Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784662.1199 | 687323.6279 | 97338.4921 | 7469646.2141 | 6200975.0059 | 1268671.2082 |
Total P&L (%) | 784.6621 | 687.3236 | 97.3385 | 7469.6462 | 6200.975 | 1268.6712 |
Avg Daily Profit (%) | 0.314 | 0.275 | 0.0389 | 0.1733 | 0.1659 | 0.1047 |
Buy And Hold Return (%) | 954.2537 | 954.2537 | 954.2537 | 954.2537 | 954.2537 | 954.2537 |
Max Trade Drawdown | -68599 | -71406 | -24759 | -3190995 | -2068620 | -1122375 |
Profit Factor | 3.0035 | 3.527 | 1.8135 | 2.2831 | 2.6631 | 1.6061 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 65.8824 | 64.2857 | 67.4419 | 65.8824 | 64.2857 | 67.4419 |
Ratio Avg Win / Avg Loss | 1.5554 | 1.9594 | 0.8755 | 1.1823 | 1.4795 | 0.7754 |
Largest Winning Trade | 186189 | 186189 | 18764 | 2369340 | 2369340 | 1094312 |
Largest Losing Trade | -58991 | -58991 | -20737 | -1473324 | -1473324 | -917009 |
Avg Bars in Trades | 150 | 271 | 31 | 150 | 271 | 31 |
Avg Bars in Winners | 107 | 182 | 37 | 107 | 182 | 37 |
Avg Bars in Losers | 232 | 430 | 20 | 232 | 430 | 20 |
Bars Traded | 12757 | 11389 | 1368 | 12757 | 11389 | 1368 |
Profit Streak | 0 | 66.6337 | 0 | 0 | 66.6337 | 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 | -148465 | -147518 | -303678 | 489906 | 512881 | -113422 |
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14995, "evaluation_days": 2499.17, "actual_first_datapoint_time": 1541592000000, "first_datapoint_time": 1544904000000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757603547869, "expiration_time": 1764069840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 230, "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": [ [ 784662.1199483764, 687323.6278857011, 97338.4920626759, 7469646.214093909, 6200975.005926648, 1268671.2081672603 ], [ 784.66212, 687.323628, 97.338492, 7469.646214, 6200.975006, 1268.671208 ], [ 0.313969, 0.275021, 0.038948, 0.173277, 0.165924, 0.104747 ], [ 954.253747, 954.253747, 954.253747, 954.253747, 954.253747, 954.253747 ], [ -68599, -71406, -24759, -3190995, -2068620, -1122375 ], [ 3.003523, 3.527009, 1.813525, 2.283087, 2.663134, 1.606112 ], [ 85, 42, 43, 85, 42, 43 ], [ 56, 27, 29, 56, 27, 29 ], [ 29, 15, 14, 29, 15, 14 ], [ 65.882353, 64.285714, 67.44186, 65.882353, 64.285714, 67.44186 ], [ 1.555396, 1.959449, 0.875495, 1.182313, 1.479519, 0.775364 ], [ 186189, 186189, 18764, 2369340, 2369340, 1094312 ], [ -58991, -58991, -20737, -1473324, -1473324, -917009 ], [ 150, 271, 31, 150, 271, 31 ], [ 107, 182, 37, 107, 182, 37 ], [ 232, 430, 20, 232, 430, 20 ], [ 12757, 11389, 1368, 12757, 11389, 1368 ], [ 0, 66.633656, 0, 0, 66.633656, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148465, -147518, -303678, 489906, 512881, -113422 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14995, "evaluation_days": 2499.17, "actual_first_datapoint_time": 1541592000000, "first_datapoint_time": 1544904000000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757603547869, "expiration_time": 1764069840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 230, "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) |
---|