Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1149486.282 | 958154.5907 | 191331.6912 | 35769814.8558 | 35336341.8883 | 433472.9675 |
Total P&L (%) | 1149.4863 | 958.1546 | 191.3317 | 35769.8149 | 35336.3419 | 433.473 |
Avg Daily Profit (%) | 0.4598 | 0.3833 | 0.0765 | 0.2356 | 0.2351 | 0.067 |
Buy And Hold Return (%) | 741.9047 | 741.9047 | 741.9047 | 741.9047 | 741.9047 | 741.9047 |
Max Trade Drawdown | -115435 | -46449 | -77415 | -22946529 | -7043852 | -19250991 |
Profit Factor | 2.7803 | 4.0134 | 1.5838 | 1.5453 | 2.1463 | 1.0125 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 107 | 48 | 59 | 107 | 48 | 59 |
Losing Trades | 105 | 58 | 47 | 105 | 58 | 47 |
Profitability (%) | 50.4717 | 45.283 | 55.6604 | 50.4717 | 45.283 | 55.6604 |
Ratio Avg Win / Avg Loss | 2.7283 | 4.8495 | 1.2617 | 1.5164 | 2.5934 | 0.8065 |
Largest Winning Trade | 378279 | 378279 | 50859 | 16396202 | 16396202 | 3986767 |
Largest Losing Trade | -71763 | -23458 | -71763 | -18284647 | -4355279 | -18284647 |
Avg Bars in Trades | 45 | 44 | 47 | 45 | 44 | 47 |
Avg Bars in Winners | 58 | 60 | 56 | 58 | 60 | 56 |
Avg Bars in Losers | 32 | 30 | 35 | 32 | 30 | 35 |
Bars Traded | 9689 | 4683 | 5006 | 9689 | 4683 | 5006 |
Profit Streak | 0 | 0 | 73.6734 | 0 | 0 | 73.6734 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 246312 | -60526 | -253701 | 439429 | 371298 | -476724 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541332800000, "first_datapoint_time": 1545415200000, "last_datapoint_time": 1757332800000, "evaluation_time": 1757347778362, "expiration_time": 1763812800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1149486.2819536359, 958154.5907250128, 191331.6912286233, 35769814.855814755, 35336341.888320155, 433472.9674945902 ], [ 1149.486282, 958.154591, 191.331691, 35769.814856, 35336.341888, 433.472967 ], [ 0.459795, 0.383262, 0.076533, 0.235576, 0.235089, 0.066992 ], [ 741.904708, 741.904708, 741.904708, 741.904708, 741.904708, 741.904708 ], [ -115435, -46449, -77415, -22946529, -7043852, -19250991 ], [ 2.780271, 4.013371, 1.58384, 1.545251, 2.146277, 1.012465 ], [ 212, 106, 106, 212, 106, 106 ], [ 107, 48, 59, 107, 48, 59 ], [ 105, 58, 47, 105, 58, 47 ], [ 50.471698, 45.283019, 55.660377, 50.471698, 45.283019, 55.660377 ], [ 2.728304, 4.84949, 1.261703, 1.516368, 2.593418, 0.80654 ], [ 378279, 378279, 50859, 16396202, 16396202, 3986767 ], [ -71763, -23458, -71763, -18284647, -4355279, -18284647 ], [ 45, 44, 47, 45, 44, 47 ], [ 58, 60, 56, 58, 60, 56 ], [ 32, 30, 35, 32, 30, 35 ], [ 9689, 4683, 5006, 9689, 4683, 5006 ], [ 0, 0, 73.673361, 0, 0, 73.673361 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 246312, -60526, -253701, 439429, 371298, -476724 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541332800000, "first_datapoint_time": 1545415200000, "last_datapoint_time": 1757332800000, "evaluation_time": 1757347778362, "expiration_time": 1763812800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|