Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1014448.0894 | 843305.7355 | 171142.3539 | 32345277.8221 | 27264709.102 | 5080568.7201 |
Total P&L (%) | 1014.4481 | 843.3057 | 171.1424 | 32345.2778 | 27264.7091 | 5080.5687 |
Avg Daily Profit (%) | 0.4057 | 0.3372 | 0.0684 | 0.2315 | 0.2247 | 0.158 |
Buy And Hold Return (%) | 760.7591 | 760.7591 | 760.7591 | 760.7591 | 760.7591 | 760.7591 |
Max Trade Drawdown | -90820 | -84902 | -43739 | -4184527 | -3035242 | -1252912 |
Profit Factor | 3.6086 | 4.3831 | 2.2258 | 4.0505 | 4.6823 | 2.5881 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 60.241 | 56.0976 | 64.2857 | 60.241 | 56.0976 | 64.2857 |
Ratio Avg Win / Avg Loss | 2.3817 | 3.4302 | 1.2365 | 2.6733 | 3.6644 | 1.4378 |
Largest Winning Trade | 356727 | 356727 | 55731 | 16980052 | 16980052 | 2460675 |
Largest Losing Trade | -42467 | -39926 | -42467 | -1607986 | -1607986 | -1252912 |
Avg Bars in Trades | 114 | 143 | 84 | 114 | 143 | 84 |
Avg Bars in Winners | 133 | 159 | 110 | 133 | 159 | 110 |
Avg Bars in Losers | 84 | 123 | 38 | 84 | 123 | 38 |
Bars Traded | 9469 | 5900 | 3569 | 9469 | 5900 | 3569 |
Profit Streak | 104.441 | 140.441 | 104.441 | 104.441 | 140.441 | 104.441 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44176 | -114070 | -261755 | 600884 | 619470 | 494797 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10003, "evaluation_days": 2500.75, "actual_first_datapoint_time": 1542607200000, "first_datapoint_time": 1547920800000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758688504985, "expiration_time": 1765153944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 116, "offset": 0, "std": 3.5538 } }, "second_band": { "type": "midprice", "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": [ [ 1014448.0894297718, 843305.735536357, 171142.3538934147, 32345277.822097108, 27264709.102032915, 5080568.720064192 ], [ 1014.448089, 843.305736, 171.142354, 32345.277822, 27264.709102, 5080.56872 ], [ 0.405658, 0.337221, 0.068436, 0.231484, 0.224658, 0.157977 ], [ 760.759106, 760.759106, 760.759106, 760.759106, 760.759106, 760.759106 ], [ -90820, -84902, -43739, -4184527, -3035242, -1252912 ], [ 3.608565, 4.383081, 2.225775, 4.050453, 4.682265, 2.588124 ], [ 83, 41, 42, 83, 41, 42 ], [ 50, 23, 27, 50, 23, 27 ], [ 33, 18, 15, 33, 18, 15 ], [ 60.240964, 56.097561, 64.285714, 60.240964, 56.097561, 64.285714 ], [ 2.381653, 3.430237, 1.236542, 2.673299, 3.664381, 1.437847 ], [ 356727, 356727, 55731, 16980052, 16980052, 2460675 ], [ -42467, -39926, -42467, -1607986, -1607986, -1252912 ], [ 114, 143, 84, 114, 143, 84 ], [ 133, 159, 110, 133, 159, 110 ], [ 84, 123, 38, 84, 123, 38 ], [ 9469, 5900, 3569, 9469, 5900, 3569 ], [ 104.44103, 140.44103, 104.44103, 104.44103, 140.44103, 104.44103 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -44176, -114070, -261755, 600884, 619470, 494797 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10003, "evaluation_days": 2500.75, "actual_first_datapoint_time": 1542607200000, "first_datapoint_time": 1547920800000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758688504985, "expiration_time": 1765153944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 116, "offset": 0, "std": 3.5538 } }, "second_band": { "type": "midprice", "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) |
---|