Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1038526.1626 | 854328.6963 | 184197.4663 | 25179663.4438 | 22380268.0706 | 2799395.3732 |
Total P&L (%) | 1038.5262 | 854.3287 | 184.1975 | 25179.6634 | 22380.2681 | 2799.3954 |
Avg Daily Profit (%) | 0.4152 | 0.3415 | 0.0736 | 0.2214 | 0.2167 | 0.1347 |
Buy And Hold Return (%) | 819.3236 | 819.3236 | 819.3236 | 819.3236 | 819.3236 | 819.3236 |
Max Trade Drawdown | -90507 | -87340 | -68124 | -2100397 | -1924170 | -1244362 |
Profit Factor | 3.6957 | 5.1434 | 2.0286 | 4.2055 | 6.6766 | 1.7155 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 65.3846 | 64.1026 | 66.6667 | 65.3846 | 64.1026 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.9565 | 2.8803 | 1.0143 | 2.2265 | 3.7389 | 0.8577 |
Largest Winning Trade | 378989 | 378989 | 46964 | 11417724 | 11417724 | 1331731 |
Largest Losing Trade | -68124 | -42316 | -68124 | -1244362 | -842906 | -1244362 |
Avg Bars in Trades | 57 | 74 | 40 | 57 | 74 | 40 |
Avg Bars in Winners | 65 | 79 | 52 | 65 | 79 | 52 |
Avg Bars in Losers | 42 | 66 | 16 | 42 | 66 | 16 |
Bars Traded | 4488 | 2916 | 1572 | 4488 | 2916 | 1572 |
Profit Streak | 434.4782 | 444.9782 | 434.4782 | 434.4782 | 444.9782 | 434.4782 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100921 | -132115 | -254140 | -19660 | 717554 | -11546 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5003, "evaluation_days": 2501.5, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1549800000000, "last_datapoint_time": 1758628800000, "evaluation_time": 1758670114749, "expiration_time": 1765112688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 70, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 169, "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": [ [ 1038526.162578518, 854328.696296857, 184197.4662816612, 25179663.44378094, 22380268.07056281, 2799395.373218133 ], [ 1038.526163, 854.328696, 184.197466, 25179.663444, 22380.268071, 2799.395373 ], [ 0.415161, 0.341527, 0.073635, 0.221415, 0.216714, 0.134693 ], [ 819.323609, 819.323609, 819.323609, 819.323609, 819.323609, 819.323609 ], [ -90507, -87340, -68124, -2100397, -1924170, -1244362 ], [ 3.695651, 5.143445, 2.028623, 4.205531, 6.6766, 1.715497 ], [ 78, 39, 39, 78, 39, 39 ], [ 51, 25, 26, 51, 25, 26 ], [ 27, 14, 13, 27, 14, 13 ], [ 65.384615, 64.102564, 66.666667, 65.384615, 64.102564, 66.666667 ], [ 1.956521, 2.880329, 1.014312, 2.226458, 3.738896, 0.857748 ], [ 378989, 378989, 46964, 11417724, 11417724, 1331731 ], [ -68124, -42316, -68124, -1244362, -842906, -1244362 ], [ 57, 74, 40, 57, 74, 40 ], [ 65, 79, 52, 65, 79, 52 ], [ 42, 66, 16, 42, 66, 16 ], [ 4488, 2916, 1572, 4488, 2916, 1572 ], [ 434.47818, 444.97818, 434.47818, 434.47818, 444.97818, 434.47818 ], [ 7, 5, 3, 7, 5, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -100921, -132115, -254140, -19660, 717554, -11546 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5003, "evaluation_days": 2501.5, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1549800000000, "last_datapoint_time": 1758628800000, "evaluation_time": 1758670114749, "expiration_time": 1765112688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 70, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 169, "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) |
---|