Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1102296.8306 | 900387.0114 | 201909.8192 | 56974139.4197 | 46592444.6076 | 10381694.8121 |
Total P&L (%) | 1102.2968 | 900.387 | 201.9098 | 56974.1394 | 46592.4446 | 10381.6948 |
Avg Daily Profit (%) | 0.4409 | 0.3601 | 0.0808 | 0.2542 | 0.2461 | 0.1862 |
Buy And Hold Return (%) | 748.0796 | 748.0796 | 748.0796 | 748.0796 | 748.0796 | 748.0796 |
Max Trade Drawdown | -52397 | -42067 | -47616 | -10714117 | -10171360 | -4464735 |
Profit Factor | 3.5631 | 5.421 | 1.8918 | 2.8506 | 3.5821 | 1.8148 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 54.2857 | 48.0769 | 60.3774 | 54.2857 | 48.0769 | 60.3774 |
Ratio Avg Win / Avg Loss | 3.0005 | 5.8547 | 1.2415 | 2.4005 | 3.8686 | 1.1909 |
Largest Winning Trade | 353855 | 353855 | 45816 | 26076417 | 26076417 | 6292158 |
Largest Losing Trade | -47616 | -29263 | -47616 | -10171360 | -10171360 | -3892454 |
Avg Bars in Trades | 92 | 96 | 88 | 92 | 96 | 88 |
Avg Bars in Winners | 116 | 126 | 109 | 116 | 126 | 109 |
Avg Bars in Losers | 63 | 68 | 57 | 63 | 68 | 57 |
Bars Traded | 9720 | 5007 | 4713 | 9720 | 5007 | 4713 |
Profit Streak | 155.5195 | 169.7695 | 155.5195 | 155.5195 | 169.7695 | 155.5195 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 21198 | -264761 | -426174 | 581746 | -164648 | -167494 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1546214400000, "last_datapoint_time": 1758088800000, "evaluation_time": 1758090481614, "expiration_time": 1764569448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 23, "offset": 0, "std": 3.80886 } } }
{ "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": [ [ 1102296.8306110236, 900387.0114253217, 201909.8191857021, 56974139.419716775, 46592444.60762849, 10381694.812088285 ], [ 1102.296831, 900.387011, 201.909819, 56974.13942, 46592.444608, 10381.694812 ], [ 0.440875, 0.360119, 0.080756, 0.254175, 0.246125, 0.186243 ], [ 748.079571, 748.079571, 748.079571, 748.079571, 748.079571, 748.079571 ], [ -52397, -42067, -47616, -10714117, -10171360, -4464735 ], [ 3.563124, 5.42104, 1.891826, 2.850606, 3.582066, 1.814755 ], [ 105, 52, 53, 105, 52, 53 ], [ 57, 25, 32, 57, 25, 32 ], [ 48, 27, 21, 48, 27, 21 ], [ 54.285714, 48.076923, 60.377358, 54.285714, 48.076923, 60.377358 ], [ 3.000525, 5.854723, 1.241511, 2.40051, 3.868631, 1.190933 ], [ 353855, 353855, 45816, 26076417, 26076417, 6292158 ], [ -47616, -29263, -47616, -10171360, -10171360, -3892454 ], [ 92, 96, 88, 92, 96, 88 ], [ 116, 126, 109, 116, 126, 109 ], [ 63, 68, 57, 63, 68, 57 ], [ 9720, 5007, 4713, 9720, 5007, 4713 ], [ 155.519463, 169.769463, 155.519463, 155.519463, 169.769463, 155.519463 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 21198, -264761, -426174, 581746, -164648, -167494 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1546214400000, "last_datapoint_time": 1758088800000, "evaluation_time": 1758090481614, "expiration_time": 1764569448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 23, "offset": 0, "std": 3.80886 } } }
# | 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) |
---|