Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829477.8241 | 727968.3212 | 101509.5029 | 8276278.0224 | 11897819.6745 | -3621541.6521 |
Total P&L (%) | 829.4778 | 727.9683 | 101.5095 | 8276.278 | 11897.8197 | -3621.5417 |
Avg Daily Profit (%) | 0.3319 | 0.2912 | 0.0406 | 0.1773 | 0.1917 | 0 |
Buy And Hold Return (%) | 731.7669 | 731.7669 | 731.7669 | 731.7669 | 731.7669 | 731.7669 |
Max Trade Drawdown | -79611 | -65766 | -86618 | -5270936 | -3456213 | -6212669 |
Profit Factor | 2.3911 | 3.5959 | 1.3214 | 1.3294 | 1.9899 | 0.7237 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Losing Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Profitability (%) | 47.093 | 51.1628 | 43.0233 | 47.093 | 51.1628 | 43.0233 |
Ratio Avg Win / Avg Loss | 2.6863 | 3.4325 | 1.7499 | 1.4935 | 1.8995 | 0.9584 |
Largest Winning Trade | 267946 | 267946 | 53512 | 8289826 | 8289826 | 1196030 |
Largest Losing Trade | -21131 | -19535 | -21131 | -2198133 | -2198133 | -1085714 |
Avg Bars in Trades | 85 | 89 | 82 | 85 | 89 | 82 |
Avg Bars in Winners | 113 | 113 | 113 | 113 | 113 | 113 |
Avg Bars in Losers | 61 | 63 | 59 | 61 | 63 | 59 |
Bars Traded | 14761 | 7673 | 7088 | 14761 | 7673 | 7088 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110745 | -150368 | -306146 | 283603 | 416674 | -583815 |
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14997, "evaluation_days": 2499.5, "actual_first_datapoint_time": 1542340800000, "first_datapoint_time": 1543564800000, "last_datapoint_time": 1758355200000, "evaluation_time": 1758356968477, "expiration_time": 1764833904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 86, "offset": 0, "scalar": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 62, "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": [ [ 829477.8240622882, 727968.3211972514, 101509.5028650369, 8276278.022389468, 11897819.674454996, -3621541.6520655253 ], [ 829.477824, 727.968321, 101.509503, 8276.278022, 11897.819674, -3621.541652 ], [ 0.331858, 0.291246, 0.040612, 0.177312, 0.191714, 0 ], [ 731.766891, 731.766891, 731.766891, 731.766891, 731.766891, 731.766891 ], [ -79611, -65766, -86618, -5270936, -3456213, -6212669 ], [ 2.391083, 3.595938, 1.321379, 1.329415, 1.989914, 0.723655 ], [ 172, 86, 86, 172, 86, 86 ], [ 81, 44, 37, 81, 44, 37 ], [ 91, 42, 49, 91, 42, 49 ], [ 47.093023, 51.162791, 43.023256, 47.093023, 51.162791, 43.023256 ], [ 2.686279, 3.432487, 1.749934, 1.49354, 1.899464, 0.958354 ], [ 267946, 267946, 53512, 8289826, 8289826, 1196030 ], [ -21131, -19535, -21131, -2198133, -2198133, -1085714 ], [ 85, 89, 82, 85, 89, 82 ], [ 113, 113, 113, 113, 113, 113 ], [ 61, 63, 59, 61, 63, 59 ], [ 14761, 7673, 7088, 14761, 7673, 7088 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -110745, -150368, -306146, 283603, 416674, -583815 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14997, "evaluation_days": 2499.5, "actual_first_datapoint_time": 1542340800000, "first_datapoint_time": 1543564800000, "last_datapoint_time": 1758355200000, "evaluation_time": 1758356968477, "expiration_time": 1764833904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 86, "offset": 0, "scalar": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 62, "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) |
---|