Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673773.3494 | 552487.2545 | 121286.0949 | 9071734.4066 | 11161493.1893 | -2089758.7827 |
Total P&L (%) | 673.7733 | 552.4873 | 121.2861 | 9071.7344 | 11161.4932 | -2089.7588 |
Avg Daily Profit (%) | 0.2695 | 0.221 | 0.0485 | 0.1809 | 0.1891 | 0 |
Buy And Hold Return (%) | 836.1015 | 836.1015 | 836.1015 | 836.1015 | 836.1015 | 836.1015 |
Max Trade Drawdown | -96217 | -74738 | -73203 | -3592960 | -1911299 | -5879037 |
Profit Factor | 1.8269 | 2.5981 | 1.2586 | 1.4159 | 2.5188 | 0.8555 |
Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Winning Trades | 190 | 96 | 94 | 190 | 96 | 94 |
Losing Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Profitability (%) | 62.2951 | 63.1579 | 61.4379 | 62.2951 | 63.1579 | 61.4379 |
Ratio Avg Win / Avg Loss | 1.1058 | 1.5156 | 0.7899 | 0.857 | 1.4693 | 0.537 |
Largest Winning Trade | 99805 | 99805 | 27503 | 3993289 | 3993289 | 1165786 |
Largest Losing Trade | -51443 | -51443 | -29875 | -2239740 | -1353805 | -2239740 |
Avg Bars in Trades | 22 | 35 | 10 | 22 | 35 | 10 |
Avg Bars in Winners | 16 | 22 | 10 | 16 | 22 | 10 |
Avg Bars in Losers | 33 | 57 | 10 | 33 | 57 | 10 |
Bars Traded | 7009 | 5389 | 1620 | 7009 | 5389 | 1620 |
Profit Streak | 41.241 | 41.241 | 42.5744 | 41.241 | 41.241 | 42.5744 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149727 | -149234 | -292236 | 434273 | 540241 | -577271 |
{ "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": 1758260825379, "expiration_time": 1764720864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 6, "offset": 0, "std": 4.38055 } }, "second_band": { "type": "midprice", "factors": { "length": 192, "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": [ [ 673773.3493856011, 552487.2544758972, 121286.0949097041, 9071734.406569064, 11161493.189272366, -2089758.7827032995 ], [ 673.773349, 552.487254, 121.286095, 9071.734407, 11161.493189, -2089.758783 ], [ 0.269474, 0.220966, 0.048508, 0.180888, 0.189113, 0 ], [ 836.10145, 836.10145, 836.10145, 836.10145, 836.10145, 836.10145 ], [ -96217, -74738, -73203, -3592960, -1911299, -5879037 ], [ 1.826929, 2.598135, 1.25856, 1.415878, 2.51881, 0.855526 ], [ 305, 152, 153, 305, 152, 153 ], [ 190, 96, 94, 190, 96, 94 ], [ 115, 56, 59, 115, 56, 59 ], [ 62.295082, 63.157895, 61.437908, 62.295082, 63.157895, 61.437908 ], [ 1.105773, 1.515579, 0.789947, 0.856979, 1.469306, 0.536979 ], [ 99805, 99805, 27503, 3993289, 3993289, 1165786 ], [ -51443, -51443, -29875, -2239740, -1353805, -2239740 ], [ 22, 35, 10, 22, 35, 10 ], [ 16, 22, 10, 16, 22, 10 ], [ 33, 57, 10, 33, 57, 10 ], [ 7009, 5389, 1620, 7009, 5389, 1620 ], [ 41.241034, 41.241034, 42.574368, 41.241034, 41.241034, 42.574368 ], [ 7, 3, 4, 7, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -149727, -149234, -292236, 434273, 540241, -577271 ] ] }
{ "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": 1758260825379, "expiration_time": 1764720864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 6, "offset": 0, "std": 4.38055 } }, "second_band": { "type": "midprice", "factors": { "length": 192, "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) |
---|