Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1019275.025 | 816215.7435 | 203059.2815 | 57516823.9273 | 63817695.2763 | -6300871.349 |
Total P&L (%) | 1019.275 | 816.2157 | 203.0593 | 57516.8239 | 63817.6953 | -6300.8713 |
Avg Daily Profit (%) | 0.4077 | 0.3264 | 0.0812 | 0.2545 | 0.2587 | 0 |
Buy And Hold Return (%) | 836.7478 | 836.7478 | 836.7478 | 836.7478 | 836.7478 | 836.7478 |
Max Trade Drawdown | -85595 | -80726 | -40984 | -30771080 | -6347195 | -24423885 |
Profit Factor | 5.3422 | 6.5258 | 3.3333 | 2.6194 | 7.6545 | 0.757 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 71.6418 | 66.6667 | 76.4706 | 71.6418 | 66.6667 | 76.4706 |
Ratio Avg Win / Avg Loss | 2.1146 | 3.2629 | 1.0256 | 1.0369 | 3.8272 | 0.2329 |
Largest Winning Trade | 309397 | 309397 | 47100 | 45036905 | 45036905 | 5973924 |
Largest Losing Trade | -55947 | -55947 | -40984 | -24423885 | -6347195 | -24423885 |
Avg Bars in Trades | 105 | 157 | 54 | 105 | 157 | 54 |
Avg Bars in Winners | 102 | 162 | 51 | 102 | 162 | 51 |
Avg Bars in Losers | 114 | 148 | 67 | 114 | 148 | 67 |
Bars Traded | 7073 | 5208 | 1865 | 7073 | 5208 | 1865 |
Profit Streak | 227.9079 | 227.9079 | 236.5746 | 227.9079 | 227.9079 | 236.5746 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -196795 | -144639 | -240245 | -104353 | 740141 | -575985 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542240000000, "first_datapoint_time": 1547740800000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758260846816, "expiration_time": 1764720864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 188, "offset": 0, "std": 2.59004 } }, "second_band": { "type": "dema", "factors": { "length": 26, "offset": 166 } } }
{ "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": [ [ 1019275.0250448198, 816215.7435354139, 203059.2815094058, 57516823.92729927, 63817695.276313975, -6300871.3490147 ], [ 1019.275025, 816.215744, 203.059282, 57516.823927, 63817.695276, -6300.871349 ], [ 0.407656, 0.326443, 0.081213, 0.254546, 0.258707, 0 ], [ 836.747822, 836.747822, 836.747822, 836.747822, 836.747822, 836.747822 ], [ -85595, -80726, -40984, -30771080, -6347195, -24423885 ], [ 5.342235, 6.525833, 3.333317, 2.619421, 7.654479, 0.756974 ], [ 67, 33, 34, 67, 33, 34 ], [ 48, 22, 26, 48, 22, 26 ], [ 19, 11, 8, 19, 11, 8 ], [ 71.641791, 66.666667, 76.470588, 71.641791, 66.666667, 76.470588 ], [ 2.114635, 3.262916, 1.025636, 1.036854, 3.827239, 0.232915 ], [ 309397, 309397, 47100, 45036905, 45036905, 5973924 ], [ -55947, -55947, -40984, -24423885, -6347195, -24423885 ], [ 105, 157, 54, 105, 157, 54 ], [ 102, 162, 51, 102, 162, 51 ], [ 114, 148, 67, 114, 148, 67 ], [ 7073, 5208, 1865, 7073, 5208, 1865 ], [ 227.907949, 227.907949, 236.574616, 227.907949, 227.907949, 236.574616 ], [ 7, 3, 4, 7, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -196795, -144639, -240245, -104353, 740141, -575985 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542240000000, "first_datapoint_time": 1547740800000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758260846816, "expiration_time": 1764720864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 188, "offset": 0, "std": 2.59004 } }, "second_band": { "type": "dema", "factors": { "length": 26, "offset": 166 } } }
# | 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) |
---|