Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 875472.8087 | 779637.1944 | 95835.6144 | 10073726.8794 | 9966134.0888 | 107592.7905 |
Total P&L (%) | 875.4728 | 779.6372 | 95.8356 | 10073.7269 | 9966.1341 | 107.5928 |
Avg Daily Profit (%) | 0.4204 | 0.3743 | 0.046 | 0.2222 | 0.2217 | 0.0351 |
Buy And Hold Return (%) | 1203.3194 | 1203.3194 | 1203.3194 | 1203.3194 | 1203.3194 | 1203.3194 |
Max Trade Drawdown | -66124 | -63931 | -41469 | -1694406 | -1510439 | -1555847 |
Profit Factor | 2.8983 | 4.7851 | 1.3755 | 1.8644 | 2.8856 | 1.0169 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 43.4783 | 43.8596 | 43.1034 | 43.4783 | 43.8596 | 43.1034 |
Ratio Avg Win / Avg Loss | 3.7678 | 6.1249 | 1.8157 | 2.4237 | 3.6936 | 1.3423 |
Largest Winning Trade | 347129 | 347129 | 48725 | 5562642 | 5562642 | 1496716 |
Largest Losing Trade | -31495 | -21949 | -31495 | -1139725 | -1139725 | -690073 |
Avg Bars in Trades | 211 | 209 | 213 | 211 | 209 | 213 |
Avg Bars in Winners | 318 | 326 | 309 | 318 | 326 | 309 |
Avg Bars in Losers | 129 | 117 | 140 | 129 | 117 | 140 |
Bars Traded | 24291 | 11916 | 12375 | 24291 | 11916 | 12375 |
Profit Streak | 0 | 87.7822 | 0 | 0 | 87.7822 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152553 | -330497 | -478310 | 343266 | -168152 | -696495 |
{ "trading_pair": "XRP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1578103200000, "first_datapoint_time": 1579629600000, "last_datapoint_time": 1758110400000, "evaluation_time": 1758113180280, "expiration_time": 1764588326400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 213, "offset": 0, "a": 0.74195 } }, "second_band": { "type": "dcm", "factors": { "length": 140, "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": [ [ 875472.8087267115, 779637.1943570382, 95835.6143696732, 10073726.87938418, 9966134.088836545, 107592.7905476345 ], [ 875.472809, 779.637194, 95.835614, 10073.726879, 9966.134089, 107.592791 ], [ 0.420361, 0.374345, 0.046016, 0.222192, 0.22168, 0.035077 ], [ 1203.319377, 1203.319377, 1203.319377, 1203.319377, 1203.319377, 1203.319377 ], [ -66124, -63931, -41469, -1694406, -1510439, -1555847 ], [ 2.898287, 4.785076, 1.37551, 1.864412, 2.885636, 1.016894 ], [ 115, 57, 58, 115, 57, 58 ], [ 50, 25, 25, 50, 25, 25 ], [ 65, 32, 33, 65, 32, 33 ], [ 43.478261, 43.859649, 43.103448, 43.478261, 43.859649, 43.103448 ], [ 3.767774, 6.124897, 1.815674, 2.423736, 3.693615, 1.342301 ], [ 347129, 347129, 48725, 5562642, 5562642, 1496716 ], [ -31495, -21949, -31495, -1139725, -1139725, -690073 ], [ 211, 209, 213, 211, 209, 213 ], [ 318, 326, 309, 318, 326, 309 ], [ 129, 117, 140, 129, 117, 140 ], [ 24291, 11916, 12375, 24291, 11916, 12375 ], [ 0, 87.782179, 0, 0, 87.782179, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152553, -330497, -478310, 343266, -168152, -696495 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1578103200000, "first_datapoint_time": 1579629600000, "last_datapoint_time": 1758110400000, "evaluation_time": 1758113180280, "expiration_time": 1764588326400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 213, "offset": 0, "a": 0.74195 } }, "second_band": { "type": "dcm", "factors": { "length": 140, "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) |
---|