Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679898.6585 | 631674.4634 | 48224.1952 | 3456427.5811 | 4719882.6529 | -1263455.0719 |
Total P&L (%) | 679.8987 | 631.6745 | 48.2242 | 3456.4276 | 4719.8827 | -1263.4551 |
Avg Daily Profit (%) | 0.3265 | 0.3033 | 0.0232 | 0.1716 | 0.1863 | 0 |
Buy And Hold Return (%) | 1192.944 | 1192.944 | 1192.944 | 1192.944 | 1192.944 | 1192.944 |
Max Trade Drawdown | -133031 | -64103 | -101465 | -3789251 | -1947824 | -3208848 |
Profit Factor | 2.9985 | 4.2181 | 1.3351 | 1.378 | 1.8967 | 0.6744 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Losing Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Profitability (%) | 44.9275 | 55.8824 | 34.2857 | 44.9275 | 55.8824 | 34.2857 |
Ratio Avg Win / Avg Loss | 3.6756 | 3.3301 | 2.5589 | 1.6891 | 1.4974 | 1.2927 |
Largest Winning Trade | 305306 | 305306 | 39742 | 3519741 | 3519741 | 818080 |
Largest Losing Trade | -32450 | -32450 | -23501 | -934697 | -934697 | -595070 |
Avg Bars in Trades | 351 | 552 | 156 | 351 | 552 | 156 |
Avg Bars in Winners | 515 | 680 | 255 | 515 | 680 | 255 |
Avg Bars in Losers | 216 | 389 | 104 | 216 | 389 | 104 |
Bars Traded | 24235 | 18770 | 5465 | 24235 | 18770 | 5465 |
Profit Streak | 28.8956 | 0 | 33.8122 | 28.8956 | 0 | 33.8122 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -258641 | -148890 | -331879 | -101445 | 320197 | -584690 |
{ "trading_pair": "XRP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1577944800000, "first_datapoint_time": 1579543200000, "last_datapoint_time": 1757944800000, "evaluation_time": 1757950175552, "expiration_time": 1764422467200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 223, "offset": 0, "a": 0.70159 } }, "second_band": { "type": "kcu", "factors": { "length": 175, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 679898.6585457636, 631674.4633826452, 48224.1951631182, 3456427.5810721675, 4719882.652925392, -1263455.0718532256 ], [ 679.898659, 631.674463, 48.224195, 3456.427581, 4719.882653, -1263.455072 ], [ 0.326469, 0.303313, 0.023156, 0.171634, 0.186257, 0 ], [ 1192.943997, 1192.943997, 1192.943997, 1192.943997, 1192.943997, 1192.943997 ], [ -133031, -64103, -101465, -3789251, -1947824, -3208848 ], [ 2.998507, 4.218065, 1.335092, 1.377969, 1.896652, 0.674438 ], [ 69, 34, 35, 69, 34, 35 ], [ 31, 19, 12, 31, 19, 12 ], [ 38, 15, 23, 38, 15, 23 ], [ 44.927536, 55.882353, 34.285714, 44.927536, 55.882353, 34.285714 ], [ 3.675589, 3.330051, 2.558927, 1.689123, 1.497357, 1.292673 ], [ 305306, 305306, 39742, 3519741, 3519741, 818080 ], [ -32450, -32450, -23501, -934697, -934697, -595070 ], [ 351, 552, 156, 351, 552, 156 ], [ 515, 680, 255, 515, 680, 255 ], [ 216, 389, 104, 216, 389, 104 ], [ 24235, 18770, 5465, 24235, 18770, 5465 ], [ 28.89555, 0, 33.812217, 28.89555, 0, 33.812217 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -258641, -148890, -331879, -101445, 320197, -584690 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1577944800000, "first_datapoint_time": 1579543200000, "last_datapoint_time": 1757944800000, "evaluation_time": 1757950175552, "expiration_time": 1764422467200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 223, "offset": 0, "a": 0.70159 } }, "second_band": { "type": "kcu", "factors": { "length": 175, "offset": 0, "scalar": 3 } } }
# | 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) |
---|