Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474172.5947 | 464852.518 | 9320.0767 | -3014022.6306 | 3903825.8473 | -6917848.4779 |
Total P&L (%) | 474.1726 | 464.8525 | 9.3201 | -3014.0226 | 3903.8258 | -6917.8485 |
Avg Daily Profit (%) | 0.1897 | 0.1859 | 0.0037 | 0 | 0.1477 | 0 |
Buy And Hold Return (%) | 769.7182 | 769.7182 | 769.7182 | 769.7182 | 769.7182 | 769.7182 |
Max Trade Drawdown | -147867 | -72460 | -142254 | -8120444 | -751678 | -7567885 |
Profit Factor | 2.1646 | 4.7954 | 1.0327 | 0.7082 | 3.5902 | 0.2159 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 42 | 21 | 21 | 40 | 21 | 19 |
Losing Trades | 20 | 10 | 10 | 22 | 10 | 12 |
Profitability (%) | 67.7419 | 67.7419 | 67.7419 | 64.5161 | 67.7419 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.0308 | 2.2835 | 0.4918 | 0.3895 | 1.7096 | 0.1363 |
Largest Winning Trade | 95361 | 95361 | 40401 | 2541400 | 2541400 | 532613 |
Largest Losing Trade | -140585 | -47866 | -140585 | -7319462 | -751678 | -7319462 |
Avg Bars in Trades | 156 | 159 | 153 | 156 | 159 | 153 |
Avg Bars in Winners | 133 | 125 | 140 | 136 | 134 | 138 |
Avg Bars in Losers | 205 | 231 | 180 | 192 | 212 | 176 |
Bars Traded | 9713 | 4955 | 4758 | 9713 | 4955 | 4758 |
Profit Streak | 130.8167 | 130.8167 | 209.5667 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -310087 | -147804 | -536558 | -737396 | 442150 | -579354 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542240000000, "first_datapoint_time": 1546560000000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758245763044, "expiration_time": 1764720000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 72, "offset": 0, "a": 0.77013 } }, "second_band": { "type": "alma", "factors": { "length": 201, "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": [ [ 474172.5947141161, 464852.5179897003, 9320.0767244157, -3014022.6305969055, 3903825.8473276957, -6917848.4779246 ], [ 474.172595, 464.852518, 9.320077, -3014.022631, 3903.825847, -6917.848478 ], [ 0.189669, 0.185941, 0.003728, 0, 0.147702, 0 ], [ 769.718211, 769.718211, 769.718211, 769.718211, 769.718211, 769.718211 ], [ -147867, -72460, -142254, -8120444, -751678, -7567885 ], [ 2.164606, 4.79538, 1.032739, 0.708209, 3.590209, 0.215864 ], [ 62, 31, 31, 62, 31, 31 ], [ 42, 21, 21, 40, 21, 19 ], [ 20, 10, 10, 22, 10, 12 ], [ 67.741935, 67.741935, 67.741935, 64.516129, 67.741935, 61.290323 ], [ 1.030765, 2.283514, 0.491781, 0.389515, 1.709623, 0.136335 ], [ 95361, 95361, 40401, 2541400, 2541400, 532613 ], [ -140585, -47866, -140585, -7319462, -751678, -7319462 ], [ 156, 159, 153, 156, 159, 153 ], [ 133, 125, 140, 136, 134, 138 ], [ 205, 231, 180, 192, 212, 176 ], [ 9713, 4955, 4758, 9713, 4955, 4758 ], [ 130.816702, 130.816702, 209.566702, 0, 0, 0 ], [ 3, 1, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -310087, -147804, -536558, -737396, 442150, -579354 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542240000000, "first_datapoint_time": 1546560000000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758245763044, "expiration_time": 1764720000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 72, "offset": 0, "a": 0.77013 } }, "second_band": { "type": "alma", "factors": { "length": 201, "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) |
---|