Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 889409.931 | 813285.6986 | 76124.2324 | 6264203.2334 | 13018351.7164 | -6754148.483 |
Total P&L (%) | 889.4099 | 813.2857 | 76.1242 | 6264.2032 | 13018.3517 | -6754.1485 |
Avg Daily Profit (%) | 0.3558 | 0.3253 | 0.0305 | 0.1663 | 0.1953 | 0 |
Buy And Hold Return (%) | 728.6948 | 728.6948 | 728.6948 | 728.6948 | 728.6948 | 728.6948 |
Max Trade Drawdown | -115104 | -57297 | -87318 | -11838132 | -4118726 | -9579243 |
Profit Factor | 2.9057 | 5.0109 | 1.2884 | 1.261 | 2.2511 | 0.5032 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Losing Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Profitability (%) | 47.2222 | 55.5556 | 38.8889 | 47.2222 | 55.5556 | 38.8889 |
Ratio Avg Win / Avg Loss | 3.2475 | 4.0087 | 2.0247 | 1.4093 | 1.8009 | 0.7907 |
Largest Winning Trade | 305960 | 305960 | 63823 | 12091923 | 12091923 | 1233506 |
Largest Losing Trade | -44962 | -41934 | -44962 | -6381991 | -2809447 | -6381991 |
Avg Bars in Trades | 132 | 144 | 121 | 132 | 144 | 121 |
Avg Bars in Winners | 166 | 161 | 174 | 166 | 161 | 174 |
Avg Bars in Losers | 102 | 123 | 87 | 102 | 123 | 87 |
Bars Traded | 9547 | 5190 | 4357 | 9547 | 5190 | 4357 |
Profit Streak | 77.2123 | 109.2123 | 0 | 77.2123 | 109.2123 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166544 | -111470 | -321183 | -76705 | 488234 | -585101 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1545739200000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758085545164, "expiration_time": 1764547200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 171, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 889409.9309749478, 813285.6986122864, 76124.2323626613, 6264203.233360306, 13018351.716365423, -6754148.483005117 ], [ 889.409931, 813.285699, 76.124232, 6264.203233, 13018.351716, -6754.148483 ], [ 0.355764, 0.325314, 0.03045, 0.166269, 0.195254, 0 ], [ 728.694791, 728.694791, 728.694791, 728.694791, 728.694791, 728.694791 ], [ -115104, -57297, -87318, -11838132, -4118726, -9579243 ], [ 2.905701, 5.010853, 1.288416, 1.260996, 2.251073, 0.503203 ], [ 72, 36, 36, 72, 36, 36 ], [ 34, 20, 14, 34, 20, 14 ], [ 38, 16, 22, 38, 16, 22 ], [ 47.222222, 55.555556, 38.888889, 47.222222, 55.555556, 38.888889 ], [ 3.247548, 4.008682, 2.024654, 1.409349, 1.800858, 0.790747 ], [ 305960, 305960, 63823, 12091923, 12091923, 1233506 ], [ -44962, -41934, -44962, -6381991, -2809447, -6381991 ], [ 132, 144, 121, 132, 144, 121 ], [ 166, 161, 174, 166, 161, 174 ], [ 102, 123, 87, 102, 123, 87 ], [ 9547, 5190, 4357, 9547, 5190, 4357 ], [ 77.212328, 109.212328, 0, 77.212328, 109.212328, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -166544, -111470, -321183, -76705, 488234, -585101 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1545739200000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758085545164, "expiration_time": 1764547200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 171, "offset": 0, "scalar": 2 } } }
# | 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) |
---|