Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 942606.9454 | 798840.9193 | 143766.0261 | 10680413.2985 | 14715867.2877 | -4035453.9892 |
Total P&L (%) | 942.6069 | 798.8409 | 143.766 | 10680.4133 | 14715.8673 | -4035.454 |
Avg Daily Profit (%) | 0.377 | 0.3195 | 0.0575 | 0.1874 | 0.2001 | 0 |
Buy And Hold Return (%) | 707.8738 | 707.8738 | 707.8738 | 707.8738 | 707.8738 | 707.8738 |
Max Trade Drawdown | -103059 | -77403 | -67482 | -9661675 | -2732755 | -6928920 |
Profit Factor | 3.0368 | 5.0389 | 1.5425 | 1.86 | 5.6735 | 0.5647 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 70.3704 | 65 | 75.6098 | 70.3704 | 65 | 75.6098 |
Ratio Avg Win / Avg Loss | 1.2787 | 2.7133 | 0.4976 | 0.7831 | 3.055 | 0.1822 |
Largest Winning Trade | 336454 | 336454 | 44242 | 11922992 | 11922992 | 1326076 |
Largest Losing Trade | -67482 | -46680 | -67482 | -6659024 | -1165752 | -6659024 |
Avg Bars in Trades | 120 | 163 | 78 | 120 | 163 | 78 |
Avg Bars in Winners | 111 | 150 | 78 | 111 | 150 | 78 |
Avg Bars in Losers | 141 | 186 | 78 | 141 | 186 | 78 |
Bars Traded | 9732 | 6528 | 3204 | 9732 | 6528 | 3204 |
Profit Streak | 119.4571 | 119.4571 | 130.7071 | 119.4571 | 119.4571 | 130.7071 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60378 | -106377 | -277695 | -3325 | 679140 | -576462 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542348000000, "first_datapoint_time": 1546452000000, "last_datapoint_time": 1758348000000, "evaluation_time": 1758365892324, "expiration_time": 1764828000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 78, "offset": 0, "std": 1.49447 } }, "second_band": { "type": "kcl", "factors": { "length": 191, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 942606.9453607947, 798840.9192693429, 143766.0260914515, 10680413.298463702, 14715867.287711428, -4035453.98924773 ], [ 942.606945, 798.840919, 143.766026, 10680.413298, 14715.867288, -4035.453989 ], [ 0.377043, 0.319536, 0.057506, 0.187388, 0.200131, 0 ], [ 707.87376, 707.87376, 707.87376, 707.87376, 707.87376, 707.87376 ], [ -103059, -77403, -67482, -9661675, -2732755, -6928920 ], [ 3.036818, 5.038947, 1.542514, 1.859956, 5.673504, 0.56472 ], [ 81, 40, 41, 81, 40, 41 ], [ 57, 26, 31, 57, 26, 31 ], [ 24, 14, 10, 24, 14, 10 ], [ 70.37037, 65, 75.609756, 70.37037, 65, 75.609756 ], [ 1.27866, 2.713279, 0.497585, 0.78314, 3.054964, 0.182168 ], [ 336454, 336454, 44242, 11922992, 11922992, 1326076 ], [ -67482, -46680, -67482, -6659024, -1165752, -6659024 ], [ 120, 163, 78, 120, 163, 78 ], [ 111, 150, 78, 111, 150, 78 ], [ 141, 186, 78, 141, 186, 78 ], [ 9732, 6528, 3204, 9732, 6528, 3204 ], [ 119.457087, 119.457087, 130.707087, 119.457087, 119.457087, 130.707087 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -60378, -106377, -277695, -3325, 679140, -576462 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542348000000, "first_datapoint_time": 1546452000000, "last_datapoint_time": 1758348000000, "evaluation_time": 1758365892324, "expiration_time": 1764828000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 78, "offset": 0, "std": 1.49447 } }, "second_band": { "type": "kcl", "factors": { "length": 191, "offset": 0, "scalar": 2 } } }
# | 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) |
---|