Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908579.8442 | 805206.99 | 103372.8542 | 11894102.3697 | 14378656.8547 | -2484554.485 |
Total P&L (%) | 908.5798 | 805.207 | 103.3729 | 11894.1024 | 14378.6569 | -2484.5545 |
Avg Daily Profit (%) | 0.4363 | 0.3866 | 0.0496 | 0.2301 | 0.2392 | 0 |
Buy And Hold Return (%) | 1155.5756 | 1155.5756 | 1155.5756 | 1155.5756 | 1155.5756 | 1155.5756 |
Max Trade Drawdown | -72499 | -47689 | -56851 | -8768624 | -5181850 | -4493497 |
Profit Factor | 2.8439 | 4.6972 | 1.3759 | 1.5007 | 2.3383 | 0.809 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 46.7213 | 45.9016 | 47.541 | 46.7213 | 45.9016 | 47.541 |
Ratio Avg Win / Avg Loss | 3.243 | 5.536 | 1.5183 | 1.7113 | 2.7559 | 0.8927 |
Largest Winning Trade | 335550 | 335550 | 51152 | 11274442 | 11274442 | 2613861 |
Largest Losing Trade | -31495 | -25682 | -31495 | -2911585 | -2911585 | -2252048 |
Avg Bars in Trades | 197 | 212 | 182 | 197 | 212 | 182 |
Avg Bars in Winners | 257 | 268 | 245 | 257 | 268 | 245 |
Avg Bars in Losers | 144 | 164 | 125 | 144 | 164 | 125 |
Bars Traded | 24077 | 12937 | 11140 | 24077 | 12937 | 11140 |
Profit Streak | 66.9576 | 68.541 | 0 | 66.9576 | 68.541 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150684 | -311287 | -453381 | 371658 | -149890 | -743414 |
{ "trading_pair": "XRP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1577548800000, "first_datapoint_time": 1579046400000, "last_datapoint_time": 1757556000000, "evaluation_time": 1757559540797, "expiration_time": 1764033926400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 209, "offset": 0, "a": 0.74738 } }, "second_band": { "type": "midpoint", "factors": { "length": 163, "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": [ [ 908579.8441796411, 805206.9900269089, 103372.8541527325, 11894102.369650744, 14378656.85469922, -2484554.4850484757 ], [ 908.579844, 805.20699, 103.372854, 11894.10237, 14378.656855, -2484.554485 ], [ 0.436257, 0.386622, 0.049635, 0.230114, 0.239174, 0 ], [ 1155.575623, 1155.575623, 1155.575623, 1155.575623, 1155.575623, 1155.575623 ], [ -72499, -47689, -56851, -8768624, -5181850, -4493497 ], [ 2.843874, 4.697175, 1.375948, 1.500708, 2.338332, 0.80904 ], [ 122, 61, 61, 122, 61, 61 ], [ 57, 28, 29, 57, 28, 29 ], [ 65, 33, 32, 65, 33, 32 ], [ 46.721311, 45.901639, 47.540984, 46.721311, 45.901639, 47.540984 ], [ 3.243014, 5.535957, 1.518287, 1.711333, 2.755892, 0.892734 ], [ 335550, 335550, 51152, 11274442, 11274442, 2613861 ], [ -31495, -25682, -31495, -2911585, -2911585, -2252048 ], [ 197, 212, 182, 197, 212, 182 ], [ 257, 268, 245, 257, 268, 245 ], [ 144, 164, 125, 144, 164, 125 ], [ 24077, 12937, 11140, 24077, 12937, 11140 ], [ 66.957648, 68.540981, 0, 66.957648, 68.540981, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150684, -311287, -453381, 371658, -149890, -743414 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1577548800000, "first_datapoint_time": 1579046400000, "last_datapoint_time": 1757556000000, "evaluation_time": 1757559540797, "expiration_time": 1764033926400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 209, "offset": 0, "a": 0.74738 } }, "second_band": { "type": "midpoint", "factors": { "length": 163, "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) |
---|