Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 896887.9257 | 771034.4408 | 125853.4849 | 12583896.2627 | 35334317.5916 | -22750421.3289 |
Total P&L (%) | 896.8879 | 771.0344 | 125.8535 | 12583.8963 | 35334.3176 | -22750.4213 |
Avg Daily Profit (%) | 0.3588 | 0.3084 | 0.0503 | 0.1939 | 0.2351 | 0 |
Buy And Hold Return (%) | 758.0387 | 758.0387 | 758.0387 | 758.0387 | 758.0387 | 758.0387 |
Max Trade Drawdown | -139827 | -110184 | -121904 | -41385011 | -13115224 | -34840506 |
Profit Factor | 2.0939 | 2.9326 | 1.299 | 1.1393 | 2.0126 | 0.5895 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Losing Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Profitability (%) | 51.9231 | 53.8462 | 50 | 51.9231 | 53.8462 | 50 |
Ratio Avg Win / Avg Loss | 1.9388 | 2.5137 | 1.299 | 1.0549 | 1.7251 | 0.5895 |
Largest Winning Trade | 304731 | 304731 | 55124 | 36423234 | 36423234 | 5400116 |
Largest Losing Trade | -45276 | -38794 | -45276 | -16841352 | -3855975 | -16841352 |
Avg Bars in Trades | 45 | 52 | 37 | 45 | 52 | 37 |
Avg Bars in Winners | 60 | 66 | 53 | 60 | 66 | 53 |
Avg Bars in Losers | 29 | 36 | 22 | 29 | 36 | 22 |
Bars Traded | 9416 | 5482 | 3934 | 9416 | 5482 | 3934 |
Profit Streak | 70.3901 | 86.1401 | 70.3901 | 70.3901 | 86.1401 | 70.3901 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92699 | -144697 | -291104 | -56549 | 480403 | -580496 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542153600000, "first_datapoint_time": 1546992000000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758165701042, "expiration_time": 1764633600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 224, "offset": 0, "multiplier": 3.49613 } } }
{ "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": [ [ 896887.9257236145, 771034.4408180851, 125853.4849055286, 12583896.262683112, 35334317.59158844, -22750421.32890534 ], [ 896.887926, 771.034441, 125.853485, 12583.896263, 35334.317592, -22750.421329 ], [ 0.358755, 0.308414, 0.050341, 0.193904, 0.235087, 0 ], [ 758.038674, 758.038674, 758.038674, 758.038674, 758.038674, 758.038674 ], [ -139827, -110184, -121904, -41385011, -13115224, -34840506 ], [ 2.093896, 2.932639, 1.298976, 1.139342, 2.012633, 0.589458 ], [ 208, 104, 104, 208, 104, 104 ], [ 108, 56, 52, 108, 56, 52 ], [ 100, 48, 52, 100, 48, 52 ], [ 51.923077, 53.846154, 50, 51.923077, 53.846154, 50 ], [ 1.938793, 2.51369, 1.298976, 1.054947, 1.725114, 0.589458 ], [ 304731, 304731, 55124, 36423234, 36423234, 5400116 ], [ -45276, -38794, -45276, -16841352, -3855975, -16841352 ], [ 45, 52, 37, 45, 52, 37 ], [ 60, 66, 53, 60, 66, 53 ], [ 29, 36, 22, 29, 36, 22 ], [ 9416, 5482, 3934, 9416, 5482, 3934 ], [ 70.390058, 86.140058, 70.390058, 70.390058, 86.140058, 70.390058 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -92699, -144697, -291104, -56549, 480403, -580496 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542153600000, "first_datapoint_time": 1546992000000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758165701042, "expiration_time": 1764633600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 224, "offset": 0, "multiplier": 3.49613 } } }
# | 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) |
---|