Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 911297.3974 | 799336.3205 | 111961.0769 | 9341298.4099 | 8068657.8361 | 1272640.5738 |
Total P&L (%) | 911.2974 | 799.3363 | 111.9611 | 9341.2984 | 8068.6578 | 1272.6406 |
Avg Daily Profit (%) | 0.3645 | 0.3197 | 0.0448 | 0.182 | 0.1762 | 0.1048 |
Buy And Hold Return (%) | 803.777 | 803.777 | 803.777 | 803.777 | 803.777 | 803.777 |
Max Trade Drawdown | -142524 | -109708 | -42025 | -2853495 | -2401021 | -1059491 |
Profit Factor | 2.6958 | 3.3098 | 1.5852 | 2.0726 | 2.5455 | 1.3649 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 52.9915 | 51.7241 | 54.2373 | 52.9915 | 51.7241 | 54.2373 |
Ratio Avg Win / Avg Loss | 2.3914 | 3.0891 | 1.3375 | 1.8386 | 2.3758 | 1.1516 |
Largest Winning Trade | 324229 | 324229 | 56525 | 4246539 | 4246539 | 1600905 |
Largest Losing Trade | -46268 | -46268 | -30064 | -880690 | -880690 | -538227 |
Avg Bars in Trades | 62 | 77 | 47 | 62 | 77 | 47 |
Avg Bars in Winners | 79 | 97 | 62 | 79 | 97 | 62 |
Avg Bars in Losers | 43 | 56 | 29 | 43 | 56 | 29 |
Bars Traded | 7283 | 4491 | 2792 | 7283 | 4491 | 2792 |
Profit Streak | 60.9423 | 94.9423 | 60.9423 | 60.9423 | 94.9423 | 60.9423 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107900 | -329262 | -472623 | 485963 | -166185 | -237395 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541318400000, "first_datapoint_time": 1545120000000, "last_datapoint_time": 1757318400000, "evaluation_time": 1757342215153, "expiration_time": 1763799264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 127, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 133, "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": [ [ 911297.3974028885, 799336.3205142375, 111961.0768886508, 9341298.40990649, 8068657.836138885, 1272640.5737676057 ], [ 911.297397, 799.336321, 111.961077, 9341.29841, 8068.657836, 1272.640574 ], [ 0.364471, 0.319692, 0.044779, 0.182049, 0.176247, 0.104814 ], [ 803.776951, 803.776951, 803.776951, 803.776951, 803.776951, 803.776951 ], [ -142524, -109708, -42025, -2853495, -2401021, -1059491 ], [ 2.6958, 3.309793, 1.585201, 2.072646, 2.545476, 1.364881 ], [ 117, 58, 59, 117, 58, 59 ], [ 62, 30, 32, 62, 30, 32 ], [ 55, 28, 27, 55, 28, 27 ], [ 52.991453, 51.724138, 54.237288, 52.991453, 51.724138, 54.237288 ], [ 2.391436, 3.08914, 1.337513, 1.838638, 2.375778, 1.151618 ], [ 324229, 324229, 56525, 4246539, 4246539, 1600905 ], [ -46268, -46268, -30064, -880690, -880690, -538227 ], [ 62, 77, 47, 62, 77, 47 ], [ 79, 97, 62, 79, 97, 62 ], [ 43, 56, 29, 43, 56, 29 ], [ 7283, 4491, 2792, 7283, 4491, 2792 ], [ 60.942305, 94.942305, 60.942305, 60.942305, 94.942305, 60.942305 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -107900, -329262, -472623, 485963, -166185, -237395 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541318400000, "first_datapoint_time": 1545120000000, "last_datapoint_time": 1757318400000, "evaluation_time": 1757342215153, "expiration_time": 1763799264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 127, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 133, "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) |
---|