Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752219.046 | 652482.6278 | 99736.4182 | 6412806.897 | 6324387.8867 | 88419.0103 |
Total P&L (%) | 752.219 | 652.4826 | 99.7364 | 6412.8069 | 6324.3879 | 88.419 |
Avg Daily Profit (%) | 0.3009 | 0.261 | 0.0399 | 0.1672 | 0.1666 | 0.0253 |
Buy And Hold Return (%) | 778.3313 | 778.3313 | 778.3313 | 778.3313 | 778.3313 | 778.3313 |
Max Trade Drawdown | -95804 | -72851 | -87777 | -2458941 | -1733473 | -2980420 |
Profit Factor | 2.3897 | 3.2086 | 1.4056 | 1.6711 | 2.436 | 1.0172 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 66.6667 | 67.2414 | 66.1017 | 66.6667 | 67.2414 | 66.1017 |
Ratio Avg Win / Avg Loss | 1.1948 | 1.5632 | 0.7208 | 0.8356 | 1.1868 | 0.5216 |
Largest Winning Trade | 175378 | 175378 | 40215 | 1849719 | 1849719 | 933285 |
Largest Losing Trade | -51368 | -51368 | -38224 | -1308762 | -1063561 | -1308762 |
Avg Bars in Trades | 79 | 135 | 23 | 79 | 135 | 23 |
Avg Bars in Winners | 55 | 81 | 29 | 55 | 81 | 29 |
Avg Bars in Losers | 126 | 248 | 11 | 126 | 248 | 11 |
Bars Traded | 9275 | 7887 | 1388 | 9275 | 7887 | 1388 |
Profit Streak | 66.8442 | 125.3442 | 66.8442 | 66.8442 | 125.3442 | 66.8442 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149529 | -327555 | -479672 | 433877 | -165185 | -701451 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1547294400000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758550539681, "expiration_time": 1765022400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 22, "offset": 0, "std": 4.81648 } }, "second_band": { "type": "swma", "factors": { "length": 221, "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": [ [ 752219.0459871433, 652482.6278140892, 99736.4181730533, 6412806.89697522, 6324387.886689387, 88419.0102858329 ], [ 752.219046, 652.482628, 99.736418, 6412.806897, 6324.387887, 88.41901 ], [ 0.300888, 0.260993, 0.039895, 0.167194, 0.166646, 0.025343 ], [ 778.331331, 778.331331, 778.331331, 778.331331, 778.331331, 778.331331 ], [ -95804, -72851, -87777, -2458941, -1733473, -2980420 ], [ 2.389664, 3.208616, 1.405648, 1.671105, 2.435971, 1.017164 ], [ 117, 58, 59, 117, 58, 59 ], [ 78, 39, 39, 78, 39, 39 ], [ 39, 19, 20, 39, 19, 20 ], [ 66.666667, 67.241379, 66.101695, 66.666667, 67.241379, 66.101695 ], [ 1.194832, 1.563172, 0.720845, 0.835552, 1.186755, 0.521623 ], [ 175378, 175378, 40215, 1849719, 1849719, 933285 ], [ -51368, -51368, -38224, -1308762, -1063561, -1308762 ], [ 79, 135, 23, 79, 135, 23 ], [ 55, 81, 29, 55, 81, 29 ], [ 126, 248, 11, 126, 248, 11 ], [ 9275, 7887, 1388, 9275, 7887, 1388 ], [ 66.844209, 125.344209, 66.844209, 66.844209, 125.344209, 66.844209 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -149529, -327555, -479672, 433877, -165185, -701451 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1547294400000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758550539681, "expiration_time": 1765022400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 22, "offset": 0, "std": 4.81648 } }, "second_band": { "type": "swma", "factors": { "length": 221, "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) |
---|