Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 942438.0702 | 822134.1773 | 120303.8929 | 13050450.9843 | 17121405.1889 | -4070954.2045 |
Total P&L (%) | 942.4381 | 822.1342 | 120.3039 | 13050.451 | 17121.4052 | -4070.9542 |
Avg Daily Profit (%) | 0.377 | 0.3289 | 0.0481 | 0.1954 | 0.2062 | 0 |
Buy And Hold Return (%) | 774.6373 | 774.6373 | 774.6373 | 774.6373 | 774.6373 | 774.6373 |
Max Trade Drawdown | -93075 | -46942 | -82995 | -7156954 | -3046092 | -9407680 |
Profit Factor | 3.025 | 4.9334 | 1.4692 | 1.4784 | 2.6575 | 0.7598 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 50 | 54.1667 | 45.8333 | 50 | 54.1667 | 45.8333 |
Ratio Avg Win / Avg Loss | 3.025 | 4.1744 | 1.7364 | 1.4784 | 2.2487 | 0.898 |
Largest Winning Trade | 340814 | 340814 | 46684 | 11618119 | 11618119 | 2438563 |
Largest Losing Trade | -53158 | -23984 | -53158 | -4765010 | -1228605 | -4765010 |
Avg Bars in Trades | 100 | 103 | 97 | 100 | 103 | 97 |
Avg Bars in Winners | 136 | 130 | 144 | 136 | 130 | 144 |
Avg Bars in Losers | 64 | 71 | 57 | 64 | 71 | 57 |
Bars Traded | 9655 | 4967 | 4688 | 9655 | 4967 | 4688 |
Profit Streak | 90.9363 | 90.9363 | 179.1863 | 90.9363 | 90.9363 | 179.1863 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81440 | -128629 | -292340 | 388390 | 516496 | -580925 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541937600000, "first_datapoint_time": 1545242400000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757953695653, "expiration_time": 1764417600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 33, "offset": 0, "std": 2.82201 } } }
{ "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": [ [ 942438.0701813634, 822134.1772568561, 120303.8929245075, 13050450.984339345, 17121405.18888163, -4070954.204542281 ], [ 942.43807, 822.134177, 120.303893, 13050.450984, 17121.405189, -4070.954205 ], [ 0.376975, 0.328854, 0.048122, 0.195352, 0.206162, 0 ], [ 774.637345, 774.637345, 774.637345, 774.637345, 774.637345, 774.637345 ], [ -93075, -46942, -82995, -7156954, -3046092, -9407680 ], [ 3.025043, 4.933439, 1.469241, 1.478416, 2.657525, 0.759811 ], [ 96, 48, 48, 96, 48, 48 ], [ 48, 26, 22, 48, 26, 22 ], [ 48, 22, 26, 48, 22, 26 ], [ 50, 54.166667, 45.833333, 50, 54.166667, 45.833333 ], [ 3.025043, 4.174448, 1.736375, 1.478416, 2.248675, 0.897959 ], [ 340814, 340814, 46684, 11618119, 11618119, 2438563 ], [ -53158, -23984, -53158, -4765010, -1228605, -4765010 ], [ 100, 103, 97, 100, 103, 97 ], [ 136, 130, 144, 136, 130, 144 ], [ 64, 71, 57, 64, 71, 57 ], [ 9655, 4967, 4688, 9655, 4967, 4688 ], [ 90.936292, 90.936292, 179.186292, 90.936292, 90.936292, 179.186292 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -81440, -128629, -292340, 388390, 516496, -580925 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541937600000, "first_datapoint_time": 1545242400000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757953695653, "expiration_time": 1764417600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 33, "offset": 0, "std": 2.82201 } } }
# | 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) |
---|