Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1040507.6811 | 852338.6 | 188169.0811 | 25595159.1109 | 19503696.4702 | 6091462.6407 |
Total P&L (%) | 1040.5077 | 852.3386 | 188.1691 | 25595.1591 | 19503.6965 | 6091.4626 |
Avg Daily Profit (%) | 0.4161 | 0.3408 | 0.0752 | 0.2221 | 0.2113 | 0.1651 |
Buy And Hold Return (%) | 845.1055 | 845.1055 | 845.1055 | 845.1055 | 845.1055 | 845.1055 |
Max Trade Drawdown | -106114 | -87403 | -65070 | -1753038 | -1307961 | -1200226 |
Profit Factor | 3.5952 | 5.4875 | 1.8918 | 5.2985 | 8.7095 | 2.7787 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 63.5294 | 64.2857 | 62.7907 | 63.5294 | 64.2857 | 62.7907 |
Ratio Avg Win / Avg Loss | 2.0639 | 3.0486 | 1.1211 | 3.0417 | 4.8386 | 1.6466 |
Largest Winning Trade | 391592 | 391592 | 41738 | 8726673 | 8726673 | 3727367 |
Largest Losing Trade | -65070 | -50637 | -65070 | -1200226 | -546708 | -1200226 |
Avg Bars in Trades | 81 | 102 | 60 | 81 | 102 | 60 |
Avg Bars in Winners | 90 | 99 | 81 | 90 | 99 | 81 |
Avg Bars in Losers | 64 | 106 | 25 | 64 | 106 | 25 |
Bars Traded | 6895 | 4288 | 2607 | 6895 | 4288 | 2607 |
Profit Streak | 8.1304 | 0 | 8.4637 | 8.1304 | 0 | 8.4637 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74261 | -143825 | -253394 | 690240 | 668079 | 555229 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1542441600000, "first_datapoint_time": 1548374400000, "last_datapoint_time": 1758470400000, "evaluation_time": 1758481665919, "expiration_time": 1764952128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 85, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 207, "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": [ [ 1040507.6811211414, 852338.5999858773, 188169.0811352641, 25595159.110895164, 19503696.470152386, 6091462.640742781 ], [ 1040.507681, 852.3386, 188.169081, 25595.159111, 19503.69647, 6091.462641 ], [ 0.416092, 0.340844, 0.075247, 0.222142, 0.211298, 0.165122 ], [ 845.105505, 845.105505, 845.105505, 845.105505, 845.105505, 845.105505 ], [ -106114, -87403, -65070, -1753038, -1307961, -1200226 ], [ 3.59519, 5.487529, 1.891788, 5.298481, 8.709498, 2.778717 ], [ 85, 42, 43, 85, 42, 43 ], [ 54, 27, 27, 54, 27, 27 ], [ 31, 15, 16, 31, 15, 16 ], [ 63.529412, 64.285714, 62.790698, 63.529412, 64.285714, 62.790698 ], [ 2.063905, 3.048627, 1.12106, 3.041721, 4.83861, 1.646647 ], [ 391592, 391592, 41738, 8726673, 8726673, 3727367 ], [ -65070, -50637, -65070, -1200226, -546708, -1200226 ], [ 81, 102, 60, 81, 102, 60 ], [ 90, 99, 81, 90, 99, 81 ], [ 64, 106, 25, 64, 106, 25 ], [ 6895, 4288, 2607, 6895, 4288, 2607 ], [ 8.130392, 0, 8.463726, 8.130393, 0, 8.463726 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -74261, -143825, -253394, 690240, 668079, 555229 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1542441600000, "first_datapoint_time": 1548374400000, "last_datapoint_time": 1758470400000, "evaluation_time": 1758481665919, "expiration_time": 1764952128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 85, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 207, "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) |
---|