Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 984003.2378 | 853706.5162 | 130296.7216 | 14145552.6331 | 15595972.9218 | -1450420.2887 |
Total P&L (%) | 984.0032 | 853.7065 | 130.2967 | 14145.5526 | 15595.9729 | -1450.4203 |
Avg Daily Profit (%) | 0.3936 | 0.3414 | 0.0521 | 0.1985 | 0.2024 | 0 |
Buy And Hold Return (%) | 872.4782 | 872.4782 | 872.4782 | 872.4782 | 872.4782 | 872.4782 |
Max Trade Drawdown | -69156 | -49094 | -50012 | -9611209 | -6024992 | -6131153 |
Profit Factor | 2.5319 | 3.7727 | 1.3896 | 1.4866 | 2.0622 | 0.8992 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Profitability (%) | 45.1429 | 43.6782 | 46.5909 | 45.1429 | 43.6782 | 46.5909 |
Ratio Avg Win / Avg Loss | 3.0767 | 4.8648 | 1.5929 | 1.8065 | 2.6591 | 1.0308 |
Largest Winning Trade | 362718 | 362718 | 41866 | 14614903 | 14614903 | 2233771 |
Largest Losing Trade | -30966 | -30966 | -22202 | -2601589 | -2369671 | -2601589 |
Avg Bars in Trades | 55 | 52 | 58 | 55 | 52 | 58 |
Avg Bars in Winners | 65 | 69 | 62 | 65 | 69 | 62 |
Avg Bars in Losers | 46 | 38 | 54 | 46 | 38 | 54 |
Bars Traded | 9670 | 4534 | 5136 | 9670 | 4534 | 5136 |
Profit Streak | 23.7839 | 0 | 35.5339 | 23.7839 | 0 | 35.5339 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111918 | -152416 | -288459 | 357602 | 331152 | -580213 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1542024000000, "first_datapoint_time": 1547380800000, "last_datapoint_time": 1758045600000, "evaluation_time": 1758048529002, "expiration_time": 1764526248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 34, "offset": 55, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 249, "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": [ [ 984003.2377658351, 853706.5161611696, 130296.7216046655, 14145552.633089256, 15595972.921757387, -1450420.2886681273 ], [ 984.003238, 853.706516, 130.296722, 14145.552633, 15595.972922, -1450.420289 ], [ 0.393562, 0.341448, 0.052113, 0.198538, 0.202424, 0 ], [ 872.478239, 872.478239, 872.478239, 872.478239, 872.478239, 872.478239 ], [ -69156, -49094, -50012, -9611209, -6024992, -6131153 ], [ 2.531853, 3.772663, 1.389573, 1.4866, 2.062193, 0.899188 ], [ 175, 87, 88, 175, 87, 88 ], [ 79, 38, 41, 79, 38, 41 ], [ 96, 49, 47, 96, 49, 47 ], [ 45.142857, 43.678161, 46.590909, 45.142857, 43.678161, 46.590909 ], [ 3.076682, 4.86475, 1.592926, 1.806501, 2.659143, 1.030776 ], [ 362718, 362718, 41866, 14614903, 14614903, 2233771 ], [ -30966, -30966, -22202, -2601589, -2369671, -2601589 ], [ 55, 52, 58, 55, 52, 58 ], [ 65, 69, 62, 65, 69, 62 ], [ 46, 38, 54, 46, 38, 54 ], [ 9670, 4534, 5136, 9670, 4534, 5136 ], [ 23.7839, 0, 35.5339, 23.7839, 0, 35.5339 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -111918, -152416, -288459, 357602, 331152, -580213 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1542024000000, "first_datapoint_time": 1547380800000, "last_datapoint_time": 1758045600000, "evaluation_time": 1758048529002, "expiration_time": 1764526248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 34, "offset": 55, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 249, "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) |
---|