Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 911079.5201 | 793286.2002 | 117793.3199 | 12996478.4289 | 22849727.5298 | -9853249.1009 |
Total P&L (%) | 911.0795 | 793.2862 | 117.7933 | 12996.4784 | 22849.7275 | -9853.2491 |
Avg Daily Profit (%) | 0.3644 | 0.3173 | 0.0471 | 0.1952 | 0.2176 | 0 |
Buy And Hold Return (%) | 879.6086 | 879.6086 | 879.6086 | 879.6086 | 879.6086 | 879.6086 |
Max Trade Drawdown | -82192 | -46176 | -84018 | -18011210 | -7083996 | -15129357 |
Profit Factor | 2.9045 | 4.8718 | 1.4307 | 1.3262 | 2.4671 | 0.5939 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 47.9592 | 48.9796 | 46.9388 | 47.9592 | 48.9796 | 46.9388 |
Ratio Avg Win / Avg Loss | 3.1516 | 5.0748 | 1.6173 | 1.4391 | 2.5699 | 0.6714 |
Largest Winning Trade | 326562 | 326562 | 54064 | 21475488 | 21475488 | 3160319 |
Largest Losing Trade | -43838 | -36794 | -43838 | -9867859 | -3043240 | -9867859 |
Avg Bars in Trades | 72 | 75 | 70 | 72 | 75 | 70 |
Avg Bars in Winners | 100 | 100 | 100 | 100 | 100 | 100 |
Avg Bars in Losers | 47 | 51 | 43 | 47 | 51 | 43 |
Bars Traded | 7134 | 3693 | 3441 | 7134 | 3693 | 3441 |
Profit Streak | 74.1158 | 159.4492 | 0 | 74.1158 | 159.4492 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139633 | -148372 | -294870 | 297568 | 487970 | -581872 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541721600000, "first_datapoint_time": 1548000000000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757731607581, "expiration_time": 1764202464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 22, "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": [ [ 911079.5201000826, 793286.2002310148, 117793.3198690681, 12996478.428884033, 22849727.529814374, -9853249.100930346 ], [ 911.07952, 793.2862, 117.79332, 12996.478429, 22849.72753, -9853.249101 ], [ 0.364384, 0.317273, 0.047111, 0.195162, 0.217643, 0 ], [ 879.608586, 879.608586, 879.608586, 879.608586, 879.608586, 879.608586 ], [ -82192, -46176, -84018, -18011210, -7083996, -15129357 ], [ 2.904452, 4.871787, 1.430679, 1.326222, 2.467088, 0.593924 ], [ 98, 49, 49, 98, 49, 49 ], [ 47, 24, 23, 47, 24, 23 ], [ 51, 25, 26, 51, 25, 26 ], [ 47.959184, 48.979592, 46.938776, 47.959184, 48.979592, 46.938776 ], [ 3.151639, 5.074778, 1.61729, 1.439092, 2.569884, 0.671392 ], [ 326562, 326562, 54064, 21475488, 21475488, 3160319 ], [ -43838, -36794, -43838, -9867859, -3043240, -9867859 ], [ 72, 75, 70, 72, 75, 70 ], [ 100, 100, 100, 100, 100, 100 ], [ 47, 51, 43, 47, 51, 43 ], [ 7134, 3693, 3441, 7134, 3693, 3441 ], [ 74.115828, 159.449162, 0, 74.115828, 159.449162, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -139633, -148372, -294870, 297568, 487970, -581872 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541721600000, "first_datapoint_time": 1548000000000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757731607581, "expiration_time": 1764202464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 22, "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) |
---|