Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829352.2796 | 771804.6126 | 57547.6669 | 3347685.278 | 7300899.3313 | -3953214.0532 |
Total P&L (%) | 829.3523 | 771.8046 | 57.5477 | 3347.6853 | 7300.8993 | -3953.2141 |
Avg Daily Profit (%) | 0.3317 | 0.3087 | 0.023 | 0.1417 | 0.1723 | 0 |
Buy And Hold Return (%) | 831.3419 | 831.3419 | 831.3419 | 831.3419 | 831.3419 | 831.3419 |
Max Trade Drawdown | -110446 | -52794 | -100770 | -5772872 | -1730170 | -6038433 |
Profit Factor | 2.6121 | 4.6088 | 1.1915 | 1.2567 | 2.531 | 0.522 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 56.6265 | 53.6585 | 59.5238 | 56.6265 | 53.6585 | 59.5238 |
Ratio Avg Win / Avg Loss | 2.0008 | 3.9803 | 0.8102 | 0.9626 | 2.1859 | 0.355 |
Largest Winning Trade | 321387 | 321387 | 57815 | 5885733 | 5885733 | 849112 |
Largest Losing Trade | -53170 | -27122 | -53170 | -3796135 | -1006589 | -3796135 |
Avg Bars in Trades | 117 | 127 | 106 | 117 | 127 | 106 |
Avg Bars in Winners | 138 | 151 | 126 | 138 | 151 | 126 |
Avg Bars in Losers | 89 | 100 | 77 | 89 | 100 | 77 |
Bars Traded | 9721 | 5242 | 4479 | 9721 | 5242 | 4479 |
Profit Streak | 141.2881 | 162.0381 | 141.2881 | 141.2881 | 162.0381 | 141.2881 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150668 | -147439 | -337251 | -6540 | 521612 | -578538 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1542024000000, "first_datapoint_time": 1547337600000, "last_datapoint_time": 1758045600000, "evaluation_time": 1758048889439, "expiration_time": 1764526248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 247, "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": [ [ 829352.2795606677, 771804.6126183515, 57547.666942316, 3347685.2780350535, 7300899.331268577, -3953214.053233522 ], [ 829.35228, 771.804613, 57.547667, 3347.685278, 7300.899331, -3953.214053 ], [ 0.331708, 0.308691, 0.023017, 0.141698, 0.172299, 0 ], [ 831.341912, 831.341912, 831.341912, 831.341912, 831.341912, 831.341912 ], [ -110446, -52794, -100770, -5772872, -1730170, -6038433 ], [ 2.612104, 4.608773, 1.191453, 1.256742, 2.531014, 0.522008 ], [ 83, 41, 42, 83, 41, 42 ], [ 47, 22, 25, 47, 22, 25 ], [ 36, 19, 17, 36, 19, 17 ], [ 56.626506, 53.658537, 59.52381, 56.626506, 53.658537, 59.52381 ], [ 2.000761, 3.980304, 0.810188, 0.962611, 2.185876, 0.354965 ], [ 321387, 321387, 57815, 5885733, 5885733, 849112 ], [ -53170, -27122, -53170, -3796135, -1006589, -3796135 ], [ 117, 127, 106, 117, 127, 106 ], [ 138, 151, 126, 138, 151, 126 ], [ 89, 100, 77, 89, 100, 77 ], [ 9721, 5242, 4479, 9721, 5242, 4479 ], [ 141.288072, 162.038072, 141.288072, 141.288072, 162.038072, 141.288072 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150668, -147439, -337251, -6540, 521612, -578538 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1542024000000, "first_datapoint_time": 1547337600000, "last_datapoint_time": 1758045600000, "evaluation_time": 1758048889439, "expiration_time": 1764526248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 247, "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) |
---|