Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535783.2458 | 504045.1446 | 31738.1013 | 543292.4371 | 3559690.0265 | -3016397.5893 |
Total P&L (%) | 535.7832 | 504.0451 | 31.7381 | 543.2924 | 3559.69 | -3016.3976 |
Avg Daily Profit (%) | 0.2143 | 0.2016 | 0.0127 | 0.0745 | 0.1441 | 0 |
Buy And Hold Return (%) | 683.0864 | 683.0864 | 683.0864 | 683.0864 | 683.0864 | 683.0864 |
Max Trade Drawdown | -105656 | -70943 | -89242 | -3543308 | -121341 | -3442752 |
Profit Factor | 2.3966 | 4.4376 | 1.1339 | 1.1307 | 13.1729 | 0.2195 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 65.7895 | 63.1579 | 68.4211 | 65.7895 | 63.1579 | 68.4211 |
Ratio Avg Win / Avg Loss | 1.2462 | 2.5886 | 0.5233 | 0.588 | 7.6842 | 0.1013 |
Largest Winning Trade | 166832 | 166832 | 25375 | 2527616 | 2527616 | 173557 |
Largest Losing Trade | -84481 | -33751 | -84481 | -3415307 | -66238 | -3415307 |
Avg Bars in Trades | 128 | 131 | 124 | 128 | 131 | 124 |
Avg Bars in Winners | 126 | 125 | 126 | 126 | 125 | 126 |
Avg Bars in Losers | 131 | 141 | 120 | 131 | 141 | 120 |
Bars Traded | 9729 | 4993 | 4737 | 9729 | 4993 | 4737 |
Profit Streak | 0 | 92.5829 | 0 | 0 | 92.5829 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -205616 | -148066 | -414149 | -388742 | 336952 | -578377 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542564000000, "first_datapoint_time": 1546797600000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758571162114, "expiration_time": 1765044000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 197, "offset": 0, "a": 0.50058 } } }
{ "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": [ [ 535783.2458443182, 504045.1445902385, 31738.1012540798, 543292.437131793, 3559690.026454739, -3016397.589322945 ], [ 535.783246, 504.045145, 31.738101, 543.292437, 3559.690026, -3016.397589 ], [ 0.214313, 0.201618, 0.012695, 0.074485, 0.144102, 0 ], [ 683.086399, 683.086399, 683.086399, 683.086399, 683.086399, 683.086399 ], [ -105656, -70943, -89242, -3543308, -121341, -3442752 ], [ 2.396594, 4.437645, 1.13391, 1.13069, 13.172923, 0.219498 ], [ 76, 38, 38, 76, 38, 38 ], [ 50, 24, 26, 50, 24, 26 ], [ 26, 14, 12, 26, 14, 12 ], [ 65.789474, 63.157895, 68.421053, 65.789474, 63.157895, 68.421053 ], [ 1.246229, 2.588626, 0.523343, 0.587959, 7.684205, 0.101307 ], [ 166832, 166832, 25375, 2527616, 2527616, 173557 ], [ -84481, -33751, -84481, -3415307, -66238, -3415307 ], [ 128, 131, 124, 128, 131, 124 ], [ 126, 125, 126, 126, 125, 126 ], [ 131, 141, 120, 131, 141, 120 ], [ 9729, 4993, 4737, 9729, 4993, 4737 ], [ 0, 92.582895, 0, 0, 92.582895, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -205616, -148066, -414149, -388742, 336952, -578377 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542564000000, "first_datapoint_time": 1546797600000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758571162114, "expiration_time": 1765044000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 197, "offset": 0, "a": 0.50058 } } }
# | 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) |
---|