Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1021613.2306 | 854876.5123 | 166736.7183 | 27195469.2956 | 35996910.2123 | -8801440.9167 |
Total P&L (%) | 1021.6132 | 854.8765 | 166.7367 | 27195.4693 | 35996.9102 | -8801.4409 |
Avg Daily Profit (%) | 0.4088 | 0.342 | 0.0667 | 0.2247 | 0.2359 | 0 |
Buy And Hold Return (%) | 747.7748 | 747.7748 | 747.7748 | 747.7748 | 747.7748 | 747.7748 |
Max Trade Drawdown | -79900 | -40805 | -73228 | -23041458 | -10539602 | -17225048 |
Profit Factor | 3.8585 | 7.193 | 1.7601 | 1.6495 | 3.2722 | 0.6618 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 60.2941 | 55.8824 | 64.7059 | 60.2941 | 55.8824 | 64.7059 |
Ratio Avg Win / Avg Loss | 2.5409 | 5.6787 | 0.9601 | 1.0863 | 2.5833 | 0.361 |
Largest Winning Trade | 370660 | 370660 | 47256 | 30085942 | 30085942 | 4057274 |
Largest Losing Trade | -58392 | -26399 | -58392 | -12354809 | -6359390 | -12354809 |
Avg Bars in Trades | 205 | 224 | 185 | 205 | 224 | 185 |
Avg Bars in Winners | 231 | 242 | 221 | 231 | 242 | 221 |
Avg Bars in Losers | 164 | 202 | 118 | 164 | 202 | 118 |
Bars Traded | 13947 | 7644 | 6303 | 13947 | 7644 | 6303 |
Profit Streak | 157.5872 | 158.5872 | 157.5872 | 157.5872 | 158.5872 | 157.5872 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145821 | -101340 | -266220 | -100492 | 601127 | -577924 |
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1541822400000, "first_datapoint_time": 1545364800000, "last_datapoint_time": 1757836800000, "evaluation_time": 1757844332682, "expiration_time": 1764315072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 246, "offset": 58, "scalar": 5 } } }
{ "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": [ [ 1021613.2306387981, 854876.5123279548, 166736.7183108434, 27195469.295572832, 35996910.21231278, -8801440.916739939 ], [ 1021.613231, 854.876512, 166.736718, 27195.469296, 35996.910212, -8801.440917 ], [ 0.408755, 0.342042, 0.066713, 0.224684, 0.235893, 0 ], [ 747.77479, 747.77479, 747.77479, 747.77479, 747.77479, 747.77479 ], [ -79900, -40805, -73228, -23041458, -10539602, -17225048 ], [ 3.858466, 7.192983, 1.760107, 1.649523, 3.272191, 0.661841 ], [ 68, 34, 34, 68, 34, 34 ], [ 41, 19, 22, 41, 19, 22 ], [ 27, 15, 12, 27, 15, 12 ], [ 60.294118, 55.882353, 64.705882, 60.294118, 55.882353, 64.705882 ], [ 2.540941, 5.678671, 0.960058, 1.086272, 2.583309, 0.361004 ], [ 370660, 370660, 47256, 30085942, 30085942, 4057274 ], [ -58392, -26399, -58392, -12354809, -6359390, -12354809 ], [ 205, 224, 185, 205, 224, 185 ], [ 231, 242, 221, 231, 242, 221 ], [ 164, 202, 118, 164, 202, 118 ], [ 13947, 7644, 6303, 13947, 7644, 6303 ], [ 157.587184, 158.587184, 157.587184, 157.587184, 158.587184, 157.587184 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -145821, -101340, -266220, -100492, 601127, -577924 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1541822400000, "first_datapoint_time": 1545364800000, "last_datapoint_time": 1757836800000, "evaluation_time": 1757844332682, "expiration_time": 1764315072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 246, "offset": 58, "scalar": 5 } } }
# | 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) |
---|