Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1160761.7065 | 1051308.9585 | 109452.748 | 7930395.6019 | 7642017.2501 | 288378.3518 |
Total P&L (%) | 1160.7617 | 1051.309 | 109.4527 | 7930.3956 | 7642.0173 | 288.3784 |
Avg Daily Profit (%) | 0.4643 | 0.4205 | 0.0438 | 0.1756 | 0.1741 | 0.0543 |
Buy And Hold Return (%) | 837.9397 | 837.9397 | 837.9397 | 837.9397 | 837.9397 | 837.9397 |
Max Trade Drawdown | -129253 | -103297 | -60720 | -3266323 | -2640985 | -2752204 |
Profit Factor | 3.5238 | 4.8552 | 1.5846 | 1.734 | 2.2625 | 1.0607 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 50.5263 | 51.0638 | 50 | 50.5263 | 51.0638 | 50 |
Ratio Avg Win / Avg Loss | 3.4504 | 4.6529 | 1.5846 | 1.6979 | 2.1683 | 1.0607 |
Largest Winning Trade | 530626 | 530626 | 62422 | 5955900 | 5955900 | 1255961 |
Largest Losing Trade | -49698 | -49698 | -33648 | -1749929 | -887096 | -1749929 |
Avg Bars in Trades | 95 | 124 | 68 | 95 | 124 | 68 |
Avg Bars in Winners | 128 | 155 | 101 | 128 | 155 | 101 |
Avg Bars in Losers | 62 | 90 | 35 | 62 | 90 | 35 |
Bars Traded | 9118 | 5828 | 3290 | 9118 | 5828 | 3290 |
Profit Streak | 104.2239 | 138.9739 | 104.2239 | 104.2239 | 138.9739 | 104.2239 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27631 | -68156 | -296625 | 446237 | 464864 | -439318 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542369600000, "first_datapoint_time": 1547424000000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758388945149, "expiration_time": 1764849600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 147, "offset": 0, "std": 3.51783 } }, "second_band": { "type": "midprice", "factors": { "length": 235, "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": [ [ 1160761.706527877, 1051308.9584964833, 109452.7480313938, 7930395.601875959, 7642017.250078009, 288378.3517979506 ], [ 1160.761707, 1051.308958, 109.452748, 7930.395602, 7642.01725, 288.378352 ], [ 0.464305, 0.420524, 0.043781, 0.175587, 0.174121, 0.054287 ], [ 837.939698, 837.939698, 837.939698, 837.939698, 837.939698, 837.939698 ], [ -129253, -103297, -60720, -3266323, -2640985, -2752204 ], [ 3.523846, 4.855248, 1.584614, 1.733987, 2.262523, 1.060691 ], [ 95, 47, 48, 95, 47, 48 ], [ 48, 24, 24, 48, 24, 24 ], [ 47, 23, 24, 47, 23, 24 ], [ 50.526316, 51.06383, 50, 50.526316, 51.06383, 50 ], [ 3.450433, 4.652946, 1.584614, 1.697862, 2.168251, 1.060691 ], [ 530626, 530626, 62422, 5955900, 5955900, 1255961 ], [ -49698, -49698, -33648, -1749929, -887096, -1749929 ], [ 95, 124, 68, 95, 124, 68 ], [ 128, 155, 101, 128, 155, 101 ], [ 62, 90, 35, 62, 90, 35 ], [ 9118, 5828, 3290, 9118, 5828, 3290 ], [ 104.223902, 138.973902, 104.223902, 104.223902, 138.973902, 104.223902 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -27631, -68156, -296625, 446237, 464864, -439318 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542369600000, "first_datapoint_time": 1547424000000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758388945149, "expiration_time": 1764849600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 147, "offset": 0, "std": 3.51783 } }, "second_band": { "type": "midprice", "factors": { "length": 235, "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) |
---|