Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1050278.1988 | 821661.7545 | 228616.4444 | 84945876.5272 | 70388289.6366 | 14557586.8906 |
Total P&L (%) | 1050.2782 | 821.6618 | 228.6164 | 84945.8765 | 70388.2896 | 14557.5869 |
Avg Daily Profit (%) | 0.4201 | 0.3286 | 0.0914 | 0.2702 | 0.2626 | 0.1997 |
Buy And Hold Return (%) | 840.9727 | 840.9727 | 840.9727 | 840.9727 | 840.9727 | 840.9727 |
Max Trade Drawdown | -117248 | -99971 | -48528 | -5935931 | -3982620 | -4836812 |
Profit Factor | 4.5673 | 6.4116 | 2.6033 | 5.6503 | 9.2621 | 2.4935 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 59.7403 | 57.8947 | 61.5385 | 59.7403 | 57.8947 | 61.5385 |
Ratio Avg Win / Avg Loss | 3.0779 | 4.663 | 1.6271 | 3.8078 | 6.7361 | 1.5584 |
Largest Winning Trade | 311080 | 311080 | 46518 | 39401733 | 39401733 | 6862315 |
Largest Losing Trade | -48528 | -37571 | -48528 | -4530974 | -2458490 | -4530974 |
Avg Bars in Trades | 91 | 104 | 78 | 91 | 104 | 78 |
Avg Bars in Winners | 111 | 108 | 114 | 111 | 108 | 114 |
Avg Bars in Losers | 61 | 99 | 21 | 61 | 99 | 21 |
Bars Traded | 7026 | 3971 | 3055 | 7026 | 3971 | 3055 |
Profit Streak | 121.5719 | 121.5719 | 122.5719 | 121.5719 | 121.5719 | 122.5719 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114266 | -146117 | -228838 | -26406 | 687464 | 563597 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541606400000, "first_datapoint_time": 1547827200000, "last_datapoint_time": 1757606400000, "evaluation_time": 1757627014463, "expiration_time": 1764087264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 154, "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": [ [ 1050278.1988206052, 821661.7544667288, 228616.4443538768, 84945876.52724196, 70388289.63663934, 14557586.890602611 ], [ 1050.278199, 821.661754, 228.616444, 84945.876527, 70388.289637, 14557.586891 ], [ 0.420056, 0.328621, 0.091435, 0.27016, 0.262631, 0.199674 ], [ 840.972656, 840.972656, 840.972656, 840.972656, 840.972656, 840.972656 ], [ -117248, -99971, -48528, -5935931, -3982620, -4836812 ], [ 4.567277, 6.411604, 2.603349, 5.650327, 9.262111, 2.493509 ], [ 77, 38, 39, 77, 38, 39 ], [ 46, 22, 24, 46, 22, 24 ], [ 31, 16, 15, 31, 16, 15 ], [ 59.74026, 57.894737, 61.538462, 59.74026, 57.894737, 61.538462 ], [ 3.077948, 4.662985, 1.627093, 3.807829, 6.736081, 1.558443 ], [ 311080, 311080, 46518, 39401733, 39401733, 6862315 ], [ -48528, -37571, -48528, -4530974, -2458490, -4530974 ], [ 91, 104, 78, 91, 104, 78 ], [ 111, 108, 114, 111, 108, 114 ], [ 61, 99, 21, 61, 99, 21 ], [ 7026, 3971, 3055, 7026, 3971, 3055 ], [ 121.571927, 121.571927, 122.571927, 121.571927, 121.571927, 122.571927 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -114266, -146117, -228838, -26406, 687464, 563597 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541606400000, "first_datapoint_time": 1547827200000, "last_datapoint_time": 1757606400000, "evaluation_time": 1757627014463, "expiration_time": 1764087264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 154, "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) |
---|