190, 12175190, 2582788 ], [ -76596, -21633, -76596, -11685394, -1634323, -11685394 ], [ 189, 198, 180, 189, 198, 180 ], [ 223, 226, 221, 223, 226, 221 ], [ 138, 160, 114, 138, 160, 114 ], [ 14580, 7559, 7021, 14580, 7559, 7021 ], [ 160.689173, 173.022507, 160.689173, 160.689173, 173.022507, 160.689173 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -63233, -87105, -270408, -33532, 629428, -578296 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1542556800000, "first_datapoint_time": 1545883200000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758645144591, "expiration_time": 1765035072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 164, "offset": 0, "scalar": 5 } } }
# | 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) |
---|