Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1084576.0113 | 874606.0824 | 209969.9288 | 54299684.524 | 65285795.608 | -10986111.084 |
Total P&L (%) | 1084.576 | 874.6061 | 209.9699 | 54299.6845 | 65285.7956 | -10986.1111 |
Avg Daily Profit (%) | 0.4338 | 0.3498 | 0.084 | 0.2523 | 0.2596 | 0 |
Buy And Hold Return (%) | 728.4736 | 728.4736 | 728.4736 | 728.4736 | 728.4736 | 728.4736 |
Max Trade Drawdown | -73700 | -38352 | -81340 | -23288692 | -6567798 | -37317585 |
Profit Factor | 3.7855 | 6.6912 | 1.8909 | 1.8549 | 4.9074 | 0.7653 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 62.6374 | 57.7778 | 67.3913 | 62.6374 | 57.7778 | 67.3913 |
Ratio Avg Win / Avg Loss | 2.258 | 4.8897 | 0.9149 | 1.1064 | 3.5862 | 0.3703 |
Largest Winning Trade | 349850 | 349850 | 46598 | 38723325 | 38723325 | 6123762 |
Largest Losing Trade | -64327 | -17358 | -64327 | -21087444 | -4366549 | -21087444 |
Avg Bars in Trades | 106 | 110 | 103 | 106 | 110 | 103 |
Avg Bars in Winners | 118 | 123 | 114 | 118 | 123 | 114 |
Avg Bars in Losers | 86 | 92 | 79 | 86 | 92 | 79 |
Bars Traded | 9701 | 4960 | 4741 | 9701 | 4960 | 4741 |
Profit Streak | 151.0617 | 164.3117 | 151.0617 | 151.0617 | 164.3117 | 151.0617 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 244260 | -83481 | -242507 | 519638 | 659339 | -577486 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1541916000000, "first_datapoint_time": 1546408800000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757942931432, "expiration_time": 1764418248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 37, "offset": 0, "std": 1.04086 } } }
{ "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": [ [ 1084576.0112532477, 874606.082446739, 209969.9288065084, 54299684.52398699, 65285795.608003095, -10986111.084016113 ], [ 1084.576011, 874.606082, 209.969929, 54299.684524, 65285.795608, -10986.111084 ], [ 0.433787, 0.349807, 0.08398, 0.25225, 0.259626, 0 ], [ 728.473603, 728.473603, 728.473603, 728.473603, 728.473603, 728.473603 ], [ -73700, -38352, -81340, -23288692, -6567798, -37317585 ], [ 3.785463, 6.691209, 1.89086, 1.854881, 4.907379, 0.765299 ], [ 91, 45, 46, 91, 45, 46 ], [ 57, 26, 31, 57, 26, 31 ], [ 34, 19, 15, 34, 19, 15 ], [ 62.637363, 57.777778, 67.391304, 62.637363, 57.777778, 67.391304 ], [ 2.257995, 4.88973, 0.914932, 1.10642, 3.586161, 0.370306 ], [ 349850, 349850, 46598, 38723325, 38723325, 6123762 ], [ -64327, -17358, -64327, -21087444, -4366549, -21087444 ], [ 106, 110, 103, 106, 110, 103 ], [ 118, 123, 114, 118, 123, 114 ], [ 86, 92, 79, 86, 92, 79 ], [ 9701, 4960, 4741, 9701, 4960, 4741 ], [ 151.061706, 164.311706, 151.061706, 151.061706, 164.311706, 151.061706 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 244260, -83481, -242507, 519638, 659339, -577486 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1541916000000, "first_datapoint_time": 1546408800000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757942931432, "expiration_time": 1764418248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 37, "offset": 0, "std": 1.04086 } } }
# | 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) |
---|