Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810130.8932 | 681559.6189 | 128571.2743 | 11613011.7999 | 16554921.4202 | -4941909.6202 |
Total P&L (%) | 810.1309 | 681.5596 | 128.5713 | 11613.0118 | 16554.9214 | -4941.9096 |
Avg Daily Profit (%) | 0.324 | 0.2726 | 0.0514 | 0.1907 | 0.2048 | 0 |
Buy And Hold Return (%) | 746.6627 | 746.6627 | 746.6627 | 746.6627 | 746.6627 | 746.6627 |
Max Trade Drawdown | -74749 | -66949 | -69486 | -9668561 | -2824974 | -10166858 |
Profit Factor | 2.8998 | 4.2194 | 1.5988 | 1.6275 | 3.8465 | 0.6106 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 57.8313 | 58.5366 | 57.1429 | 57.8313 | 58.5366 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.1144 | 2.9887 | 1.1991 | 1.1867 | 2.7246 | 0.458 |
Largest Winning Trade | 166225 | 166225 | 53393 | 9704726 | 9704726 | 1936395 |
Largest Losing Trade | -58433 | -46596 | -58433 | -9082320 | -1599978 | -9082320 |
Avg Bars in Trades | 114 | 133 | 95 | 114 | 133 | 95 |
Avg Bars in Winners | 116 | 99 | 133 | 116 | 99 | 133 |
Avg Bars in Losers | 111 | 181 | 45 | 111 | 181 | 45 |
Bars Traded | 9479 | 5473 | 4006 | 9479 | 5473 | 4006 |
Profit Streak | 130.7841 | 130.7841 | 210.5341 | 130.7841 | 130.7841 | 210.5341 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123609 | -148186 | -286165 | 396614 | 602570 | -578833 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1541570400000, "first_datapoint_time": 1546560000000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757594943801, "expiration_time": 1764072648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 142, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 232, "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": [ [ 810130.8931626028, 681559.6188985037, 128571.274264099, 11613011.799948717, 16554921.420161033, -4941909.620212318 ], [ 810.130893, 681.559619, 128.571274, 11613.0118, 16554.92142, -4941.90962 ], [ 0.32402, 0.272597, 0.051423, 0.190694, 0.204801, 0 ], [ 746.662726, 746.662726, 746.662726, 746.662726, 746.662726, 746.662726 ], [ -74749, -66949, -69486, -9668561, -2824974, -10166858 ], [ 2.899772, 4.21938, 1.598756, 1.627452, 3.846503, 0.610638 ], [ 83, 41, 42, 83, 41, 42 ], [ 48, 24, 24, 48, 24, 24 ], [ 35, 17, 18, 35, 17, 18 ], [ 57.831325, 58.536585, 57.142857, 57.831325, 58.536585, 57.142857 ], [ 2.114417, 2.988728, 1.199067, 1.186684, 2.724606, 0.457978 ], [ 166225, 166225, 53393, 9704726, 9704726, 1936395 ], [ -58433, -46596, -58433, -9082320, -1599978, -9082320 ], [ 114, 133, 95, 114, 133, 95 ], [ 116, 99, 133, 116, 99, 133 ], [ 111, 181, 45, 111, 181, 45 ], [ 9479, 5473, 4006, 9479, 5473, 4006 ], [ 130.784072, 130.784072, 210.534072, 130.784072, 130.784072, 210.534072 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -123609, -148186, -286165, 396614, 602570, -578833 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1541570400000, "first_datapoint_time": 1546560000000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757594943801, "expiration_time": 1764072648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 142, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 232, "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) |
---|