Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1019992.7853 | 854587.2187 | 165405.5666 | 28331138.7536 | 60120279.8212 | -31789141.0676 |
Total P&L (%) | 1019.9928 | 854.5872 | 165.4056 | 28331.1388 | 60120.2798 | -31789.1411 |
Avg Daily Profit (%) | 0.4079 | 0.3418 | 0.0662 | 0.2262 | 0.2563 | 0 |
Buy And Hold Return (%) | 808.1042 | 808.1042 | 808.1042 | 808.1042 | 808.1042 | 808.1042 |
Max Trade Drawdown | -114355 | -54229 | -126302 | -55367597 | -26505912 | -61898427 |
Profit Factor | 3.3233 | 4.4 | 1.8813 | 1.2155 | 2.0366 | 0.5675 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 51.4851 | 52 | 50.9804 | 51.4851 | 52 | 50.9804 |
Ratio Avg Win / Avg Loss | 3.1316 | 4.0615 | 1.809 | 1.1453 | 1.8799 | 0.5456 |
Largest Winning Trade | 302567 | 302567 | 50039 | 58664981 | 58664981 | 10565001 |
Largest Losing Trade | -34694 | -28236 | -34694 | -23960637 | -10359611 | -23960637 |
Avg Bars in Trades | 70 | 95 | 44 | 70 | 95 | 44 |
Avg Bars in Winners | 83 | 110 | 56 | 83 | 110 | 56 |
Avg Bars in Losers | 55 | 80 | 32 | 55 | 80 | 32 |
Bars Traded | 7070 | 4793 | 2277 | 7070 | 4793 | 2277 |
Profit Streak | 64.3242 | 144.6575 | 64.3242 | 64.3242 | 144.6575 | 64.3242 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66600 | -309722 | -446178 | 333474 | -166054 | -760147 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541692800000, "first_datapoint_time": 1545955200000, "last_datapoint_time": 1757692800000, "evaluation_time": 1757720809681, "expiration_time": 1764173664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 121, "offset": 0, "std": 3.91079 } }, "second_band": { "type": "midpoint", "factors": { "length": 149, "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": [ [ 1019992.7853050677, 854587.2187442611, 165405.5665608059, 28331138.753624476, 60120279.82122105, -31789141.067596555 ], [ 1019.992785, 854.587219, 165.405567, 28331.138754, 60120.279821, -31789.141068 ], [ 0.407943, 0.34179, 0.066153, 0.226228, 0.256318, 0 ], [ 808.104154, 808.104154, 808.104154, 808.104154, 808.104154, 808.104154 ], [ -114355, -54229, -126302, -55367597, -26505912, -61898427 ], [ 3.323291, 4.399983, 1.881323, 1.215458, 2.036586, 0.56746 ], [ 101, 50, 51, 101, 50, 51 ], [ 52, 26, 26, 52, 26, 26 ], [ 49, 24, 25, 49, 24, 25 ], [ 51.485149, 52, 50.980392, 51.485149, 52, 50.980392 ], [ 3.131563, 4.061522, 1.808964, 1.145336, 1.879926, 0.545635 ], [ 302567, 302567, 50039, 58664981, 58664981, 10565001 ], [ -34694, -28236, -34694, -23960637, -10359611, -23960637 ], [ 70, 95, 44, 70, 95, 44 ], [ 83, 110, 56, 83, 110, 56 ], [ 55, 80, 32, 55, 80, 32 ], [ 7070, 4793, 2277, 7070, 4793, 2277 ], [ 64.324186, 144.657519, 64.324186, 64.324186, 144.657519, 64.324186 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -66600, -309722, -446178, 333474, -166054, -760147 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541692800000, "first_datapoint_time": 1545955200000, "last_datapoint_time": 1757692800000, "evaluation_time": 1757720809681, "expiration_time": 1764173664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 121, "offset": 0, "std": 3.91079 } }, "second_band": { "type": "midpoint", "factors": { "length": 149, "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) |
---|