Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751320.6233 | 666184.6231 | 85136.0003 | 5255153.4153 | 5138900.4865 | 116252.9288 |
Total P&L (%) | 751.3206 | 666.1846 | 85.136 | 5255.1534 | 5138.9005 | 116.2529 |
Avg Daily Profit (%) | 0.3006 | 0.2665 | 0.0341 | 0.1594 | 0.1585 | 0.0309 |
Buy And Hold Return (%) | 752.2836 | 752.2836 | 752.2836 | 752.2836 | 752.2836 | 752.2836 |
Max Trade Drawdown | -75980 | -71359 | -15949 | -870911 | -588054 | -914097 |
Profit Factor | 4.1951 | 4.4451 | 3.038 | 2.9606 | 4.4392 | 1.098 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 55.5556 | 55.5556 | 55.5556 | 55.5556 | 55.5556 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.3561 | 3.5561 | 2.4304 | 2.3685 | 3.5514 | 0.8784 |
Largest Winning Trade | 280314 | 280314 | 24163 | 3395079 | 3395079 | 360703 |
Largest Losing Trade | -55881 | -55881 | -10178 | -606852 | -502491 | -606852 |
Avg Bars in Trades | 201 | 379 | 23 | 201 | 379 | 23 |
Avg Bars in Winners | 204 | 380 | 28 | 204 | 380 | 28 |
Avg Bars in Losers | 198 | 378 | 17 | 198 | 378 | 17 |
Bars Traded | 14513 | 13672 | 841 | 14513 | 13672 | 841 |
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 | -232455 | -149065 | -306366 | -69444 | 564204 | -430823 |
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1542556800000, "first_datapoint_time": 1545940800000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758634126316, "expiration_time": 1765035072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 236, "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": [ [ 751320.6233333417, 666184.6230657373, 85136.0002676046, 5255153.415295969, 5138900.48652996, 116252.9287660087 ], [ 751.320623, 666.184623, 85.136, 5255.153415, 5138.900487, 116.252929 ], [ 0.300609, 0.266545, 0.034064, 0.159395, 0.158516, 0.030864 ], [ 752.283625, 752.283625, 752.283625, 752.283625, 752.283625, 752.283625 ], [ -75980, -71359, -15949, -870911, -588054, -914097 ], [ 4.195132, 4.445127, 3.037952, 2.960599, 4.439237, 1.098006 ], [ 72, 36, 36, 72, 36, 36 ], [ 40, 20, 20, 40, 20, 20 ], [ 32, 16, 16, 32, 16, 16 ], [ 55.555556, 55.555556, 55.555556, 55.555556, 55.555556, 55.555556 ], [ 3.356106, 3.556102, 2.430361, 2.368479, 3.55139, 0.878405 ], [ 280314, 280314, 24163, 3395079, 3395079, 360703 ], [ -55881, -55881, -10178, -606852, -502491, -606852 ], [ 201, 379, 23, 201, 379, 23 ], [ 204, 380, 28, 204, 380, 28 ], [ 198, 378, 17, 198, 378, 17 ], [ 14513, 13672, 841, 14513, 13672, 841 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -232455, -149065, -306366, -69444, 564204, -430823 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1542556800000, "first_datapoint_time": 1545940800000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758634126316, "expiration_time": 1765035072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 236, "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) |
---|