Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1258862.6525 | 971681.5672 | 287181.0852 | 335223957.5508 | 273050130.2978 | 62173827.2531 |
Total P&L (%) | 1258.8627 | 971.6816 | 287.1811 | 335223.9576 | 273050.1303 | 62173.8273 |
Avg Daily Profit (%) | 0.5032 | 0.3884 | 0.1148 | 0.325 | 0.3168 | 0.2575 |
Buy And Hold Return (%) | 855.4735 | 855.4735 | 855.4735 | 855.4735 | 855.4735 | 855.4735 |
Max Trade Drawdown | -52771 | -22841 | -49749 | -22098684 | -8968025 | -21444155 |
Profit Factor | 7.3626 | 12.231 | 3.5794 | 7.4187 | 14.0995 | 2.9812 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 68.1159 | 61.7647 | 74.2857 | 68.1159 | 61.7647 | 74.2857 |
Ratio Avg Win / Avg Loss | 3.4463 | 7.5716 | 1.239 | 3.4726 | 8.7282 | 1.032 |
Largest Winning Trade | 393405 | 393405 | 47397 | 133327695 | 133327695 | 17219277 |
Largest Losing Trade | -49749 | -22841 | -49749 | -21444155 | -8968025 | -21444155 |
Avg Bars in Trades | 67 | 75 | 60 | 67 | 75 | 60 |
Avg Bars in Winners | 77 | 94 | 64 | 77 | 94 | 64 |
Avg Bars in Losers | 46 | 45 | 48 | 46 | 45 | 48 |
Bars Traded | 4687 | 2569 | 2118 | 4687 | 2569 | 2118 |
Profit Streak | 172.3712 | 172.3712 | 334.8712 | 172.3712 | 172.3712 | 334.8712 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102159 | -102863 | -195346 | -84605 | 721469 | 634876 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5003, "evaluation_days": 2501.5, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1550102400000, "last_datapoint_time": 1758628800000, "evaluation_time": 1758660869475, "expiration_time": 1765112688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 176, "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": [ [ 1258862.6524673342, 971681.5672438871, 287181.0852234468, 335223957.5508235, 273050130.2977733, 62173827.2530502 ], [ 1258.862652, 971.681567, 287.181085, 335223.957551, 273050.130298, 62173.827253 ], [ 0.503243, 0.38844, 0.114804, 0.32504, 0.316815, 0.257542 ], [ 855.47353, 855.47353, 855.47353, 855.47353, 855.47353, 855.47353 ], [ -52771, -22841, -49749, -22098684, -8968025, -21444155 ], [ 7.362563, 12.231015, 3.579387, 7.41873, 14.099478, 2.981222 ], [ 69, 34, 35, 69, 34, 35 ], [ 47, 21, 26, 47, 21, 26 ], [ 22, 13, 9, 22, 13, 9 ], [ 68.115942, 61.764706, 74.285714, 68.115942, 61.764706, 74.285714 ], [ 3.446306, 7.571581, 1.239019, 3.472597, 8.728248, 1.031962 ], [ 393405, 393405, 47397, 133327695, 133327695, 17219277 ], [ -49749, -22841, -49749, -21444155, -8968025, -21444155 ], [ 67, 75, 60, 67, 75, 60 ], [ 77, 94, 64, 77, 94, 64 ], [ 46, 45, 48, 46, 45, 48 ], [ 4687, 2569, 2118, 4687, 2569, 2118 ], [ 172.371174, 172.371174, 334.871174, 172.371174, 172.371174, 334.871174 ], [ 5, 2, 5, 5, 2, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -102159, -102863, -195346, -84605, 721469, 634876 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5003, "evaluation_days": 2501.5, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1550102400000, "last_datapoint_time": 1758628800000, "evaluation_time": 1758660869475, "expiration_time": 1765112688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 176, "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) |
---|