Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659413.3377 | 573806.2535 | 85607.0842 | 1514143.0567 | 3742002.6592 | -2227859.6026 |
Total P&L (%) | 659.4133 | 573.8063 | 85.6071 | 1514.1431 | 3742.0027 | -2227.8596 |
Avg Daily Profit (%) | 0.2639 | 0.2296 | 0.0343 | 0.1114 | 0.1461 | 0 |
Buy And Hold Return (%) | 696.7016 | 696.7016 | 696.7016 | 696.7016 | 696.7016 | 696.7016 |
Max Trade Drawdown | -88243 | -76048 | -88243 | -3603601 | -735701 | -3603601 |
Profit Factor | 3.3948 | 5.2842 | 1.6053 | 1.315 | 5.2795 | 0.4335 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 67.2414 | 62.069 | 72.4138 | 67.2414 | 62.069 | 72.4138 |
Ratio Avg Win / Avg Loss | 1.6539 | 3.2293 | 0.6116 | 0.6406 | 3.2263 | 0.1651 |
Largest Winning Trade | 147462 | 147462 | 28592 | 2329046 | 2329046 | 302751 |
Largest Losing Trade | -88243 | -55891 | -88243 | -3603601 | -570829 | -3603601 |
Avg Bars in Trades | 252 | 448 | 56 | 252 | 448 | 56 |
Avg Bars in Winners | 185 | 331 | 61 | 185 | 331 | 61 |
Avg Bars in Losers | 389 | 641 | 43 | 389 | 641 | 43 |
Bars Traded | 14654 | 13015 | 1639 | 14654 | 13015 | 1639 |
Profit Streak | 255.2129 | 413.7129 | 255.2129 | 255.2129 | 413.7129 | 255.2129 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -326592 | -146634 | -308829 | -227032 | 438143 | -576956 |
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14995, "evaluation_days": 2499.17, "actual_first_datapoint_time": 1541678400000, "first_datapoint_time": 1543176000000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757682391646, "expiration_time": 1764156240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 53, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 659413.3377170615, 573806.253514801, 85607.0842022604, 1514143.056656644, 3742002.6592301778, -2227859.602573534 ], [ 659.413338, 573.806254, 85.607084, 1514.143057, 3742.002659, -2227.859603 ], [ 0.263853, 0.229599, 0.034254, 0.111354, 0.146098, 0 ], [ 696.701571, 696.701571, 696.701571, 696.701571, 696.701571, 696.701571 ], [ -88243, -76048, -88243, -3603601, -735701, -3603601 ], [ 3.394787, 5.284245, 1.605341, 1.314991, 5.27947, 0.433481 ], [ 58, 29, 29, 58, 29, 29 ], [ 39, 18, 21, 39, 18, 21 ], [ 19, 11, 8, 19, 11, 8 ], [ 67.241379, 62.068966, 72.413793, 67.241379, 62.068966, 72.413793 ], [ 1.653871, 3.229261, 0.611559, 0.640636, 3.226343, 0.165135 ], [ 147462, 147462, 28592, 2329046, 2329046, 302751 ], [ -88243, -55891, -88243, -3603601, -570829, -3603601 ], [ 252, 448, 56, 252, 448, 56 ], [ 185, 331, 61, 185, 331, 61 ], [ 389, 641, 43, 389, 641, 43 ], [ 14654, 13015, 1639, 14654, 13015, 1639 ], [ 255.212866, 413.712866, 255.212866, 255.212866, 413.712866, 255.212866 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -326592, -146634, -308829, -227032, 438143, -576956 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14995, "evaluation_days": 2499.17, "actual_first_datapoint_time": 1541678400000, "first_datapoint_time": 1543176000000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757682391646, "expiration_time": 1764156240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 53, "offset": 0, "scalar": 1 } } }
# | 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) |
---|