Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850200.9651 | 788400.7726 | 61800.1926 | 3676564.4212 | 4349131.1318 | -672566.7106 |
Total P&L (%) | 850.201 | 788.4008 | 61.8002 | 3676.5644 | 4349.1311 | -672.5667 |
Avg Daily Profit (%) | 0.4082 | 0.3786 | 0.0297 | 0.1745 | 0.1824 | 0 |
Buy And Hold Return (%) | 1161.1846 | 1161.1846 | 1161.1846 | 1161.1846 | 1161.1846 | 1161.1846 |
Max Trade Drawdown | -77908 | -54790 | -69284 | -1834837 | -1244173 | -1200374 |
Profit Factor | 2.544 | 3.9887 | 1.2154 | 1.4992 | 2.2092 | 0.8215 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 46.3918 | 47.9167 | 44.898 | 46.3918 | 47.9167 | 44.898 |
Ratio Avg Win / Avg Loss | 2.9397 | 4.3355 | 1.4917 | 1.7325 | 2.4013 | 1.0082 |
Largest Winning Trade | 356044 | 356044 | 53090 | 2402212 | 2402212 | 627716 |
Largest Losing Trade | -57484 | -26710 | -57484 | -1007786 | -741197 | -1007786 |
Avg Bars in Trades | 250 | 246 | 254 | 250 | 246 | 254 |
Avg Bars in Winners | 351 | 349 | 353 | 351 | 349 | 353 |
Avg Bars in Losers | 163 | 152 | 174 | 163 | 152 | 174 |
Bars Traded | 24319 | 11838 | 12481 | 24319 | 11838 | 12481 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152254 | -149881 | -321338 | 220478 | 321167 | -580999 |
{ "trading_pair": "XRP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1577728800000, "first_datapoint_time": 1579377600000, "last_datapoint_time": 1757728800000, "evaluation_time": 1757731097117, "expiration_time": 1764206467200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 168, "offset": 0, "a": 0.73944 } }, "second_band": { "type": "linreg", "factors": { "length": 230, "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": [ [ 850200.9651445398, 788400.7725914239, 61800.1925531162, 3676564.4212217536, 4349131.131820609, -672566.7105988536 ], [ 850.200965, 788.400773, 61.800193, 3676.564421, 4349.131132, -672.566711 ], [ 0.408244, 0.378569, 0.029675, 0.174522, 0.182406, 0 ], [ 1161.184612, 1161.184612, 1161.184612, 1161.184612, 1161.184612, 1161.184612 ], [ -77908, -54790, -69284, -1834837, -1244173, -1200374 ], [ 2.543989, 3.98867, 1.21544, 1.499241, 2.209201, 0.821487 ], [ 97, 48, 49, 97, 48, 49 ], [ 45, 23, 22, 45, 23, 22 ], [ 52, 25, 27, 52, 25, 27 ], [ 46.391753, 47.916667, 44.897959, 46.391753, 47.916667, 44.897959 ], [ 2.93972, 4.33551, 1.491676, 1.732456, 2.401305, 1.008189 ], [ 356044, 356044, 53090, 2402212, 2402212, 627716 ], [ -57484, -26710, -57484, -1007786, -741197, -1007786 ], [ 250, 246, 254, 250, 246, 254 ], [ 351, 349, 353, 351, 349, 353 ], [ 163, 152, 174, 163, 152, 174 ], [ 24319, 11838, 12481, 24319, 11838, 12481 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152254, -149881, -321338, 220478, 321167, -580999 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1577728800000, "first_datapoint_time": 1579377600000, "last_datapoint_time": 1757728800000, "evaluation_time": 1757731097117, "expiration_time": 1764206467200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 168, "offset": 0, "a": 0.73944 } }, "second_band": { "type": "linreg", "factors": { "length": 230, "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) |
---|