Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892855.2812 | 779563.8956 | 113291.3855 | 8729950.1945 | 11503308.1439 | -2773357.9494 |
Total P&L (%) | 892.8553 | 779.5639 | 113.2914 | 8729.9502 | 11503.3081 | -2773.3579 |
Avg Daily Profit (%) | 0.3571 | 0.3118 | 0.0453 | 0.1794 | 0.1903 | 0 |
Buy And Hold Return (%) | 713.169 | 713.169 | 713.169 | 713.169 | 713.169 | 713.169 |
Max Trade Drawdown | -122765 | -40509 | -98280 | -7463637 | -2182596 | -7843877 |
Profit Factor | 2.685 | 4.3614 | 1.3802 | 1.4676 | 2.6273 | 0.7609 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 46.0993 | 44.2857 | 47.8873 | 46.0993 | 44.2857 | 47.8873 |
Ratio Avg Win / Avg Loss | 3.1394 | 5.487 | 1.502 | 1.716 | 3.3054 | 0.8281 |
Largest Winning Trade | 375033 | 375033 | 46592 | 6296460 | 6296460 | 1219573 |
Largest Losing Trade | -61224 | -27481 | -61224 | -5567347 | -2010976 | -5567347 |
Avg Bars in Trades | 68 | 72 | 64 | 68 | 72 | 64 |
Avg Bars in Winners | 96 | 105 | 88 | 96 | 105 | 88 |
Avg Bars in Losers | 44 | 46 | 42 | 44 | 46 | 42 |
Bars Traded | 9695 | 5094 | 4601 | 9695 | 5094 | 4601 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74032 | -217173 | -384256 | 321736 | -83714 | -668557 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542456000000, "first_datapoint_time": 1547013600000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758475789238, "expiration_time": 1764936000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 33, "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": [ [ 892855.2811559696, 779563.8956273545, 113291.3855286153, 8729950.19446524, 11503308.143903036, -2773357.9494377933 ], [ 892.855281, 779.563896, 113.291386, 8729.950194, 11503.308144, -2773.357949 ], [ 0.357142, 0.311826, 0.045317, 0.17939, 0.190336, 0 ], [ 713.168973, 713.168973, 713.168973, 713.168973, 713.168973, 713.168973 ], [ -122765, -40509, -98280, -7463637, -2182596, -7843877 ], [ 2.68497, 4.361447, 1.380197, 1.467606, 2.62733, 0.76093 ], [ 141, 70, 71, 141, 70, 71 ], [ 65, 31, 34, 65, 31, 34 ], [ 76, 39, 37, 76, 39, 37 ], [ 46.099291, 44.285714, 47.887324, 46.099291, 44.285714, 47.887324 ], [ 3.13935, 5.486982, 1.501979, 1.715971, 3.305351, 0.828071 ], [ 375033, 375033, 46592, 6296460, 6296460, 1219573 ], [ -61224, -27481, -61224, -5567347, -2010976, -5567347 ], [ 68, 72, 64, 68, 72, 64 ], [ 96, 105, 88, 96, 105, 88 ], [ 44, 46, 42, 44, 46, 42 ], [ 9695, 5094, 4601, 9695, 5094, 4601 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -74032, -217173, -384256, 321736, -83714, -668557 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542456000000, "first_datapoint_time": 1547013600000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758475789238, "expiration_time": 1764936000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 33, "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) |
---|