Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1061099.435 | 825471.1942 | 235628.2408 | 76095640.5842 | 93596614.0643 | -17500973.4802 |
Total P&L (%) | 1061.0994 | 825.4712 | 235.6282 | 76095.6406 | 93596.6141 | -17500.9735 |
Avg Daily Profit (%) | 0.4244 | 0.3301 | 0.0942 | 0.2658 | 0.274 | 0 |
Buy And Hold Return (%) | 817.3503 | 817.3503 | 817.3503 | 817.3503 | 817.3503 | 817.3503 |
Max Trade Drawdown | -76483 | -78327 | -68098 | -47984047 | -11359260 | -50870629 |
Profit Factor | 3.7806 | 5.0315 | 2.3323 | 1.8944 | 5.2186 | 0.7217 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 63.1579 | 63.8298 | 62.5 | 63.1579 | 63.8298 | 62.5 |
Ratio Avg Win / Avg Loss | 2.2053 | 2.8512 | 1.3994 | 1.1051 | 2.9572 | 0.433 |
Largest Winning Trade | 171411 | 171411 | 62428 | 48230692 | 48230692 | 13349761 |
Largest Losing Trade | -62832 | -49318 | -62832 | -47984047 | -3548527 | -47984047 |
Avg Bars in Trades | 72 | 83 | 60 | 72 | 83 | 60 |
Avg Bars in Winners | 85 | 89 | 81 | 85 | 89 | 81 |
Avg Bars in Losers | 49 | 73 | 27 | 49 | 73 | 27 |
Bars Traded | 6851 | 3926 | 2925 | 6851 | 3926 | 2925 |
Profit Streak | 106.5433 | 360.21 | 106.5433 | 106.5433 | 360.21 | 106.5433 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53225 | -142462 | -227331 | 504066 | 715735 | -578507 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542412800000, "first_datapoint_time": 1547337600000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758430943011, "expiration_time": 1764893664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 145, "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": [ [ 1061099.4349888712, 825471.1942156163, 235628.2407732549, 76095640.58419557, 93596614.06434888, -17500973.480153292 ], [ 1061.099435, 825.471194, 235.628241, 76095.640584, 93596.614064, -17500.97348 ], [ 0.424384, 0.330145, 0.094239, 0.265753, 0.274045, 0 ], [ 817.350331, 817.350331, 817.350331, 817.350331, 817.350331, 817.350331 ], [ -76483, -78327, -68098, -47984047, -11359260, -50870629 ], [ 3.780585, 5.031503, 2.332325, 1.894373, 5.218578, 0.721747 ], [ 95, 47, 48, 95, 47, 48 ], [ 60, 30, 30, 60, 30, 30 ], [ 35, 17, 18, 35, 17, 18 ], [ 63.157895, 63.829787, 62.5, 63.157895, 63.829787, 62.5 ], [ 2.205341, 2.851185, 1.399395, 1.105051, 2.957194, 0.433048 ], [ 171411, 171411, 62428, 48230692, 48230692, 13349761 ], [ -62832, -49318, -62832, -47984047, -3548527, -47984047 ], [ 72, 83, 60, 72, 83, 60 ], [ 85, 89, 81, 85, 89, 81 ], [ 49, 73, 27, 49, 73, 27 ], [ 6851, 3926, 2925, 6851, 3926, 2925 ], [ 106.543322, 360.209988, 106.543322, 106.543322, 360.209989, 106.543322 ], [ 2, 5, 1, 2, 5, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -53225, -142462, -227331, 504066, 715735, -578507 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542412800000, "first_datapoint_time": 1547337600000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758430943011, "expiration_time": 1764893664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 145, "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) |
---|