Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681122.4893 | 600330.2551 | 80792.2343 | 4136597.3278 | 4523309.3616 | -386712.0339 |
Total P&L (%) | 681.1225 | 600.3303 | 80.7922 | 4136.5973 | 4523.3094 | -386.712 |
Avg Daily Profit (%) | 0.2725 | 0.2402 | 0.0323 | 0.15 | 0.1535 | 0 |
Buy And Hold Return (%) | 737.5884 | 737.5884 | 737.5884 | 737.5884 | 737.5884 | 737.5884 |
Max Trade Drawdown | -111680 | -71217 | -48358 | -1349834 | -498182 | -1349834 |
Profit Factor | 2.7515 | 3.6166 | 1.5067 | 2.2286 | 5.0109 | 0.8273 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 63.6364 | 60.6061 | 66.6667 | 63.6364 | 60.6061 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.5723 | 2.3508 | 0.7533 | 1.2735 | 3.2571 | 0.4136 |
Largest Winning Trade | 172276 | 172276 | 27773 | 2052035 | 2052035 | 792389 |
Largest Losing Trade | -50151 | -50151 | -41620 | -1349834 | -264935 | -1349834 |
Avg Bars in Trades | 220 | 365 | 74 | 220 | 365 | 74 |
Avg Bars in Winners | 155 | 257 | 63 | 155 | 257 | 63 |
Avg Bars in Losers | 332 | 531 | 97 | 332 | 531 | 97 |
Bars Traded | 14530 | 12070 | 2460 | 14530 | 12070 | 2460 |
Profit Streak | 118.059 | 118.059 | 128.8923 | 118.059 | 118.059 | 128.8923 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -277249 | -148701 | -312711 | -115572 | 604054 | -577683 |
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14997, "evaluation_days": 2499.5, "actual_first_datapoint_time": 1542369600000, "first_datapoint_time": 1545508800000, "last_datapoint_time": 1758384000000, "evaluation_time": 1758389095137, "expiration_time": 1764862704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 219, "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": [ [ 681122.4893304235, 600330.255072579, 80792.2342578446, 4136597.327794267, 4523309.361646114, -386712.0338518474 ], [ 681.122489, 600.330255, 80.792234, 4136.597328, 4523.309362, -386.712034 ], [ 0.272503, 0.24018, 0.032323, 0.149996, 0.153496, 0 ], [ 737.588374, 737.588374, 737.588374, 737.588374, 737.588374, 737.588374 ], [ -111680, -71217, -48358, -1349834, -498182, -1349834 ], [ 2.751499, 3.616602, 1.506698, 2.228605, 5.010923, 0.827296 ], [ 66, 33, 33, 66, 33, 33 ], [ 42, 20, 22, 42, 20, 22 ], [ 24, 13, 11, 24, 13, 11 ], [ 63.636364, 60.606061, 66.666667, 63.636364, 60.606061, 66.666667 ], [ 1.572285, 2.350791, 0.753349, 1.273488, 3.2571, 0.413648 ], [ 172276, 172276, 27773, 2052035, 2052035, 792389 ], [ -50151, -50151, -41620, -1349834, -264935, -1349834 ], [ 220, 365, 74, 220, 365, 74 ], [ 155, 257, 63, 155, 257, 63 ], [ 332, 531, 97, 332, 531, 97 ], [ 14530, 12070, 2460, 14530, 12070, 2460 ], [ 118.058971, 118.058971, 128.892305, 118.058971, 118.058971, 128.892305 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -277249, -148701, -312711, -115572, 604054, -577683 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14997, "evaluation_days": 2499.5, "actual_first_datapoint_time": 1542369600000, "first_datapoint_time": 1545508800000, "last_datapoint_time": 1758384000000, "evaluation_time": 1758389095137, "expiration_time": 1764862704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 219, "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) |
---|