Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1100586.7109 | 919222.6229 | 181364.0879 | 37430206.0879 | 47148652.0451 | -9718445.9572 |
Total P&L (%) | 1100.5867 | 919.2226 | 181.3641 | 37430.2061 | 47148.652 | -9718.446 |
Avg Daily Profit (%) | 0.4404 | 0.3678 | 0.0726 | 0.2375 | 0.2467 | 0 |
Buy And Hold Return (%) | 660.3985 | 660.3985 | 660.3985 | 660.3985 | 660.3985 | 660.3985 |
Max Trade Drawdown | -81930 | -52673 | -78931 | -15693902 | -7009446 | -26942914 |
Profit Factor | 3.4872 | 5.2141 | 1.8083 | 1.6772 | 3.3047 | 0.7208 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 49.4118 | 48.8372 | 50 | 49.4118 | 48.8372 | 50 |
Ratio Avg Win / Avg Loss | 3.5702 | 5.4624 | 1.8083 | 1.7171 | 3.462 | 0.7208 |
Largest Winning Trade | 330427 | 330427 | 48372 | 26082175 | 26082175 | 4078012 |
Largest Losing Trade | -69376 | -35311 | -69376 | -14869915 | -4554816 | -14869915 |
Avg Bars in Trades | 170 | 190 | 150 | 170 | 190 | 150 |
Avg Bars in Winners | 227 | 237 | 218 | 227 | 237 | 218 |
Avg Bars in Losers | 114 | 144 | 82 | 114 | 144 | 82 |
Bars Traded | 14482 | 8174 | 6308 | 14482 | 8174 | 6308 |
Profit Streak | 156.3721 | 158.2055 | 156.3721 | 156.3721 | 158.2055 | 156.3721 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324053 | -25859 | -257774 | 463904 | 551465 | -580158 |
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14995, "evaluation_days": 2499.17, "actual_first_datapoint_time": 1541304000000, "first_datapoint_time": 1543492800000, "last_datapoint_time": 1757304000000, "evaluation_time": 1757307350899, "expiration_time": 1763781840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 116, "offset": 0, "a": 0.70749 } }, "second_band": { "type": "sma", "factors": { "length": 152, "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": [ [ 1100586.710866854, 919222.6229486986, 181364.0879181552, 37430206.08788682, 47148652.045054704, -9718445.957167886 ], [ 1100.586711, 919.222623, 181.364088, 37430.206088, 47148.652045, -9718.445957 ], [ 0.440381, 0.367811, 0.07257, 0.23747, 0.246706, 0 ], [ 660.398499, 660.398499, 660.398499, 660.398499, 660.398499, 660.398499 ], [ -81930, -52673, -78931, -15693902, -7009446, -26942914 ], [ 3.487151, 5.214113, 1.808292, 1.677204, 3.304669, 0.720845 ], [ 85, 43, 42, 85, 43, 42 ], [ 42, 21, 21, 42, 21, 21 ], [ 43, 22, 21, 43, 22, 21 ], [ 49.411765, 48.837209, 50, 49.411765, 48.837209, 50 ], [ 3.570179, 5.462404, 1.808292, 1.717138, 3.462034, 0.720845 ], [ 330427, 330427, 48372, 26082175, 26082175, 4078012 ], [ -69376, -35311, -69376, -14869915, -4554816, -14869915 ], [ 170, 190, 150, 170, 190, 150 ], [ 227, 237, 218, 227, 237, 218 ], [ 114, 144, 82, 114, 144, 82 ], [ 14482, 8174, 6308, 14482, 8174, 6308 ], [ 156.372117, 158.20545, 156.372117, 156.372117, 158.20545, 156.372117 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 324053, -25859, -257774, 463904, 551465, -580158 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14995, "evaluation_days": 2499.17, "actual_first_datapoint_time": 1541304000000, "first_datapoint_time": 1543492800000, "last_datapoint_time": 1757304000000, "evaluation_time": 1757307350899, "expiration_time": 1763781840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 116, "offset": 0, "a": 0.70749 } }, "second_band": { "type": "sma", "factors": { "length": 152, "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) |
---|