Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901802.3704 | 738918.5517 | 162883.8187 | 21323571.3284 | 47425621.8017 | -26102050.4733 |
Total P&L (%) | 901.8024 | 738.9186 | 162.8838 | 21323.5713 | 47425.6218 | -26102.0505 |
Avg Daily Profit (%) | 0.3607 | 0.2955 | 0.0651 | 0.2149 | 0.2468 | 0 |
Buy And Hold Return (%) | 726.7791 | 726.7791 | 726.7791 | 726.7791 | 726.7791 | 726.7791 |
Max Trade Drawdown | -80730 | -52079 | -78283 | -35207219 | -4465810 | -36431758 |
Profit Factor | 3.598 | 7.1151 | 1.7198 | 1.3795 | 4.8646 | 0.4056 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 65.0794 | 61.2903 | 68.75 | 65.0794 | 61.2903 | 68.75 |
Ratio Avg Win / Avg Loss | 1.9306 | 4.4937 | 0.7817 | 0.7402 | 3.0724 | 0.1843 |
Largest Winning Trade | 201217 | 201217 | 52473 | 32409343 | 32409343 | 2851994 |
Largest Losing Trade | -68880 | -39256 | -68880 | -33418199 | -3382091 | -33418199 |
Avg Bars in Trades | 115 | 120 | 109 | 115 | 120 | 109 |
Avg Bars in Winners | 118 | 118 | 118 | 118 | 118 | 118 |
Avg Bars in Losers | 108 | 123 | 90 | 108 | 123 | 90 |
Bars Traded | 7258 | 3745 | 3513 | 7258 | 3745 | 3513 |
Profit Streak | 110.4357 | 110.4357 | 188.4357 | 110.4357 | 110.4357 | 188.4357 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -222369 | -141212 | -267870 | -140623 | 652307 | -577406 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541548800000, "first_datapoint_time": 1546934400000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757557640438, "expiration_time": 1764029664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 36, "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": [ [ 901802.3703970758, 738918.5517453263, 162883.8186517495, 21323571.32835355, 47425621.801681735, -26102050.473328196 ], [ 901.80237, 738.918552, 162.883819, 21323.571328, 47425.621802, -26102.050473 ], [ 0.360673, 0.295528, 0.065145, 0.214885, 0.246826, 0 ], [ 726.779052, 726.779052, 726.779052, 726.779052, 726.779052, 726.779052 ], [ -80730, -52079, -78283, -35207219, -4465810, -36431758 ], [ 3.598025, 7.11508, 1.719848, 1.379545, 4.864613, 0.405558 ], [ 63, 31, 32, 63, 31, 32 ], [ 41, 19, 22, 41, 19, 22 ], [ 22, 12, 10, 22, 12, 10 ], [ 65.079365, 61.290323, 68.75, 65.079365, 61.290323, 68.75 ], [ 1.930648, 4.493734, 0.781749, 0.740244, 3.072387, 0.184344 ], [ 201217, 201217, 52473, 32409343, 32409343, 2851994 ], [ -68880, -39256, -68880, -33418199, -3382091, -33418199 ], [ 115, 120, 109, 115, 120, 109 ], [ 118, 118, 118, 118, 118, 118 ], [ 108, 123, 90, 108, 123, 90 ], [ 7258, 3745, 3513, 7258, 3745, 3513 ], [ 110.435653, 110.435653, 188.435653, 110.435653, 110.435653, 188.435653 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -222369, -141212, -267870, -140623, 652307, -577406 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541548800000, "first_datapoint_time": 1546934400000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757557640438, "expiration_time": 1764029664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 36, "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) |
---|