Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 937059.9576 | 829245.8335 | 107814.1241 | 8187907.0363 | 9316437.5226 | -1128530.4864 |
Total P&L (%) | 937.06 | 829.2458 | 107.8141 | 8187.907 | 9316.4375 | -1128.5305 |
Avg Daily Profit (%) | 0.3747 | 0.3316 | 0.0431 | 0.1768 | 0.1819 | 0 |
Buy And Hold Return (%) | 747.6866 | 747.6866 | 747.6866 | 747.6866 | 747.6866 | 747.6866 |
Max Trade Drawdown | -92214 | -63303 | -61409 | -9540594 | -5439828 | -4100766 |
Profit Factor | 2.2821 | 2.9826 | 1.3449 | 1.4419 | 1.882 | 0.8583 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 45.1852 | 40.2985 | 50 | 45.1852 | 40.2985 | 50 |
Ratio Avg Win / Avg Loss | 2.7684 | 4.4186 | 1.3449 | 1.7492 | 2.7882 | 0.8583 |
Largest Winning Trade | 275917 | 275917 | 45866 | 7506705 | 7506705 | 2451745 |
Largest Losing Trade | -43514 | -43514 | -27140 | -2492185 | -2492185 | -2098232 |
Avg Bars in Trades | 54 | 57 | 50 | 54 | 57 | 50 |
Avg Bars in Winners | 71 | 76 | 66 | 71 | 76 | 66 |
Avg Bars in Losers | 39 | 44 | 34 | 39 | 44 | 34 |
Bars Traded | 7306 | 3867 | 3439 | 7306 | 3867 | 3439 |
Profit Streak | 27.3545 | 0 | 27.6878 | 27.3545 | 0 | 27.6878 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74078 | -237713 | -409380 | 321394 | -109275 | -689417 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1541894400000, "first_datapoint_time": 1543824000000, "last_datapoint_time": 1757923200000, "evaluation_time": 1757925028532, "expiration_time": 1764404928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 62, "offset": 0, "std": 2.17629 } }, "second_band": { "type": "kcb", "factors": { "length": 68, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 937059.9575511393, 829245.8334809266, 107814.1240702132, 8187907.036281829, 9316437.522639066, -1128530.486357236 ], [ 937.059958, 829.245833, 107.814124, 8187.907036, 9316.437523, -1128.530486 ], [ 0.374724, 0.331609, 0.043114, 0.176804, 0.181918, 0 ], [ 747.686631, 747.686631, 747.686631, 747.686631, 747.686631, 747.686631 ], [ -92214, -63303, -61409, -9540594, -5439828, -4100766 ], [ 2.28207, 2.982561, 1.344866, 1.441886, 1.882025, 0.858348 ], [ 135, 67, 68, 135, 67, 68 ], [ 61, 27, 34, 61, 27, 34 ], [ 74, 40, 34, 74, 40, 34 ], [ 45.185185, 40.298507, 50, 45.185185, 40.298507, 50 ], [ 2.768412, 4.41861, 1.344866, 1.749173, 2.788185, 0.858348 ], [ 275917, 275917, 45866, 7506705, 7506705, 2451745 ], [ -43514, -43514, -27140, -2492185, -2492185, -2098232 ], [ 54, 57, 50, 54, 57, 50 ], [ 71, 76, 66, 71, 76, 66 ], [ 39, 44, 34, 39, 44, 34 ], [ 7306, 3867, 3439, 7306, 3867, 3439 ], [ 27.354497, 0, 27.68783, 27.354497, 0, 27.68783 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -74078, -237713, -409380, 321394, -109275, -689417 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1541894400000, "first_datapoint_time": 1543824000000, "last_datapoint_time": 1757923200000, "evaluation_time": 1757925028532, "expiration_time": 1764404928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 62, "offset": 0, "std": 2.17629 } }, "second_band": { "type": "kcb", "factors": { "length": 68, "offset": 0, "scalar": 5 } } }
# | 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) |
---|