Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 988193.728 | 867373.2485 | 120820.4795 | 8812022.1948 | 23973781.6759 | -15161759.4811 |
Total P&L (%) | 988.1937 | 867.3732 | 120.8205 | 8812.0222 | 23973.7817 | -15161.7595 |
Avg Daily Profit (%) | 0.3953 | 0.3469 | 0.0483 | 0.1798 | 0.2196 | 0 |
Buy And Hold Return (%) | 896.2249 | 896.2249 | 896.2249 | 896.2249 | 896.2249 | 896.2249 |
Max Trade Drawdown | -106387 | -60505 | -128242 | -20623963 | -8618525 | -26345443 |
Profit Factor | 2.9437 | 4.6822 | 1.4428 | 1.1674 | 2.2319 | 0.5432 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 51.087 | 50 | 52.1739 | 51.087 | 50 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.8185 | 4.6822 | 1.3226 | 1.1177 | 2.2319 | 0.4979 |
Largest Winning Trade | 415251 | 415251 | 48892 | 18641217 | 18641217 | 3394869 |
Largest Losing Trade | -70543 | -28279 | -70543 | -17594017 | -4384466 | -17594017 |
Avg Bars in Trades | 106 | 112 | 100 | 106 | 112 | 100 |
Avg Bars in Winners | 135 | 140 | 129 | 135 | 140 | 129 |
Avg Bars in Losers | 77 | 84 | 69 | 77 | 84 | 69 |
Bars Traded | 9827 | 5186 | 4641 | 9827 | 5186 | 4641 |
Profit Streak | 0 | 161.9406 | 0 | 0 | 161.9406 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118137 | -147882 | -292834 | -28167 | 485721 | -580422 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542002400000, "first_datapoint_time": 1544637600000, "last_datapoint_time": 1758002400000, "evaluation_time": 1758018863849, "expiration_time": 1764482400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 123, "offset": 0, "std": 4.83861 } }, "second_band": { "type": "rma", "factors": { "length": 66, "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": [ [ 988193.7280187143, 867373.2485028999, 120820.4795158139, 8812022.194815071, 23973781.675878137, -15161759.481063059 ], [ 988.193728, 867.373249, 120.82048, 8812.022195, 23973.781676, -15161.759481 ], [ 0.395277, 0.346949, 0.048328, 0.179761, 0.219589, 0 ], [ 896.224929, 896.224929, 896.224929, 896.224929, 896.224929, 896.224929 ], [ -106387, -60505, -128242, -20623963, -8618525, -26345443 ], [ 2.943736, 4.682179, 1.442826, 1.167372, 2.231898, 0.543162 ], [ 92, 46, 46, 92, 46, 46 ], [ 47, 23, 24, 47, 23, 24 ], [ 45, 23, 22, 45, 23, 22 ], [ 51.086957, 50, 52.173913, 51.086957, 50, 52.173913 ], [ 2.818471, 4.682179, 1.322591, 1.117697, 2.231898, 0.497898 ], [ 415251, 415251, 48892, 18641217, 18641217, 3394869 ], [ -70543, -28279, -70543, -17594017, -4384466, -17594017 ], [ 106, 112, 100, 106, 112, 100 ], [ 135, 140, 129, 135, 140, 129 ], [ 77, 84, 69, 77, 84, 69 ], [ 9827, 5186, 4641, 9827, 5186, 4641 ], [ 0, 161.940554, 0, 0, 161.940554, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -118137, -147882, -292834, -28167, 485721, -580422 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542002400000, "first_datapoint_time": 1544637600000, "last_datapoint_time": 1758002400000, "evaluation_time": 1758018863849, "expiration_time": 1764482400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 123, "offset": 0, "std": 4.83861 } }, "second_band": { "type": "rma", "factors": { "length": 66, "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) |
---|