Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807540.1343 | 657843.3188 | 149696.8155 | 18432730.5213 | 29818747.2263 | -11386016.705 |
Total P&L (%) | 807.5401 | 657.8433 | 149.6968 | 18432.7305 | 29818.7472 | -11386.0167 |
Avg Daily Profit (%) | 0.3229 | 0.2631 | 0.0599 | 0.209 | 0.2282 | 0 |
Buy And Hold Return (%) | 857.0046 | 857.0046 | 857.0046 | 857.0046 | 857.0046 | 857.0046 |
Max Trade Drawdown | -57606 | -27447 | -55935 | -14445575 | -842623 | -14241652 |
Profit Factor | 4.2028 | 12.6361 | 1.7653 | 1.9031 | 19.1153 | 0.3932 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 15 | 7 | 8 | 15 | 7 | 8 |
Profitability (%) | 75.8065 | 77.4194 | 74.1935 | 75.8065 | 77.4194 | 74.1935 |
Ratio Avg Win / Avg Loss | 1.3413 | 3.6855 | 0.614 | 0.6074 | 5.5753 | 0.1368 |
Largest Winning Trade | 171368 | 171368 | 47837 | 16778128 | 16778128 | 1034800 |
Largest Losing Trade | -51278 | -27447 | -51278 | -13624112 | -842623 | -13624112 |
Avg Bars in Trades | 110 | 116 | 104 | 110 | 116 | 104 |
Avg Bars in Winners | 98 | 107 | 88 | 98 | 107 | 88 |
Avg Bars in Losers | 149 | 146 | 151 | 149 | 146 | 151 |
Bars Traded | 6865 | 3613 | 3252 | 6865 | 3613 | 3252 |
Profit Streak | 113.6092 | 113.6092 | 178.6092 | 113.6092 | 113.6092 | 178.6092 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -304786 | -144595 | -274516 | -145246 | 751858 | -577097 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1548374400000, "last_datapoint_time": 1758096000000, "evaluation_time": 1758119835100, "expiration_time": 1764577728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 220, "offset": 0, "a": 0.44011 } } }
{ "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": [ [ 807540.1342671785, 657843.3187752471, 149696.8154919313, 18432730.52129405, 29818747.226308648, -11386016.705014603 ], [ 807.540134, 657.843319, 149.696815, 18432.730521, 29818.747226, -11386.016705 ], [ 0.32293, 0.263067, 0.059863, 0.209047, 0.228242, 0 ], [ 857.004601, 857.004601, 857.004601, 857.004601, 857.004601, 857.004601 ], [ -57606, -27447, -55935, -14445575, -842623, -14241652 ], [ 4.202788, 12.63605, 1.765315, 1.903051, 19.115345, 0.393249 ], [ 62, 31, 31, 62, 31, 31 ], [ 47, 24, 23, 47, 24, 23 ], [ 15, 7, 8, 15, 7, 8 ], [ 75.806452, 77.419355, 74.193548, 75.806452, 77.419355, 74.193548 ], [ 1.341315, 3.685514, 0.614022, 0.607357, 5.575309, 0.136782 ], [ 171368, 171368, 47837, 16778128, 16778128, 1034800 ], [ -51278, -27447, -51278, -13624112, -842623, -13624112 ], [ 110, 116, 104, 110, 116, 104 ], [ 98, 107, 88, 98, 107, 88 ], [ 149, 146, 151, 149, 146, 151 ], [ 6865, 3613, 3252, 6865, 3613, 3252 ], [ 113.609202, 113.609202, 178.609202, 113.609202, 113.609203, 178.609203 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -304786, -144595, -274516, -145246, 751858, -577097 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1548374400000, "last_datapoint_time": 1758096000000, "evaluation_time": 1758119835100, "expiration_time": 1764577728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 220, "offset": 0, "a": 0.44011 } } }
# | 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) |
---|