Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1211404.0821 | 957856.1712 | 253547.9109 | 140123497.9585 | 156736803.5325 | -16613305.574 |
Total P&L (%) | 1211.4041 | 957.8562 | 253.5479 | 140123.498 | 156736.8035 | -16613.3056 |
Avg Daily Profit (%) | 0.4842 | 0.3828 | 0.1013 | 0.29 | 0.2945 | 0 |
Buy And Hold Return (%) | 710.1277 | 710.1277 | 710.1277 | 710.1277 | 710.1277 | 710.1277 |
Max Trade Drawdown | -83211 | -32213 | -71330 | -42638198 | -13839775 | -66252995 |
Profit Factor | 5.5735 | 9.8973 | 2.6127 | 2.3094 | 6.6964 | 0.791 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 66.1972 | 65.7143 | 66.6667 | 66.1972 | 65.7143 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.846 | 5.1638 | 1.3064 | 1.1792 | 3.4938 | 0.3955 |
Largest Winning Trade | 359973 | 359973 | 51554 | 93979753 | 93979753 | 16103632 |
Largest Losing Trade | -71330 | -29638 | -71330 | -41597542 | -12799119 | -41597542 |
Avg Bars in Trades | 68 | 73 | 62 | 68 | 73 | 62 |
Avg Bars in Winners | 74 | 74 | 74 | 74 | 74 | 74 |
Avg Bars in Losers | 55 | 72 | 39 | 55 | 72 | 39 |
Bars Traded | 4849 | 2587 | 2262 | 4849 | 2587 | 2262 |
Profit Streak | 163.2105 | 171.7105 | 163.2105 | 163.2105 | 171.7105 | 163.2105 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77685 | -36122 | -216470 | -75424 | 733302 | -577653 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5004, "evaluation_days": 2502, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1546214400000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758690186797, "expiration_time": 1765157184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 98, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 86, "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": [ [ 1211404.0821217392, 957856.1712035737, 253547.9109181656, 140123497.95847517, 156736803.5325188, -16613305.574043639 ], [ 1211.404082, 957.856171, 253.547911, 140123.497958, 156736.803533, -16613.305574 ], [ 0.484174, 0.382836, 0.101338, 0.290021, 0.294509, 0 ], [ 710.127667, 710.127667, 710.127667, 710.127667, 710.127667, 710.127667 ], [ -83211, -32213, -71330, -42638198, -13839775, -66252995 ], [ 5.573504, 9.897265, 2.612726, 2.309352, 6.69637, 0.791033 ], [ 71, 35, 36, 71, 35, 36 ], [ 47, 23, 24, 47, 23, 24 ], [ 24, 12, 12, 24, 12, 12 ], [ 66.197183, 65.714286, 66.666667, 66.197183, 65.714286, 66.666667 ], [ 2.846045, 5.163791, 1.306363, 1.179244, 3.493758, 0.395517 ], [ 359973, 359973, 51554, 93979753, 93979753, 16103632 ], [ -71330, -29638, -71330, -41597542, -12799119, -41597542 ], [ 68, 73, 62, 68, 73, 62 ], [ 74, 74, 74, 74, 74, 74 ], [ 55, 72, 39, 55, 72, 39 ], [ 4849, 2587, 2262, 4849, 2587, 2262 ], [ 163.210495, 171.710495, 163.210495, 163.210495, 171.710495, 163.210495 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -77685, -36122, -216470, -75424, 733302, -577653 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5004, "evaluation_days": 2502, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1546214400000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758690186797, "expiration_time": 1765157184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 98, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 86, "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) |
---|