Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1015703.626 | 883516.1058 | 132187.5201 | 13275357.9934 | 17274249.5027 | -3998891.5093 |
Total P&L (%) | 1015.7036 | 883.5161 | 132.1875 | 13275.358 | 17274.2495 | -3998.8915 |
Avg Daily Profit (%) | 0.4063 | 0.3534 | 0.0529 | 0.196 | 0.2065 | 0 |
Buy And Hold Return (%) | 748.7012 | 748.7012 | 748.7012 | 748.7012 | 748.7012 | 748.7012 |
Max Trade Drawdown | -114429 | -74571 | -64712 | -25712302 | -13218164 | -12494137 |
Profit Factor | 2.8621 | 3.9074 | 1.5472 | 1.3324 | 1.7463 | 0.7619 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 45.8716 | 42.5926 | 49.0909 | 45.8716 | 42.5926 | 49.0909 |
Ratio Avg Win / Avg Loss | 3.3773 | 5.2665 | 1.6045 | 1.5722 | 2.3537 | 0.7901 |
Largest Winning Trade | 356098 | 356098 | 61044 | 18436638 | 18436638 | 3816677 |
Largest Losing Trade | -40228 | -40228 | -37455 | -10234707 | -7572456 | -10234707 |
Avg Bars in Trades | 89 | 102 | 77 | 89 | 102 | 77 |
Avg Bars in Winners | 116 | 127 | 107 | 116 | 127 | 107 |
Avg Bars in Losers | 67 | 83 | 49 | 67 | 83 | 49 |
Bars Traded | 9799 | 5515 | 4284 | 9799 | 5515 | 4284 |
Profit Streak | 115.0201 | 115.0201 | 121.7701 | 115.0201 | 115.0201 | 121.7701 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39527 | -275787 | -464828 | 339607 | -170968 | -760228 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541548800000, "first_datapoint_time": 1543968000000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757550536808, "expiration_time": 1764028800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 136, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 113, "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": [ [ 1015703.6259651356, 883516.1058278683, 132187.5201372674, 13275357.993409766, 17274249.502673596, -3998891.50926383 ], [ 1015.703626, 883.516106, 132.18752, 13275.357993, 17274.249503, -3998.891509 ], [ 0.406281, 0.353406, 0.052875, 0.196032, 0.206516, 0 ], [ 748.701243, 748.701243, 748.701243, 748.701243, 748.701243, 748.701243 ], [ -114429, -74571, -64712, -25712302, -13218164, -12494137 ], [ 2.862103, 3.907391, 1.547192, 1.332386, 1.746301, 0.761872 ], [ 109, 54, 55, 109, 54, 55 ], [ 50, 23, 27, 50, 23, 27 ], [ 59, 31, 28, 59, 31, 28 ], [ 45.87156, 42.592593, 49.090909, 45.87156, 42.592593, 49.090909 ], [ 3.377281, 5.266483, 1.604495, 1.572216, 2.35371, 0.79009 ], [ 356098, 356098, 61044, 18436638, 18436638, 3816677 ], [ -40228, -40228, -37455, -10234707, -7572456, -10234707 ], [ 89, 102, 77, 89, 102, 77 ], [ 116, 127, 107, 116, 127, 107 ], [ 67, 83, 49, 67, 83, 49 ], [ 9799, 5515, 4284, 9799, 5515, 4284 ], [ 115.020102, 115.020102, 121.770102, 115.020102, 115.020102, 121.770102 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -39527, -275787, -464828, 339607, -170968, -760228 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541548800000, "first_datapoint_time": 1543968000000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757550536808, "expiration_time": 1764028800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 136, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 113, "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) |
---|