Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1142409.0042 | 904036.2007 | 238372.8035 | 134433577.2659 | 119564744.4636 | 14868832.8023 |
Total P&L (%) | 1142.409 | 904.0362 | 238.3728 | 134433.5773 | 119564.7445 | 14868.8328 |
Avg Daily Profit (%) | 0.4569 | 0.3616 | 0.0953 | 0.2886 | 0.2839 | 0.2005 |
Buy And Hold Return (%) | 765.4082 | 765.4082 | 765.4082 | 765.4082 | 765.4082 | 765.4082 |
Max Trade Drawdown | -132128 | -111266 | -44271 | -25470192 | -9734219 | -30428761 |
Profit Factor | 4.3567 | 5.2396 | 2.8754 | 3.2643 | 5.8009 | 1.4314 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 59.4937 | 53.8462 | 65 | 59.4937 | 53.8462 | 65 |
Ratio Avg Win / Avg Loss | 2.9662 | 4.4911 | 1.5483 | 2.2225 | 4.9722 | 0.7708 |
Largest Winning Trade | 270448 | 270448 | 58752 | 68403947 | 68403947 | 15455023 |
Largest Losing Trade | -30970 | -30970 | -27183 | -25470192 | -7777978 | -25470192 |
Avg Bars in Trades | 90 | 110 | 70 | 90 | 110 | 70 |
Avg Bars in Winners | 101 | 130 | 77 | 101 | 130 | 77 |
Avg Bars in Losers | 73 | 85 | 58 | 73 | 85 | 58 |
Bars Traded | 7120 | 4291 | 2829 | 7120 | 4291 | 2829 |
Profit Streak | 141.5316 | 141.5316 | 239.8649 | 141.5316 | 141.5316 | 239.8649 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23401 | -90950 | -222651 | -13383 | 656179 | 381212 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542528000000, "first_datapoint_time": 1547280000000, "last_datapoint_time": 1758528000000, "evaluation_time": 1758545130546, "expiration_time": 1765008864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 166, "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": [ [ 1142409.0042261623, 904036.200737278, 238372.8034888839, 134433577.26592097, 119564744.46363094, 14868832.802290048 ], [ 1142.409004, 904.036201, 238.372803, 134433.577266, 119564.744464, 14868.832802 ], [ 0.456903, 0.361567, 0.095337, 0.288553, 0.283856, 0.200517 ], [ 765.408226, 765.408226, 765.408226, 765.408226, 765.408226, 765.408226 ], [ -132128, -111266, -44271, -25470192, -9734219, -30428761 ], [ 4.356662, 5.239581, 2.875421, 3.264337, 5.800906, 1.431414 ], [ 79, 39, 40, 79, 39, 40 ], [ 47, 21, 26, 47, 21, 26 ], [ 32, 18, 14, 32, 18, 14 ], [ 59.493671, 53.846154, 65, 59.493671, 53.846154, 65 ], [ 2.966238, 4.49107, 1.548304, 2.222528, 4.972205, 0.770762 ], [ 270448, 270448, 58752, 68403947, 68403947, 15455023 ], [ -30970, -30970, -27183, -25470192, -7777978, -25470192 ], [ 90, 110, 70, 90, 110, 70 ], [ 101, 130, 77, 101, 130, 77 ], [ 73, 85, 58, 73, 85, 58 ], [ 7120, 4291, 2829, 7120, 4291, 2829 ], [ 141.531603, 141.531603, 239.864937, 141.531604, 141.531604, 239.864937 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -23401, -90950, -222651, -13383, 656179, 381212 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542528000000, "first_datapoint_time": 1547280000000, "last_datapoint_time": 1758528000000, "evaluation_time": 1758545130546, "expiration_time": 1765008864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 166, "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) |
---|