Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750882.8688 | 697110.5739 | 53772.2949 | 3559987.172 | 6225746.4008 | -2665759.2288 |
Total P&L (%) | 750.8829 | 697.1106 | 53.7723 | 3559.9872 | 6225.7464 | -2665.7592 |
Avg Daily Profit (%) | 0.3003 | 0.2788 | 0.0215 | 0.1441 | 0.166 | 0 |
Buy And Hold Return (%) | 732.3802 | 732.3802 | 732.3802 | 732.3802 | 732.3802 | 732.3802 |
Max Trade Drawdown | -92000 | -49845 | -97483 | -3770374 | -1804596 | -4567654 |
Profit Factor | 2.8843 | 6.2238 | 1.2029 | 1.3285 | 2.7301 | 0.6318 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 51.3889 | 55.5556 | 47.2222 | 51.3889 | 55.5556 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.7284 | 4.9791 | 1.3444 | 1.2567 | 2.184 | 0.7061 |
Largest Winning Trade | 298149 | 298149 | 61862 | 4686059 | 4686059 | 1176484 |
Largest Losing Trade | -47881 | -23877 | -47881 | -2688830 | -852167 | -2688830 |
Avg Bars in Trades | 99 | 104 | 94 | 99 | 104 | 94 |
Avg Bars in Winners | 118 | 114 | 122 | 118 | 114 | 122 |
Avg Bars in Losers | 80 | 92 | 70 | 80 | 92 | 70 |
Bars Traded | 7178 | 3765 | 3413 | 7178 | 3765 | 3413 |
Profit Streak | 68.5678 | 95.9011 | 0 | 68.5678 | 95.9011 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -226555 | -147260 | -331501 | -84513 | 512416 | -581860 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541491200000, "first_datapoint_time": 1546876800000, "last_datapoint_time": 1757491200000, "evaluation_time": 1757511457807, "expiration_time": 1763972064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 188, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 750882.8687976814, 697110.5739036143, 53772.2948940676, 3559987.172045837, 6225746.4008375015, -2665759.2287916634 ], [ 750.882869, 697.110574, 53.772295, 3559.987172, 6225.746401, -2665.759229 ], [ 0.300314, 0.278807, 0.021506, 0.144086, 0.166004, 0 ], [ 732.380212, 732.380212, 732.380212, 732.380212, 732.380212, 732.380212 ], [ -92000, -49845, -97483, -3770374, -1804596, -4567654 ], [ 2.884325, 6.223833, 1.202883, 1.328465, 2.730051, 0.631785 ], [ 72, 36, 36, 72, 36, 36 ], [ 37, 20, 17, 37, 20, 17 ], [ 35, 16, 19, 35, 16, 19 ], [ 51.388889, 55.555556, 47.222222, 51.388889, 55.555556, 47.222222 ], [ 2.728416, 4.979066, 1.344399, 1.256656, 2.184041, 0.706112 ], [ 298149, 298149, 61862, 4686059, 4686059, 1176484 ], [ -47881, -23877, -47881, -2688830, -852167, -2688830 ], [ 99, 104, 94, 99, 104, 94 ], [ 118, 114, 122, 118, 114, 122 ], [ 80, 92, 70, 80, 92, 70 ], [ 7178, 3765, 3413, 7178, 3765, 3413 ], [ 68.567799, 95.901132, 0, 68.567799, 95.901132, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -226555, -147260, -331501, -84513, 512416, -581860 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541491200000, "first_datapoint_time": 1546876800000, "last_datapoint_time": 1757491200000, "evaluation_time": 1757511457807, "expiration_time": 1763972064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 188, "offset": 0, "scalar": 3 } } }
# | 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) |
---|