Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131823.2337 | 94660.1786 | 37163.0551 | 195021.0351 | 158678.6558 | 36342.3794 |
Total P&L (%) | 131.8232 | 94.6602 | 37.1631 | 195.021 | 158.6787 | 36.3424 |
Avg Daily Profit (%) | 0.5062 | 0.3635 | 0.1427 | 0.4163 | 0.3656 | 0.1191 |
Buy And Hold Return (%) | 40.1444 | 40.1444 | 40.1444 | 40.1444 | 40.1444 | 40.1444 |
Max Trade Drawdown | -37450 | -25962 | -31592 | -89852 | -45740 | -105368 |
Profit Factor | 1.6293 | 1.9129 | 1.3513 | 1.4071 | 1.6918 | 1.1456 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 56.2963 | 56.7164 | 55.8824 | 56.2963 | 56.7164 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.2648 | 1.4598 | 1.0668 | 1.0924 | 1.2911 | 0.9044 |
Largest Winning Trade | 29325 | 29325 | 14214 | 35478 | 35478 | 22240 |
Largest Losing Trade | -14316 | -14098 | -14316 | -46860 | -25355 | -46860 |
Avg Bars in Trades | 182 | 184 | 181 | 182 | 184 | 181 |
Avg Bars in Winners | 183 | 178 | 188 | 183 | 178 | 188 |
Avg Bars in Losers | 181 | 191 | 172 | 181 | 191 | 172 |
Bars Traded | 24674 | 12328 | 12346 | 24674 | 12328 | 12346 |
Profit Streak | 0 | 8.0486 | 0 | 0 | 8.0486 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328722 | -109037 | -277728 | 306972 | -107207 | -371641 |
{ "trading_pair": "XRP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735157700000, "first_datapoint_time": 1735427700000, "last_datapoint_time": 1757656800000, "evaluation_time": 1757657398162, "expiration_time": 1764136800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 210, "offset": 141, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 216, "offset": 85, "a": 0.60751 } } }
{ "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": [ [ 131823.2336750228, 94660.1786237469, 37163.0550512759, 195021.0351421945, 158678.6557834896, 36342.3793587049 ], [ 131.823234, 94.660179, 37.163055, 195.021035, 158.678656, 36.342379 ], [ 0.506195, 0.36349, 0.142704, 0.416299, 0.365622, 0.119109 ], [ 40.144418, 40.144418, 40.144418, 40.144418, 40.144418, 40.144418 ], [ -37450, -25962, -31592, -89852, -45740, -105368 ], [ 1.629272, 1.912865, 1.351293, 1.407123, 1.69176, 1.14558 ], [ 135, 67, 68, 135, 67, 68 ], [ 76, 38, 38, 76, 38, 38 ], [ 59, 29, 30, 59, 29, 30 ], [ 56.296296, 56.716418, 55.882353, 56.296296, 56.716418, 55.882353 ], [ 1.26483, 1.459818, 1.06681, 1.092372, 1.29108, 0.904405 ], [ 29325, 29325, 14214, 35478, 35478, 22240 ], [ -14316, -14098, -14316, -46860, -25355, -46860 ], [ 182, 184, 181, 182, 184, 181 ], [ 183, 178, 188, 183, 178, 188 ], [ 181, 191, 172, 181, 191, 172 ], [ 24674, 12328, 12346, 24674, 12328, 12346 ], [ 0, 8.04859, 0, 0, 8.04859, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328722, -109037, -277728, 306972, -107207, -371641 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735157700000, "first_datapoint_time": 1735427700000, "last_datapoint_time": 1757656800000, "evaluation_time": 1757657398162, "expiration_time": 1764136800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 210, "offset": 141, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 216, "offset": 85, "a": 0.60751 } } }
# | 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) |
---|