Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 687356.5014 | 679005.9205 | 8350.5808 | 1177844.5623 | 3215604.1237 | -2037759.5614 |
Total P&L (%) | 687.3565 | 679.0059 | 8.3506 | 1177.8446 | 3215.6041 | -2037.7596 |
Avg Daily Profit (%) | 0.33 | 0.326 | 0.004 | 0.1224 | 0.1682 | 0 |
Buy And Hold Return (%) | 1111.8204 | 1111.8204 | 1111.8204 | 1111.8204 | 1111.8204 | 1111.8204 |
Max Trade Drawdown | -113823 | -80036 | -119416 | -2545278 | -1704777 | -2854392 |
Profit Factor | 2.3915 | 4.22 | 1.0295 | 1.1496 | 2.0243 | 0.5697 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 45.3333 | 48.6486 | 42.1053 | 45.3333 | 48.6486 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.8839 | 4.4545 | 1.4156 | 1.3863 | 2.1368 | 0.7833 |
Largest Winning Trade | 324846 | 324846 | 55414 | 1561184 | 1561184 | 713240 |
Largest Losing Trade | -70543 | -25321 | -70543 | -2103290 | -484733 | -2103290 |
Avg Bars in Trades | 324 | 307 | 340 | 324 | 307 | 340 |
Avg Bars in Winners | 427 | 409 | 448 | 427 | 409 | 448 |
Avg Bars in Losers | 238 | 210 | 262 | 238 | 210 | 262 |
Bars Traded | 24319 | 11374 | 12945 | 24319 | 11374 | 12945 |
Profit Streak | 0 | 175.5944 | 0 | 0 | 175.5944 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -215165 | -148990 | -544375 | -295575 | 318812 | -583835 |
{ "trading_pair": "XRP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1578549600000, "first_datapoint_time": 1580220000000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758629759319, "expiration_time": 1765042185600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 233, "offset": 0, "a": 0.67102 } }, "second_band": { "type": "sma", "factors": { "length": 108, "offset": 0 } } }
{ "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": [ [ 687356.501389582, 679005.920544666, 8350.5808449158, 1177844.5622870966, 3215604.1237171497, -2037759.5614300522 ], [ 687.356501, 679.005921, 8.350581, 1177.844562, 3215.604124, -2037.759561 ], [ 0.330024, 0.326014, 0.004009, 0.122402, 0.168247, 0 ], [ 1111.820351, 1111.820351, 1111.820351, 1111.820351, 1111.820351, 1111.820351 ], [ -113823, -80036, -119416, -2545278, -1704777, -2854392 ], [ 2.391515, 4.220035, 1.029498, 1.149576, 2.024316, 0.569665 ], [ 75, 37, 38, 75, 37, 38 ], [ 34, 18, 16, 34, 18, 16 ], [ 41, 19, 22, 41, 19, 22 ], [ 45.333333, 48.648649, 42.105263, 45.333333, 48.648649, 42.105263 ], [ 2.883886, 4.454481, 1.415559, 1.386254, 2.136778, 0.783289 ], [ 324846, 324846, 55414, 1561184, 1561184, 713240 ], [ -70543, -25321, -70543, -2103290, -484733, -2103290 ], [ 324, 307, 340, 324, 307, 340 ], [ 427, 409, 448, 427, 409, 448 ], [ 238, 210, 262, 238, 210, 262 ], [ 24319, 11374, 12945, 24319, 11374, 12945 ], [ 0, 175.594437, 0, 0, 175.594437, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -215165, -148990, -544375, -295575, 318812, -583835 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1578549600000, "first_datapoint_time": 1580220000000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758629759319, "expiration_time": 1765042185600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 233, "offset": 0, "a": 0.67102 } }, "second_band": { "type": "sma", "factors": { "length": 108, "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) |
---|