Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88208.538 | 68368.1847 | 19840.3533 | 83837.6798 | 76393.9214 | 7443.7584 |
Total P&L (%) | 88.2085 | 68.3682 | 19.8404 | 83.8377 | 76.3939 | 7.4438 |
Avg Daily Profit (%) | 0.3387 | 0.2625 | 0.0762 | 0.2341 | 0.2182 | 0.0276 |
Buy And Hold Return (%) | 20.7469 | 20.7469 | 20.7469 | 20.7469 | 20.7469 | 20.7469 |
Max Trade Drawdown | -37768 | -23150 | -40124 | -67713 | -24065 | -71500 |
Profit Factor | 1.4754 | 1.8481 | 1.1891 | 1.3367 | 1.7848 | 1.0491 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 58.6207 | 58.6207 | 58.6207 | 58.6207 | 58.6207 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.0414 | 1.3045 | 0.8393 | 0.9435 | 1.2598 | 0.7405 |
Largest Winning Trade | 34799 | 34799 | 15359 | 26670 | 26670 | 15966 |
Largest Losing Trade | -35387 | -17769 | -35387 | -62876 | -18764 | -62876 |
Avg Bars in Trades | 210 | 216 | 205 | 210 | 216 | 205 |
Avg Bars in Winners | 180 | 172 | 189 | 180 | 172 | 189 |
Avg Bars in Losers | 253 | 278 | 228 | 253 | 278 | 228 |
Bars Traded | 24472 | 12552 | 11920 | 24472 | 12552 | 11920 |
Profit Streak | 10.9157 | 10.9157 | 11.2594 | 10.9157 | 10.9157 | 11.2594 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342801 | -171987 | -450468 | 213348 | -172144 | -669272 |
{ "trading_pair": "XRP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736388900000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758612514162, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 112, "offset": 68, "a": 0.17383 } }, "second_band": { "type": "sma", "factors": { "length": 111, "offset": 248 } } }
{ "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": [ [ 88208.5379595705, 68368.184663502, 19840.3532960686, 83837.679794642, 76393.9213788696, 7443.7584157724 ], [ 88.208538, 68.368185, 19.840353, 83.83768, 76.393921, 7.443758 ], [ 0.338716, 0.26253, 0.076186, 0.234082, 0.218174, 0.027574 ], [ 20.74687, 20.74687, 20.74687, 20.74687, 20.74687, 20.74687 ], [ -37768, -23150, -40124, -67713, -24065, -71500 ], [ 1.475367, 1.848052, 1.189063, 1.33666, 1.784787, 1.049074 ], [ 116, 58, 58, 116, 58, 58 ], [ 68, 34, 34, 68, 34, 34 ], [ 48, 24, 24, 48, 24, 24 ], [ 58.62069, 58.62069, 58.62069, 58.62069, 58.62069, 58.62069 ], [ 1.041436, 1.304507, 0.839338, 0.943525, 1.259849, 0.740523 ], [ 34799, 34799, 15359, 26670, 26670, 15966 ], [ -35387, -17769, -35387, -62876, -18764, -62876 ], [ 210, 216, 205, 210, 216, 205 ], [ 180, 172, 189, 180, 172, 189 ], [ 253, 278, 228, 253, 278, 228 ], [ 24472, 12552, 11920, 24472, 12552, 11920 ], [ 10.915673, 10.915673, 11.259423, 10.915673, 10.915673, 11.259423 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342801, -171987, -450468, 213348, -172144, -669272 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736388900000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758612514162, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 112, "offset": 68, "a": 0.17383 } }, "second_band": { "type": "sma", "factors": { "length": 111, "offset": 248 } } }
# | 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) |
---|