Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1034114.9821 | 903385.1187 | 130729.8634 | 14542128.9312 | 22683254.6098 | -8141125.6786 |
Total P&L (%) | 1034.115 | 903.3851 | 130.7299 | 14542.1289 | 22683.2546 | -8141.1257 |
Avg Daily Profit (%) | 0.4138 | 0.3615 | 0.0523 | 0.1997 | 0.2175 | 0 |
Buy And Hold Return (%) | 746.2272 | 746.2272 | 746.2272 | 746.2272 | 746.2272 | 746.2272 |
Max Trade Drawdown | -118710 | -65113 | -74153 | -27104863 | -14065010 | -14752035 |
Profit Factor | 2.5444 | 3.2533 | 1.4866 | 1.283 | 1.7828 | 0.6366 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 45.5285 | 44.2623 | 46.7742 | 45.5285 | 44.2623 | 46.7742 |
Ratio Avg Win / Avg Loss | 3.0442 | 4.0967 | 1.6917 | 1.5351 | 2.2451 | 0.7244 |
Largest Winning Trade | 292681 | 292681 | 57414 | 22615613 | 22615613 | 3555780 |
Largest Losing Trade | -39926 | -39926 | -36279 | -10624472 | -7011834 | -10624472 |
Avg Bars in Trades | 120 | 132 | 108 | 120 | 132 | 108 |
Avg Bars in Winners | 160 | 171 | 150 | 160 | 171 | 150 |
Avg Bars in Losers | 86 | 101 | 72 | 86 | 101 | 72 |
Bars Traded | 14805 | 8055 | 6749 | 14805 | 8055 | 6749 |
Profit Streak | 79.744 | 80.4106 | 79.744 | 79.744 | 80.4106 | 79.744 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31487 | -247973 | -441380 | 312375 | -151785 | -735654 |
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14995, "evaluation_days": 2499.17, "actual_first_datapoint_time": 1541620800000, "first_datapoint_time": 1543910400000, "last_datapoint_time": 1757620800000, "evaluation_time": 1757627479995, "expiration_time": 1764098640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 211, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 159, "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": [ [ 1034114.9821040002, 903385.1186956257, 130729.8634083741, 14542128.931204915, 22683254.60984599, -8141125.67864107 ], [ 1034.114982, 903.385119, 130.729863, 14542.128931, 22683.25461, -8141.125679 ], [ 0.413783, 0.361474, 0.052309, 0.199725, 0.217453, 0 ], [ 746.227236, 746.227236, 746.227236, 746.227236, 746.227236, 746.227236 ], [ -118710, -65113, -74153, -27104863, -14065010, -14752035 ], [ 2.544426, 3.253258, 1.486609, 1.283032, 1.782848, 0.63663 ], [ 123, 61, 62, 123, 61, 62 ], [ 56, 27, 29, 56, 27, 29 ], [ 67, 34, 33, 67, 34, 33 ], [ 45.528455, 44.262295, 46.774194, 45.528455, 44.262295, 46.774194 ], [ 3.044224, 4.096695, 1.691658, 1.535056, 2.245068, 0.724441 ], [ 292681, 292681, 57414, 22615613, 22615613, 3555780 ], [ -39926, -39926, -36279, -10624472, -7011834, -10624472 ], [ 120, 132, 108, 120, 132, 108 ], [ 160, 171, 150, 160, 171, 150 ], [ 86, 101, 72, 86, 101, 72 ], [ 14805, 8055, 6749, 14805, 8055, 6749 ], [ 79.743981, 80.410648, 79.743981, 79.743981, 80.410648, 79.743981 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -31487, -247973, -441380, 312375, -151785, -735654 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14995, "evaluation_days": 2499.17, "actual_first_datapoint_time": 1541620800000, "first_datapoint_time": 1543910400000, "last_datapoint_time": 1757620800000, "evaluation_time": 1757627479995, "expiration_time": 1764098640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 211, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 159, "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) |
---|