Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 983358.3564 | 829426.2537 | 153932.1027 | 26932795.7082 | 29186856.3818 | -2254060.6736 |
Total P&L (%) | 983.3584 | 829.4263 | 153.9321 | 26932.7957 | 29186.8564 | -2254.0607 |
Avg Daily Profit (%) | 0.3933 | 0.3318 | 0.0616 | 0.2242 | 0.2274 | 0 |
Buy And Hold Return (%) | 752.6274 | 752.6274 | 752.6274 | 752.6274 | 752.6274 | 752.6274 |
Max Trade Drawdown | -68173 | -76584 | -66103 | -19614992 | -10345102 | -9703699 |
Profit Factor | 2.1535 | 3.0211 | 1.3482 | 1.508 | 2.1723 | 0.9199 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 121 | 64 | 57 | 121 | 64 | 57 |
Losing Trades | 130 | 61 | 69 | 130 | 61 | 69 |
Profitability (%) | 48.2072 | 51.2 | 45.2381 | 48.2072 | 51.2 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.3136 | 2.8794 | 1.632 | 1.6201 | 2.0705 | 1.1135 |
Largest Winning Trade | 340947 | 340947 | 57918 | 21373725 | 21373725 | 7820003 |
Largest Losing Trade | -36972 | -20199 | -36972 | -7588960 | -6392597 | -7588960 |
Avg Bars in Trades | 38 | 42 | 34 | 38 | 42 | 34 |
Avg Bars in Winners | 47 | 50 | 44 | 47 | 50 | 44 |
Avg Bars in Losers | 30 | 35 | 25 | 30 | 35 | 25 |
Bars Traded | 9701 | 5369 | 4332 | 9701 | 5369 | 4332 |
Profit Streak | 0 | 73.3396 | 0 | 0 | 73.3396 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55998 | -118197 | -277069 | 407765 | 478960 | -581182 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542304800000, "first_datapoint_time": 1546344000000, "last_datapoint_time": 1758304800000, "evaluation_time": 1758312544048, "expiration_time": 1764784800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 93, "offset": 0, "multiplier": 3.04386 } } }
{ "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": [ [ 983358.3564162259, 829426.2537241882, 153932.1026920381, 26932795.708238635, 29186856.381836876, -2254060.673598246 ], [ 983.358356, 829.426254, 153.932103, 26932.795708, 29186.856382, -2254.060674 ], [ 0.393343, 0.331771, 0.061573, 0.224236, 0.227447, 0 ], [ 752.627375, 752.627375, 752.627375, 752.627375, 752.627375, 752.627375 ], [ -68173, -76584, -66103, -19614992, -10345102, -9703699 ], [ 2.153473, 3.021059, 1.348162, 1.507972, 2.172288, 0.91985 ], [ 251, 125, 126, 251, 125, 126 ], [ 121, 64, 57, 121, 64, 57 ], [ 130, 61, 69, 130, 61, 69 ], [ 48.207171, 51.2, 45.238095, 48.207171, 51.2, 45.238095 ], [ 2.313649, 2.879447, 1.631986, 1.620135, 2.070462, 1.113502 ], [ 340947, 340947, 57918, 21373725, 21373725, 7820003 ], [ -36972, -20199, -36972, -7588960, -6392597, -7588960 ], [ 38, 42, 34, 38, 42, 34 ], [ 47, 50, 44, 47, 50, 44 ], [ 30, 35, 25, 30, 35, 25 ], [ 9701, 5369, 4332, 9701, 5369, 4332 ], [ 0, 73.33963, 0, 0, 73.33963, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -55998, -118197, -277069, 407765, 478960, -581182 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542304800000, "first_datapoint_time": 1546344000000, "last_datapoint_time": 1758304800000, "evaluation_time": 1758312544048, "expiration_time": 1764784800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 93, "offset": 0, "multiplier": 3.04386 } } }
# | 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) |
---|