Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1092694.8236 | 877156.3454 | 215538.4782 | 53837591.7248 | 40969133.5799 | 12868458.1449 |
Total P&L (%) | 1092.6948 | 877.1563 | 215.5385 | 53837.5917 | 40969.1336 | 12868.4581 |
Avg Daily Profit (%) | 0.4368 | 0.3507 | 0.0862 | 0.2518 | 0.2409 | 0.1947 |
Buy And Hold Return (%) | 882.0409 | 882.0409 | 882.0409 | 882.0409 | 882.0409 | 882.0409 |
Max Trade Drawdown | -56993 | -66884 | -15848 | -891364 | -1037299 | -31037 |
Profit Factor | 6.9241 | 7.1147 | 6.2571 | 23.5637 | 18.788 | 156.3569 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 16 | 11 | 5 | 16 | 11 | 5 |
Profitability (%) | 71.9298 | 60.7143 | 82.7586 | 71.9298 | 60.7143 | 82.7586 |
Ratio Avg Win / Avg Loss | 2.7021 | 4.6036 | 1.3036 | 9.1956 | 12.1569 | 32.5744 |
Largest Winning Trade | 353548 | 353548 | 39436 | 21719940 | 21719940 | 6861471 |
Largest Losing Trade | -47119 | -47119 | -15848 | -860326 | -860326 | -31037 |
Avg Bars in Trades | 119 | 192 | 49 | 119 | 192 | 49 |
Avg Bars in Winners | 106 | 186 | 49 | 106 | 186 | 49 |
Avg Bars in Losers | 154 | 202 | 49 | 154 | 202 | 49 |
Bars Traded | 6836 | 5393 | 1443 | 6836 | 5393 | 1443 |
Profit Streak | 141.1806 | 141.1806 | 239.5139 | 141.1806 | 141.1806 | 239.5139 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -248128 | -166629 | -230817 | -158233 | -1789 | 791168 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1543622400000, "first_datapoint_time": 1549785600000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759724399545, "expiration_time": 1766192256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 53, "offset": 0, "std": 1.22769 } }, "second_band": { "type": "dcm", "factors": { "length": 215, "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": [ [ 1092694.8236124073, 877156.3453782167, 215538.4782341906, 53837591.72482043, 40969133.579885855, 12868458.144934569 ], [ 1092.694824, 877.156345, 215.538478, 53837.591725, 40969.13358, 12868.458145 ], [ 0.436846, 0.350676, 0.08617, 0.251799, 0.240875, 0.19469 ], [ 882.04087, 882.04087, 882.04087, 882.04087, 882.04087, 882.04087 ], [ -56993, -66884, -15848, -891364, -1037299, -31037 ], [ 6.924105, 7.11473, 6.257138, 23.563726, 18.787977, 156.356928 ], [ 57, 28, 29, 57, 28, 29 ], [ 41, 17, 24, 41, 17, 24 ], [ 16, 11, 5, 16, 11, 5 ], [ 71.929825, 60.714286, 82.758621, 71.929825, 60.714286, 82.758621 ], [ 2.70209, 4.603649, 1.30357, 9.1956, 12.156926, 32.57436 ], [ 353548, 353548, 39436, 21719940, 21719940, 6861471 ], [ -47119, -47119, -15848, -860326, -860326, -31037 ], [ 119, 192, 49, 119, 192, 49 ], [ 106, 186, 49, 106, 186, 49 ], [ 154, 202, 49, 154, 202, 49 ], [ 6836, 5393, 1443, 6836, 5393, 1443 ], [ 141.18055, 141.18055, 239.513884, 141.18055, 141.18055, 239.513884 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -248128, -166629, -230817, -158233, -1789, 791168 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1543622400000, "first_datapoint_time": 1549785600000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759724399545, "expiration_time": 1766192256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 53, "offset": 0, "std": 1.22769 } }, "second_band": { "type": "dcm", "factors": { "length": 215, "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) |
---|