Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 917051.6628 | 808590.1182 | 108461.5446 | 7745234.0066 | 8772063.4681 | -1026829.4615 |
Total P&L (%) | 917.0517 | 808.5901 | 108.4615 | 7745.234 | 8772.0635 | -1026.8295 |
Avg Daily Profit (%) | 0.3668 | 0.3234 | 0.0434 | 0.1746 | 0.1796 | 0 |
Buy And Hold Return (%) | 763.5819 | 763.5819 | 763.5819 | 763.5819 | 763.5819 | 763.5819 |
Max Trade Drawdown | -72594 | -54089 | -69364 | -8136140 | -4976784 | -3514638 |
Profit Factor | 2.1477 | 2.9452 | 1.2829 | 1.4475 | 1.8468 | 0.8522 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 46.1957 | 43.4783 | 48.913 | 46.1957 | 43.4783 | 48.913 |
Ratio Avg Win / Avg Loss | 2.5014 | 3.8288 | 1.34 | 1.6859 | 2.4008 | 0.8901 |
Largest Winning Trade | 329124 | 329124 | 46683 | 7277498 | 7277498 | 1598047 |
Largest Losing Trade | -44692 | -25918 | -44692 | -3477929 | -3477929 | -2322898 |
Avg Bars in Trades | 53 | 55 | 51 | 53 | 55 | 51 |
Avg Bars in Winners | 71 | 70 | 71 | 71 | 70 | 71 |
Avg Bars in Losers | 38 | 44 | 31 | 38 | 44 | 31 |
Bars Traded | 9825 | 5125 | 4700 | 9825 | 5125 | 4700 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90215 | -135567 | -301495 | 338456 | 306824 | -581509 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1543168800000, "first_datapoint_time": 1545933600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759214635195, "expiration_time": 1765671048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 129, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 917051.662786579, 808590.118190321, 108461.5445962579, 7745234.006572326, 8772063.468067614, -1026829.4614952883 ], [ 917.051663, 808.590118, 108.461545, 7745.234007, 8772.063468, -1026.829461 ], [ 0.366784, 0.323404, 0.04338, 0.174635, 0.179563, 0 ], [ 763.581875, 763.581875, 763.581875, 763.581875, 763.581875, 763.581875 ], [ -72594, -54089, -69364, -8136140, -4976784, -3514638 ], [ 2.147707, 2.945193, 1.282936, 1.447527, 1.846772, 0.852198 ], [ 184, 92, 92, 184, 92, 92 ], [ 85, 40, 45, 85, 40, 45 ], [ 99, 52, 47, 99, 52, 47 ], [ 46.195652, 43.478261, 48.913043, 46.195652, 43.478261, 48.913043 ], [ 2.501446, 3.828751, 1.339955, 1.685943, 2.400803, 0.890073 ], [ 329124, 329124, 46683, 7277498, 7277498, 1598047 ], [ -44692, -25918, -44692, -3477929, -3477929, -2322898 ], [ 53, 55, 51, 53, 55, 51 ], [ 71, 70, 71, 71, 70, 71 ], [ 38, 44, 31, 38, 44, 31 ], [ 9825, 5125, 4700, 9825, 5125, 4700 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -90215, -135567, -301495, 338456, 306824, -581509 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1543168800000, "first_datapoint_time": 1545933600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759214635195, "expiration_time": 1765671048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 129, "offset": 0, "scalar": 3 } } }
# | 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) |
---|