Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1079370.6557 | 891823.793 | 187546.8626 | 40599242.6987 | 52664903.9671 | -12065661.2684 |
Total P&L (%) | 1079.3707 | 891.8238 | 187.5469 | 40599.2427 | 52664.904 | -12065.6613 |
Avg Daily Profit (%) | 0.4317 | 0.3567 | 0.075 | 0.2406 | 0.251 | 0 |
Buy And Hold Return (%) | 743.095 | 743.095 | 743.095 | 743.095 | 743.095 | 743.095 |
Max Trade Drawdown | -88988 | -43081 | -80586 | -33478532 | -17972856 | -29203607 |
Profit Factor | 3.2666 | 4.6108 | 1.8182 | 1.4175 | 2.0819 | 0.7516 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 53.5433 | 52.381 | 54.6875 | 53.5433 | 52.381 | 54.6875 |
Ratio Avg Win / Avg Loss | 2.8343 | 4.1916 | 1.5065 | 1.2299 | 1.8927 | 0.6227 |
Largest Winning Trade | 365211 | 365211 | 37282 | 49785077 | 49785077 | 5258751 |
Largest Losing Trade | -34410 | -28089 | -34410 | -15281669 | -15281669 | -13934391 |
Avg Bars in Trades | 76 | 91 | 61 | 76 | 91 | 61 |
Avg Bars in Winners | 91 | 111 | 72 | 91 | 111 | 72 |
Avg Bars in Losers | 59 | 70 | 47 | 59 | 70 | 47 |
Bars Traded | 9699 | 5795 | 3904 | 9699 | 5795 | 3904 |
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 | -7930 | -232994 | -393692 | 359381 | -133939 | -719350 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1542348000000, "first_datapoint_time": 1546624800000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758378233596, "expiration_time": 1764850248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 199, "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": [ [ 1079370.6556503496, 891823.7930158952, 187546.8626344544, 40599242.69868016, 52664903.96709881, -12065661.268418625 ], [ 1079.370656, 891.823793, 187.546863, 40599.242699, 52664.903967, -12065.661268 ], [ 0.431705, 0.356694, 0.075011, 0.240617, 0.251027, 0 ], [ 743.095049, 743.095049, 743.095049, 743.095049, 743.095049, 743.095049 ], [ -88988, -43081, -80586, -33478532, -17972856, -29203607 ], [ 3.266605, 4.610791, 1.818205, 1.417494, 2.08192, 0.75157 ], [ 127, 63, 64, 127, 63, 64 ], [ 68, 33, 35, 68, 33, 35 ], [ 59, 30, 29, 59, 30, 29 ], [ 53.543307, 52.380952, 54.6875, 53.543307, 52.380952, 54.6875 ], [ 2.83426, 4.191628, 1.506513, 1.229885, 1.892655, 0.62273 ], [ 365211, 365211, 37282, 49785077, 49785077, 5258751 ], [ -34410, -28089, -34410, -15281669, -15281669, -13934391 ], [ 76, 91, 61, 76, 91, 61 ], [ 91, 111, 72, 91, 111, 72 ], [ 59, 70, 47, 59, 70, 47 ], [ 9699, 5795, 3904, 9699, 5795, 3904 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -7930, -232994, -393692, 359381, -133939, -719350 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1542348000000, "first_datapoint_time": 1546624800000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758378233596, "expiration_time": 1764850248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 199, "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) |
---|