Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861585.9036 | 771130.258 | 90455.6456 | 5538306.7844 | 8669837.7714 | -3131530.987 |
Total P&L (%) | 861.5859 | 771.1303 | 90.4556 | 5538.3068 | 8669.8378 | -3131.531 |
Avg Daily Profit (%) | 0.3446 | 0.3085 | 0.0362 | 0.1614 | 0.1791 | 0 |
Buy And Hold Return (%) | 697.8815 | 697.8815 | 697.8815 | 697.8815 | 697.8815 | 697.8815 |
Max Trade Drawdown | -86338 | -54464 | -90325 | -3481953 | -2215427 | -5968609 |
Profit Factor | 2.9245 | 5.1311 | 1.3465 | 1.3769 | 2.5597 | 0.6572 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 52.1739 | 55.8824 | 48.5714 | 52.1739 | 55.8824 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.6808 | 4.0509 | 1.4257 | 1.2622 | 2.0209 | 0.6959 |
Largest Winning Trade | 315472 | 315472 | 51603 | 5549594 | 5549594 | 1103475 |
Largest Losing Trade | -64760 | -38178 | -64760 | -3108785 | -1427975 | -3108785 |
Avg Bars in Trades | 141 | 150 | 131 | 141 | 150 | 131 |
Avg Bars in Winners | 179 | 175 | 184 | 179 | 175 | 184 |
Avg Bars in Losers | 98 | 119 | 81 | 98 | 119 | 81 |
Bars Traded | 9737 | 5123 | 4614 | 9737 | 5123 | 4614 |
Profit Streak | 81.6641 | 167.6641 | 81.6641 | 81.6641 | 167.6641 | 81.6641 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -182696 | -114555 | -309980 | -96493 | 520280 | -580785 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542434400000, "first_datapoint_time": 1547078400000, "last_datapoint_time": 1758434400000, "evaluation_time": 1758448575494, "expiration_time": 1764914400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 216, "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": [ [ 861585.9036125261, 771130.2580492976, 90455.6455632282, 5538306.784377792, 8669837.771374337, -3131530.986996544 ], [ 861.585904, 771.130258, 90.455646, 5538.306784, 8669.837771, -3131.530987 ], [ 0.344634, 0.308452, 0.036182, 0.161417, 0.179116, 0 ], [ 697.88147, 697.88147, 697.88147, 697.88147, 697.88147, 697.88147 ], [ -86338, -54464, -90325, -3481953, -2215427, -5968609 ], [ 2.924499, 5.131142, 1.346532, 1.376911, 2.559746, 0.657211 ], [ 69, 34, 35, 69, 34, 35 ], [ 36, 19, 17, 36, 19, 17 ], [ 33, 15, 18, 33, 15, 18 ], [ 52.173913, 55.882353, 48.571429, 52.173913, 55.882353, 48.571429 ], [ 2.680791, 4.050902, 1.42574, 1.262168, 2.020852, 0.69587 ], [ 315472, 315472, 51603, 5549594, 5549594, 1103475 ], [ -64760, -38178, -64760, -3108785, -1427975, -3108785 ], [ 141, 150, 131, 141, 150, 131 ], [ 179, 175, 184, 179, 175, 184 ], [ 98, 119, 81, 98, 119, 81 ], [ 9737, 5123, 4614, 9737, 5123, 4614 ], [ 81.664068, 167.664068, 81.664068, 81.664068, 167.664068, 81.664068 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -182696, -114555, -309980, -96493, 520280, -580785 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542434400000, "first_datapoint_time": 1547078400000, "last_datapoint_time": 1758434400000, "evaluation_time": 1758448575494, "expiration_time": 1764914400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 216, "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) |
---|