Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89481.7675 | 60750.0431 | 28731.7244 | 116520.8032 | 78720.0699 | 37800.7333 |
Total P&L (%) | 89.4818 | 60.75 | 28.7317 | 116.5208 | 78.7201 | 37.8007 |
Avg Daily Profit (%) | 0.3436 | 0.2333 | 0.1103 | 0.2971 | 0.2232 | 0.1232 |
Buy And Hold Return (%) | 25.0281 | 25.0281 | 25.0281 | 25.0281 | 25.0281 | 25.0281 |
Max Trade Drawdown | -20550 | -18346 | -12087 | -35585 | -41559 | -22698 |
Profit Factor | 1.8543 | 1.8431 | 1.8788 | 1.5844 | 1.5716 | 1.6128 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 58.9474 | 59.5745 | 58.3333 | 58.9474 | 59.5745 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.2914 | 1.2507 | 1.342 | 1.1034 | 1.0665 | 1.152 |
Largest Winning Trade | 28335 | 28335 | 11215 | 41923 | 41923 | 14542 |
Largest Losing Trade | -11646 | -11646 | -5065 | -24922 | -24922 | -9330 |
Avg Bars in Trades | 252 | 446 | 62 | 252 | 446 | 62 |
Avg Bars in Winners | 210 | 348 | 72 | 210 | 348 | 72 |
Avg Bars in Losers | 312 | 590 | 47 | 312 | 590 | 47 |
Bars Traded | 23967 | 20983 | 2984 | 23967 | 20983 | 2984 |
Profit Streak | 8.3726 | 8.6226 | 8.3726 | 8.3726 | 8.6226 | 8.3726 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369852 | 262787 | -162088 | 369001 | 274662 | -35853 |
{ "trading_pair": "XRP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735937100000, "first_datapoint_time": 1736132400000, "last_datapoint_time": 1758436200000, "evaluation_time": 1758436890288, "expiration_time": 1764916200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 152, "offset": 0, "std": 1.2813 } }, "second_band": { "type": "ema", "factors": { "length": 218, "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": [ [ 89481.7675337024, 60750.0430962119, 28731.7244374904, 116520.8032372709, 78720.0699015187, 37800.7333357521 ], [ 89.481768, 60.750043, 28.731724, 116.520803, 78.72007, 37.800733 ], [ 0.343606, 0.233277, 0.110328, 0.297083, 0.223216, 0.123199 ], [ 25.028091, 25.028091, 25.028091, 25.028091, 25.028091, 25.028091 ], [ -20550, -18346, -12087, -35585, -41559, -22698 ], [ 1.854279, 1.843136, 1.878835, 1.584357, 1.571635, 1.612757 ], [ 95, 47, 48, 95, 47, 48 ], [ 56, 28, 28, 56, 28, 28 ], [ 39, 19, 20, 39, 19, 20 ], [ 58.947368, 59.574468, 58.333333, 58.947368, 59.574468, 58.333333 ], [ 1.291373, 1.2507, 1.342025, 1.103392, 1.066467, 1.151969 ], [ 28335, 28335, 11215, 41923, 41923, 14542 ], [ -11646, -11646, -5065, -24922, -24922, -9330 ], [ 252, 446, 62, 252, 446, 62 ], [ 210, 348, 72, 210, 348, 72 ], [ 312, 590, 47, 312, 590, 47 ], [ 23967, 20983, 2984, 23967, 20983, 2984 ], [ 8.372573, 8.622573, 8.372573, 8.372573, 8.622573, 8.372573 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 369852, 262787, -162088, 369001, 274662, -35853 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735937100000, "first_datapoint_time": 1736132400000, "last_datapoint_time": 1758436200000, "evaluation_time": 1758436890288, "expiration_time": 1764916200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 152, "offset": 0, "std": 1.2813 } }, "second_band": { "type": "ema", "factors": { "length": 218, "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) |
---|