Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 844020.7096 | 736850.9182 | 107169.7914 | 7435715.5362 | 10847844.5019 | -3412128.9656 |
Total P&L (%) | 844.0207 | 736.8509 | 107.1698 | 7435.7155 | 10847.8445 | -3412.129 |
Avg Daily Profit (%) | 0.3376 | 0.2947 | 0.0429 | 0.173 | 0.188 | 0 |
Buy And Hold Return (%) | 652.6178 | 652.6178 | 652.6178 | 652.6178 | 652.6178 | 652.6178 |
Max Trade Drawdown | -69792 | -45959 | -86400 | -3881109 | -1312276 | -6231980 |
Profit Factor | 2.5171 | 4.1745 | 1.3305 | 1.4276 | 2.8233 | 0.7017 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 48.4615 | 47.6923 | 49.2308 | 48.4615 | 47.6923 | 49.2308 |
Ratio Avg Win / Avg Loss | 2.6769 | 4.5785 | 1.3721 | 1.5182 | 3.0965 | 0.7237 |
Largest Winning Trade | 307798 | 307798 | 47619 | 6217551 | 6217551 | 1560762 |
Largest Losing Trade | -58067 | -19083 | -58067 | -3175084 | -978108 | -3175084 |
Avg Bars in Trades | 56 | 59 | 52 | 56 | 59 | 52 |
Avg Bars in Winners | 70 | 75 | 66 | 70 | 75 | 66 |
Avg Bars in Losers | 42 | 45 | 40 | 42 | 45 | 40 |
Bars Traded | 7315 | 3871 | 3444 | 7315 | 3871 | 3444 |
Profit Streak | 68.5609 | 81.2276 | 0 | 68.5609 | 81.2276 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60217 | -241605 | -433143 | 363112 | -118695 | -712757 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541260800000, "first_datapoint_time": 1543161600000, "last_datapoint_time": 1757260800000, "evaluation_time": 1757280462377, "expiration_time": 1763741664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 67, "offset": 0, "a": 0.9517 } }, "second_band": { "type": "alma", "factors": { "length": 27, "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": [ [ 844020.709593594, 736850.9182148349, 107169.7913787595, 7435715.536239879, 10847844.501870358, -3412128.9656304806 ], [ 844.02071, 736.850918, 107.169791, 7435.715536, 10847.844502, -3412.128966 ], [ 0.337564, 0.294701, 0.042862, 0.173016, 0.187981, 0 ], [ 652.617801, 652.617801, 652.617801, 652.617801, 652.617801, 652.617801 ], [ -69792, -45959, -86400, -3881109, -1312276, -6231980 ], [ 2.517094, 4.174504, 1.330541, 1.427589, 2.823264, 0.701742 ], [ 130, 65, 65, 130, 65, 65 ], [ 63, 31, 32, 63, 31, 32 ], [ 67, 34, 33, 67, 34, 33 ], [ 48.461538, 47.692308, 49.230769, 48.461538, 47.692308, 49.230769 ], [ 2.676909, 4.578488, 1.372121, 1.518229, 3.096483, 0.723672 ], [ 307798, 307798, 47619, 6217551, 6217551, 1560762 ], [ -58067, -19083, -58067, -3175084, -978108, -3175084 ], [ 56, 59, 52, 56, 59, 52 ], [ 70, 75, 66, 70, 75, 66 ], [ 42, 45, 40, 42, 45, 40 ], [ 7315, 3871, 3444, 7315, 3871, 3444 ], [ 68.560907, 81.227574, 0, 68.560907, 81.227574, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -60217, -241605, -433143, 363112, -118695, -712757 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541260800000, "first_datapoint_time": 1543161600000, "last_datapoint_time": 1757260800000, "evaluation_time": 1757280462377, "expiration_time": 1763741664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 67, "offset": 0, "a": 0.9517 } }, "second_band": { "type": "alma", "factors": { "length": 27, "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) |
---|