Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 32156.2389 | 9045.5082 | 23110.7307 | 36004.0372 | 9627.0978 | 26376.9394 |
Total P&L (%) | 32.1562 | 9.0455 | 23.1107 | 36.004 | 9.6271 | 26.3769 |
Avg Daily Profit (%) | 0.6174 | 0.1737 | 0.4438 | 0.5922 | 0.1766 | 0.4505 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -7428 | -7493 | -5128 | -9581 | -10556 | -5988 |
Profit Factor | 1.7762 | 1.3663 | 2.381 | 1.7073 | 1.3128 | 2.3104 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 67.7778 | 68.8889 | 66.6667 | 67.7778 | 68.8889 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8444 | 0.617 | 1.1905 | 0.8117 | 0.5929 | 1.1552 |
Largest Winning Trade | 6253 | 3477 | 6253 | 7049 | 3877 | 7049 |
Largest Losing Trade | -4299 | -4299 | -4104 | -5831 | -5831 | -4863 |
Avg Bars in Trades | 270 | 261 | 279 | 270 | 261 | 279 |
Avg Bars in Winners | 209 | 163 | 256 | 209 | 163 | 256 |
Avg Bars in Losers | 399 | 478 | 325 | 399 | 478 | 325 |
Bars Traded | 24332 | 11753 | 12579 | 24332 | 11753 | 12579 |
Profit Streak | 7.0484 | 7.0484 | 9.4568 | 7.0484 | 7.0484 | 9.4568 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413006 | -157862 | 371068 | 402770 | -158441 | 417990 |
{ "trading_pair": "XRP_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547660000, "first_datapoint_time": 1754608680000, "last_datapoint_time": 1759047480000, "evaluation_time": 1759589505050, "expiration_time": 1765527480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 248, "offset": 92 } } }
{ "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": [ [ 32156.238943841, 9045.508198778, 23110.730745063, 36004.0371586459, 9627.0978072169, 26376.939351429 ], [ 32.156239, 9.045508, 23.110731, 36.004037, 9.627098, 26.376939 ], [ 0.617439, 0.173685, 0.443754, 0.592212, 0.176643, 0.45051 ], [ 10, 10, 10, 10, 10, 10 ], [ -7428, -7493, -5128, -9581, -10556, -5988 ], [ 1.776196, 1.366316, 2.380999, 1.707294, 1.312822, 2.310403 ], [ 90, 45, 45, 90, 45, 45 ], [ 61, 31, 30, 61, 31, 30 ], [ 29, 14, 15, 29, 14, 15 ], [ 67.777778, 68.888889, 66.666667, 67.777778, 68.888889, 66.666667 ], [ 0.844421, 0.617046, 1.1905, 0.811665, 0.592887, 1.155202 ], [ 6253, 3477, 6253, 7049, 3877, 7049 ], [ -4299, -4299, -4104, -5831, -5831, -4863 ], [ 270, 261, 279, 270, 261, 279 ], [ 209, 163, 256, 209, 163, 256 ], [ 399, 478, 325, 399, 478, 325 ], [ 24332, 11753, 12579, 24332, 11753, 12579 ], [ 7.048438, 7.048438, 9.456771, 7.048438, 7.048438, 9.456771 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 413006, -157862, 371068, 402770, -158441, 417990 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547660000, "first_datapoint_time": 1754608680000, "last_datapoint_time": 1759047480000, "evaluation_time": 1759589505050, "expiration_time": 1765527480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 248, "offset": 92 } } }
# | 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) |
---|