Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168204.8983 | 111029.795 | 57175.1034 | 337498.3933 | 225000.5986 | 112497.7948 |
Total P&L (%) | 168.2049 | 111.0298 | 57.1751 | 337.4984 | 225.0006 | 112.4978 |
Avg Daily Profit (%) | 0.6459 | 0.4263 | 0.2196 | 0.5683 | 0.4536 | 0.2899 |
Buy And Hold Return (%) | 31.9741 | 31.9741 | 31.9741 | 31.9741 | 31.9741 | 31.9741 |
Max Trade Drawdown | -37165 | -20312 | -24328 | -110519 | -57991 | -80689 |
Profit Factor | 1.5394 | 1.7009 | 1.3726 | 1.3913 | 1.5082 | 1.268 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 173 | 78 | 95 | 173 | 78 | 95 |
Losing Trades | 195 | 106 | 89 | 195 | 106 | 89 |
Profitability (%) | 47.0109 | 42.3913 | 51.6304 | 47.0109 | 42.3913 | 51.6304 |
Ratio Avg Win / Avg Loss | 1.7351 | 2.3115 | 1.2859 | 1.5683 | 2.0496 | 1.188 |
Largest Winning Trade | 24634 | 24634 | 11207 | 57185 | 57185 | 29920 |
Largest Losing Trade | -7858 | -7858 | -5565 | -18550 | -18550 | -15420 |
Avg Bars in Trades | 67 | 66 | 68 | 67 | 66 | 68 |
Avg Bars in Winners | 87 | 92 | 84 | 87 | 92 | 84 |
Avg Bars in Losers | 48 | 47 | 50 | 48 | 47 | 50 |
Bars Traded | 24703 | 12180 | 12523 | 24703 | 12180 | 12523 |
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 | 442670 | 221083 | -761 | 427985 | 299155 | 174646 |
{ "trading_pair": "XRP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735039800000, "first_datapoint_time": 1735188300000, "last_datapoint_time": 1757538900000, "evaluation_time": 1757539499592, "expiration_time": 1764018900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 84, "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": [ [ 168204.8983423265, 111029.7949552483, 57175.1033870782, 337498.3933366584, 225000.5985502781, 112497.7947863804 ], [ 168.204898, 111.029795, 57.175103, 337.498393, 225.000599, 112.497795 ], [ 0.645899, 0.426349, 0.21955, 0.568348, 0.453624, 0.28986 ], [ 31.974116, 31.974116, 31.974116, 31.974116, 31.974116, 31.974116 ], [ -37165, -20312, -24328, -110519, -57991, -80689 ], [ 1.539375, 1.700934, 1.372601, 1.391346, 1.508232, 1.268049 ], [ 368, 184, 184, 368, 184, 184 ], [ 173, 78, 95, 173, 78, 95 ], [ 195, 106, 89, 195, 106, 89 ], [ 47.01087, 42.391304, 51.630435, 47.01087, 42.391304, 51.630435 ], [ 1.735134, 2.311526, 1.28591, 1.56828, 2.049648, 1.187961 ], [ 24634, 24634, 11207, 57185, 57185, 29920 ], [ -7858, -7858, -5565, -18550, -18550, -15420 ], [ 67, 66, 68, 67, 66, 68 ], [ 87, 92, 84, 87, 92, 84 ], [ 48, 47, 50, 48, 47, 50 ], [ 24703, 12180, 12523, 24703, 12180, 12523 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 442670, 221083, -761, 427985, 299155, 174646 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735039800000, "first_datapoint_time": 1735188300000, "last_datapoint_time": 1757538900000, "evaluation_time": 1757539499592, "expiration_time": 1764018900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 84, "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) |
---|