Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 945335.8351 | 768083.7263 | 177252.1088 | 31448034.7325 | 38071213.0288 | -6623178.2963 |
Total P&L (%) | 945.3358 | 768.0837 | 177.2521 | 31448.0347 | 38071.213 | -6623.1783 |
Avg Daily Profit (%) | 0.3781 | 0.3072 | 0.0709 | 0.2304 | 0.238 | 0 |
Buy And Hold Return (%) | 936.4505 | 936.4505 | 936.4505 | 936.4505 | 936.4505 | 936.4505 |
Max Trade Drawdown | -64951 | -53259 | -83243 | -18454558 | -10412967 | -21477218 |
Profit Factor | 2.1576 | 2.9732 | 1.4148 | 1.4176 | 2.0658 | 0.8327 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 136 | 60 | 76 | 136 | 60 | 76 |
Losing Trades | 108 | 62 | 46 | 108 | 62 | 46 |
Profitability (%) | 55.7377 | 49.1803 | 62.2951 | 55.7377 | 49.1803 | 62.2951 |
Ratio Avg Win / Avg Loss | 1.7134 | 3.0723 | 0.8563 | 1.1258 | 2.1347 | 0.504 |
Largest Winning Trade | 179758 | 179758 | 58101 | 18975182 | 18975182 | 5547090 |
Largest Losing Trade | -44405 | -30721 | -44405 | -12473373 | -5632624 | -12473373 |
Avg Bars in Trades | 29 | 28 | 31 | 29 | 28 | 31 |
Avg Bars in Winners | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Losers | 23 | 21 | 25 | 23 | 21 | 25 |
Bars Traded | 7288 | 3445 | 3843 | 7288 | 3445 | 3843 |
Profit Streak | 0 | 0 | 72.2747 | 0 | 0 | 72.2747 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146863 | -151416 | -263022 | 410347 | 432681 | -578856 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541404800000, "first_datapoint_time": 1544976000000, "last_datapoint_time": 1757404800000, "evaluation_time": 1757428533243, "expiration_time": 1763885664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 945335.8350831249, 768083.726254048, 177252.1088290774, 31448034.73254024, 38071213.0288434, -6623178.296303159 ], [ 945.335835, 768.083726, 177.252109, 31448.034733, 38071.213029, -6623.178296 ], [ 0.378084, 0.307193, 0.070891, 0.230398, 0.238038, 0 ], [ 936.450521, 936.450521, 936.450521, 936.450521, 936.450521, 936.450521 ], [ -64951, -53259, -83243, -18454558, -10412967, -21477218 ], [ 2.15763, 2.973176, 1.41477, 1.417633, 2.0658, 0.832663 ], [ 244, 122, 122, 244, 122, 122 ], [ 136, 60, 76, 136, 60, 76 ], [ 108, 62, 46, 108, 62, 46 ], [ 55.737705, 49.180328, 62.295082, 55.737705, 49.180328, 62.295082 ], [ 1.713412, 3.072281, 0.856308, 1.125767, 2.13466, 0.50398 ], [ 179758, 179758, 58101, 18975182, 18975182, 5547090 ], [ -44405, -30721, -44405, -12473373, -5632624, -12473373 ], [ 29, 28, 31, 29, 28, 31 ], [ 34, 35, 34, 34, 35, 34 ], [ 23, 21, 25, 23, 21, 25 ], [ 7288, 3445, 3843, 7288, 3445, 3843 ], [ 0, 0, 72.27469, 0, 0, 72.27469 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -146863, -151416, -263022, 410347, 432681, -578856 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541404800000, "first_datapoint_time": 1544976000000, "last_datapoint_time": 1757404800000, "evaluation_time": 1757428533243, "expiration_time": 1763885664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|