Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147123.1324 | 97249.504 | 49873.6284 | 239312.0357 | 166200.5118 | 73111.5239 |
Total P&L (%) | 147.1231 | 97.2495 | 49.8736 | 239.312 | 166.2005 | 73.1115 |
Avg Daily Profit (%) | 0.5649 | 0.3734 | 0.1915 | 0.4702 | 0.3767 | 0.2109 |
Buy And Hold Return (%) | 19.8061 | 19.8061 | 19.8061 | 19.8061 | 19.8061 | 19.8061 |
Max Trade Drawdown | -23800 | -18331 | -13462 | -63516 | -44956 | -49751 |
Profit Factor | 1.4664 | 1.5679 | 1.3459 | 1.3355 | 1.4387 | 1.2185 |
Total Trades | 331 | 166 | 165 | 331 | 166 | 165 |
Winning Trades | 140 | 68 | 72 | 140 | 68 | 72 |
Losing Trades | 191 | 98 | 93 | 191 | 98 | 93 |
Profitability (%) | 42.2961 | 40.9639 | 43.6364 | 42.2961 | 40.9639 | 43.6364 |
Ratio Avg Win / Avg Loss | 2.0006 | 2.2596 | 1.7385 | 1.8219 | 2.0734 | 1.574 |
Largest Winning Trade | 30389 | 30389 | 23034 | 53004 | 53004 | 32374 |
Largest Losing Trade | -7185 | -7180 | -7185 | -16615 | -13721 | -16615 |
Avg Bars in Trades | 75 | 74 | 75 | 75 | 74 | 75 |
Avg Bars in Winners | 110 | 115 | 105 | 110 | 115 | 105 |
Avg Bars in Losers | 48 | 46 | 51 | 48 | 46 | 51 |
Bars Traded | 24827 | 12420 | 12406 | 24827 | 12420 | 12406 |
Profit Streak | 0 | 0 | 4.7105 | 0 | 0 | 4.7105 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370499 | 213356 | 85251 | 312546 | 236808 | 100749 |
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{ "first_band": { "type": "t3", "factors": { "length": 58, "offset": 0, "a": 0.66308 } }, "second_band": { "type": "ssf", "factors": { "length": 82, "offset": 0, "poles": 2 } } }
{ "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": [ [ 147123.132361658, 97249.5039657272, 49873.6283959307, 239312.035691369, 166200.5117790141, 73111.523912355 ], [ 147.123132, 97.249504, 49.873628, 239.312036, 166.200512, 73.111524 ], [ 0.564946, 0.373433, 0.191512, 0.470248, 0.376669, 0.210946 ], [ 19.806077, 19.806077, 19.806077, 19.806077, 19.806077, 19.806077 ], [ -23800, -18331, -13462, -63516, -44956, -49751 ], [ 1.466434, 1.567861, 1.345947, 1.335453, 1.438677, 1.218549 ], [ 331, 166, 165, 331, 166, 165 ], [ 140, 68, 72, 140, 68, 72 ], [ 191, 98, 93, 191, 98, 93 ], [ 42.296073, 40.963855, 43.636364, 42.296073, 40.963855, 43.636364 ], [ 2.000635, 2.259565, 1.738515, 1.821939, 2.073387, 1.573959 ], [ 30389, 30389, 23034, 53004, 53004, 32374 ], [ -7185, -7180, -7185, -16615, -13721, -16615 ], [ 75, 74, 75, 75, 74, 75 ], [ 110, 115, 105, 110, 115, 105 ], [ 48, 46, 51, 48, 46, 51 ], [ 24827, 12420, 12406, 24827, 12420, 12406 ], [ 0, 0, 4.710544, 0, 0, 4.710544 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 370499, 213356, 85251, 312546, 236808, 100749 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736055900000, "first_datapoint_time": 1736107200000, "last_datapoint_time": 1758555000000, "evaluation_time": 1758555190999, "expiration_time": 1765035000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 58, "offset": 0, "a": 0.66308 } }, "second_band": { "type": "ssf", "factors": { "length": 82, "offset": 0, "poles": 2 } } }
# | 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) |
---|