Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766000.8855 | 626344.2436 | 139656.6419 | 10669986.921 | 8904442.969 | 1765543.952 |
Total P&L (%) | 766.0009 | 626.3442 | 139.6566 | 10669.9869 | 8904.443 | 1765.544 |
Avg Daily Profit (%) | 0.3063 | 0.2505 | 0.0558 | 0.1873 | 0.1801 | 0.1171 |
Buy And Hold Return (%) | 818.545 | 818.545 | 818.545 | 818.545 | 818.545 | 818.545 |
Max Trade Drawdown | -102226 | -88629 | -54296 | -1674732 | -1068239 | -2602723 |
Profit Factor | 2.7403 | 3.4534 | 1.7554 | 2.9477 | 5.2598 | 1.5212 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 66.0194 | 64.7059 | 67.3077 | 66.0194 | 64.7059 | 67.3077 |
Ratio Avg Win / Avg Loss | 1.4104 | 1.8837 | 0.8526 | 1.5172 | 2.869 | 0.7388 |
Largest Winning Trade | 165917 | 165917 | 21574 | 3105277 | 3105277 | 1294620 |
Largest Losing Trade | -50809 | -50809 | -33650 | -1674732 | -535389 | -1674732 |
Avg Bars in Trades | 66 | 109 | 23 | 66 | 109 | 23 |
Avg Bars in Winners | 52 | 80 | 26 | 52 | 80 | 26 |
Avg Bars in Losers | 92 | 163 | 16 | 92 | 163 | 16 |
Bars Traded | 6813 | 5587 | 1226 | 6813 | 5587 | 1226 |
Profit Streak | 127.6613 | 127.6613 | 247.6613 | 127.6613 | 127.6613 | 247.6613 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148944 | -327893 | -459727 | 623795 | -161336 | -218510 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1542297600000, "first_datapoint_time": 1547510400000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758354733297, "expiration_time": 1764808128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 24, "offset": 0, "std": 2.41142 } }, "second_band": { "type": "midprice", "factors": { "length": 182, "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": [ [ 766000.8854874906, 626344.2436293341, 139656.6418581566, 10669986.9210182, 8904442.969025187, 1765543.9519930135 ], [ 766.000885, 626.344244, 139.656642, 10669.986921, 8904.442969, 1765.543952 ], [ 0.306318, 0.250471, 0.055848, 0.187299, 0.180126, 0.117083 ], [ 818.544988, 818.544988, 818.544988, 818.544988, 818.544988, 818.544988 ], [ -102226, -88629, -54296, -1674732, -1068239, -2602723 ], [ 2.740254, 3.453425, 1.755422, 2.947745, 5.259789, 1.521151 ], [ 103, 51, 52, 103, 51, 52 ], [ 68, 33, 35, 68, 33, 35 ], [ 35, 18, 17, 35, 18, 17 ], [ 66.019417, 64.705882, 67.307692, 66.019417, 64.705882, 67.307692 ], [ 1.410425, 1.883686, 0.852634, 1.517222, 2.868976, 0.738845 ], [ 165917, 165917, 21574, 3105277, 3105277, 1294620 ], [ -50809, -50809, -33650, -1674732, -535389, -1674732 ], [ 66, 109, 23, 66, 109, 23 ], [ 52, 80, 26, 52, 80, 26 ], [ 92, 163, 16, 92, 163, 16 ], [ 6813, 5587, 1226, 6813, 5587, 1226 ], [ 127.661265, 127.661265, 247.661265, 127.661265, 127.661265, 247.661265 ], [ 5, 2, 4, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148944, -327893, -459727, 623795, -161336, -218510 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1542297600000, "first_datapoint_time": 1547510400000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758354733297, "expiration_time": 1764808128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 24, "offset": 0, "std": 2.41142 } }, "second_band": { "type": "midprice", "factors": { "length": 182, "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) |
---|