Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1106650.4998 | 876630.646 | 230019.8538 | 91567260.9306 | 75906086.785 | 15661174.1456 |
Total P&L (%) | 1106.6505 | 876.6306 | 230.0199 | 91567.2609 | 75906.0868 | 15661.1741 |
Avg Daily Profit (%) | 0.4426 | 0.3506 | 0.092 | 0.2732 | 0.2657 | 0.2026 |
Buy And Hold Return (%) | 744.5599 | 744.5599 | 744.5599 | 744.5599 | 744.5599 | 744.5599 |
Max Trade Drawdown | -62389 | -68712 | -51186 | -17098880 | -14403336 | -13074207 |
Profit Factor | 3.5013 | 4.9829 | 2.0346 | 3.2328 | 4.6543 | 1.7738 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 58.8235 | 57.6271 | 60 | 58.8235 | 57.6271 | 60 |
Ratio Avg Win / Avg Loss | 2.4509 | 3.6639 | 1.3564 | 2.263 | 3.4223 | 1.1826 |
Largest Winning Trade | 245773 | 245773 | 50505 | 38460808 | 38460808 | 8695206 |
Largest Losing Trade | -46067 | -46067 | -42765 | -13074207 | -8559324 | -13074207 |
Avg Bars in Trades | 61 | 70 | 52 | 61 | 70 | 52 |
Avg Bars in Winners | 72 | 82 | 62 | 72 | 82 | 62 |
Avg Bars in Losers | 45 | 53 | 37 | 45 | 53 | 37 |
Bars Traded | 7292 | 4133 | 3159 | 7292 | 4133 | 3159 |
Profit Streak | 120.0284 | 167.0284 | 120.0284 | 120.0284 | 167.0284 | 120.0284 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 188783 | -267794 | -399699 | 639326 | -158168 | -156219 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1545984000000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758069657498, "expiration_time": 1764548064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 137, "offset": 0, "std": 1.89531 } } }
{ "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": [ [ 1106650.4997815434, 876630.6459753456, 230019.8538061976, 91567260.93063356, 75906086.78500752, 15661174.14562605 ], [ 1106.6505, 876.630646, 230.019854, 91567.260931, 75906.086785, 15661.174146 ], [ 0.442602, 0.350606, 0.091996, 0.273166, 0.265653, 0.202584 ], [ 744.559873, 744.559873, 744.559873, 744.559873, 744.559873, 744.559873 ], [ -62389, -68712, -51186, -17098880, -14403336, -13074207 ], [ 3.501265, 4.982902, 2.034551, 3.232814, 4.654334, 1.77384 ], [ 119, 59, 60, 119, 59, 60 ], [ 70, 34, 36, 70, 34, 36 ], [ 49, 25, 24, 49, 25, 24 ], [ 58.823529, 57.627119, 60, 58.823529, 57.627119, 60 ], [ 2.450886, 3.663898, 1.356368, 2.26297, 3.422304, 1.18256 ], [ 245773, 245773, 50505, 38460808, 38460808, 8695206 ], [ -46067, -46067, -42765, -13074207, -8559324, -13074207 ], [ 61, 70, 52, 61, 70, 52 ], [ 72, 82, 62, 72, 82, 62 ], [ 45, 53, 37, 45, 53, 37 ], [ 7292, 4133, 3159, 7292, 4133, 3159 ], [ 120.028443, 167.028443, 120.028443, 120.028443, 167.028443, 120.028443 ], [ 6, 4, 3, 6, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 188783, -267794, -399699, 639326, -158168, -156219 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1545984000000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758069657498, "expiration_time": 1764548064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 137, "offset": 0, "std": 1.89531 } } }
# | 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) |
---|