Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1118603.7523 | 946542.039 | 172061.7132 | 25274743.154 | 30282901.6765 | -5008158.5225 |
Total P&L (%) | 1118.6038 | 946.542 | 172.0617 | 25274.7432 | 30282.9017 | -5008.1585 |
Avg Daily Profit (%) | 0.4474 | 0.3786 | 0.0688 | 0.2217 | 0.2289 | 0 |
Buy And Hold Return (%) | 768.9423 | 768.9423 | 768.9423 | 768.9423 | 768.9423 | 768.9423 |
Max Trade Drawdown | -110061 | -49385 | -82352 | -22734908 | -9348487 | -20783400 |
Profit Factor | 2.6482 | 3.8454 | 1.4972 | 1.3454 | 1.9017 | 0.8735 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Profitability (%) | 51.6432 | 48.1132 | 55.1402 | 51.6432 | 48.1132 | 55.1402 |
Ratio Avg Win / Avg Loss | 2.4797 | 4.147 | 1.2181 | 1.2598 | 2.0508 | 0.7106 |
Largest Winning Trade | 378279 | 378279 | 50859 | 17319276 | 17319276 | 4248943 |
Largest Losing Trade | -71763 | -23458 | -71763 | -18301788 | -4300811 | -18301788 |
Avg Bars in Trades | 45 | 44 | 47 | 45 | 44 | 47 |
Avg Bars in Winners | 58 | 57 | 58 | 58 | 57 | 58 |
Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
Bars Traded | 9730 | 4688 | 5042 | 9730 | 4688 | 5042 |
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 | -7774 | -78414 | -265131 | 356854 | 392029 | -580380 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541916000000, "first_datapoint_time": 1545976800000, "last_datapoint_time": 1757916000000, "evaluation_time": 1757927152376, "expiration_time": 1764396000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 189, "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": [ [ 1118603.7522803794, 946542.0390334624, 172061.7132469174, 25274743.15400945, 30282901.676493376, -5008158.522483937 ], [ 1118.603752, 946.542039, 172.061713, 25274.743154, 30282.901676, -5008.158522 ], [ 0.447442, 0.378617, 0.068825, 0.221699, 0.22892, 0 ], [ 768.94228, 768.94228, 768.94228, 768.94228, 768.94228, 768.94228 ], [ -110061, -49385, -82352, -22734908, -9348487, -20783400 ], [ 2.648191, 3.845406, 1.497246, 1.345436, 1.901663, 0.873474 ], [ 213, 106, 107, 213, 106, 107 ], [ 110, 51, 59, 110, 51, 59 ], [ 103, 55, 48, 103, 55, 48 ], [ 51.643192, 48.113208, 55.140187, 51.643192, 48.113208, 55.140187 ], [ 2.47967, 4.147007, 1.218098, 1.259817, 2.050813, 0.710623 ], [ 378279, 378279, 50859, 17319276, 17319276, 4248943 ], [ -71763, -23458, -71763, -18301788, -4300811, -18301788 ], [ 45, 44, 47, 45, 44, 47 ], [ 58, 57, 58, 58, 57, 58 ], [ 32, 32, 32, 32, 32, 32 ], [ 9730, 4688, 5042, 9730, 4688, 5042 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -7774, -78414, -265131, 356854, 392029, -580380 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541916000000, "first_datapoint_time": 1545976800000, "last_datapoint_time": 1757916000000, "evaluation_time": 1757927152376, "expiration_time": 1764396000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 189, "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) |
---|