Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840447.6125 | 778256.9164 | 62190.6962 | 2584716.6188 | 7574175.6963 | -4989459.0775 |
Total P&L (%) | 840.4476 | 778.2569 | 62.1907 | 2584.7166 | 7574.1757 | -4989.4591 |
Avg Daily Profit (%) | 0.3361 | 0.3113 | 0.0249 | 0.1317 | 0.1737 | 0 |
Buy And Hold Return (%) | 910.5718 | 910.5718 | 910.5718 | 910.5718 | 910.5718 | 910.5718 |
Max Trade Drawdown | -117666 | -50438 | -114632 | -5979104 | -1686948 | -7522850 |
Profit Factor | 2.6652 | 4.6192 | 1.2147 | 1.1869 | 2.6987 | 0.4675 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 55.1282 | 56.4103 | 53.8462 | 55.1282 | 56.4103 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.1694 | 3.5694 | 1.0412 | 0.9661 | 2.0853 | 0.4007 |
Largest Winning Trade | 333132 | 333132 | 48880 | 6063028 | 6063028 | 844547 |
Largest Losing Trade | -67022 | -23279 | -67022 | -3855226 | -911800 | -3855226 |
Avg Bars in Trades | 91 | 97 | 86 | 91 | 97 | 86 |
Avg Bars in Winners | 117 | 119 | 115 | 117 | 119 | 115 |
Avg Bars in Losers | 60 | 68 | 52 | 60 | 68 | 52 |
Bars Traded | 7169 | 3800 | 3369 | 7169 | 3800 | 3369 |
Profit Streak | 105.7843 | 105.7843 | 141.1177 | 105.7843 | 105.7843 | 141.1177 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -188647 | -147860 | -324767 | -73829 | 517492 | -579687 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541548800000, "first_datapoint_time": 1544515200000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757558966019, "expiration_time": 1764029664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 104, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 840447.6125166732, 778256.9163665903, 62190.6961500827, 2584716.618796872, 7574175.696274949, -4989459.077478075 ], [ 840.447613, 778.256916, 62.190696, 2584.716619, 7574.175696, -4989.459077 ], [ 0.336135, 0.311262, 0.024873, 0.131676, 0.173746, 0 ], [ 910.571824, 910.571824, 910.571824, 910.571824, 910.571824, 910.571824 ], [ -117666, -50438, -114632, -5979104, -1686948, -7522850 ], [ 2.665237, 4.619178, 1.214699, 1.186905, 2.698672, 0.467518 ], [ 78, 39, 39, 78, 39, 39 ], [ 43, 22, 21, 43, 22, 21 ], [ 35, 17, 18, 35, 17, 18 ], [ 55.128205, 56.410256, 53.846154, 55.128205, 56.410256, 53.846154 ], [ 2.169379, 3.569365, 1.04117, 0.966085, 2.085338, 0.40073 ], [ 333132, 333132, 48880, 6063028, 6063028, 844547 ], [ -67022, -23279, -67022, -3855226, -911800, -3855226 ], [ 91, 97, 86, 91, 97, 86 ], [ 117, 119, 115, 117, 119, 115 ], [ 60, 68, 52, 60, 68, 52 ], [ 7169, 3800, 3369, 7169, 3800, 3369 ], [ 105.784329, 105.784329, 141.117662, 105.784329, 105.784329, 141.117662 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -188647, -147860, -324767, -73829, 517492, -579687 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541548800000, "first_datapoint_time": 1544515200000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757558966019, "expiration_time": 1764029664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 104, "offset": 0, "scalar": 3 } } }
# | 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) |
---|