Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 974005.3685 | 866544.8423 | 107460.5262 | 9175867.6124 | 10595582.6294 | -1419715.0169 |
Total P&L (%) | 974.0054 | 866.5448 | 107.4605 | 9175.8676 | 10595.5826 | -1419.715 |
Avg Daily Profit (%) | 0.3896 | 0.3466 | 0.043 | 0.1813 | 0.187 | 0 |
Buy And Hold Return (%) | 890.9765 | 890.9765 | 890.9765 | 890.9765 | 890.9765 | 890.9765 |
Max Trade Drawdown | -112906 | -85249 | -92573 | -9561634 | -5678453 | -6889311 |
Profit Factor | 2.4159 | 3.3636 | 1.3345 | 1.3017 | 1.6116 | 0.8915 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 52.4476 | 47.8873 | 56.9444 | 52.4476 | 47.8873 | 56.9444 |
Ratio Avg Win / Avg Loss | 2.1904 | 3.6604 | 1.009 | 1.1802 | 1.7538 | 0.6741 |
Largest Winning Trade | 375872 | 375872 | 62094 | 11035723 | 11035723 | 2403974 |
Largest Losing Trade | -40828 | -40828 | -32709 | -4224491 | -4224491 | -2825269 |
Avg Bars in Trades | 49 | 58 | 39 | 49 | 58 | 39 |
Avg Bars in Winners | 62 | 75 | 51 | 62 | 75 | 51 |
Avg Bars in Losers | 34 | 43 | 23 | 34 | 43 | 23 |
Bars Traded | 7036 | 4178 | 2858 | 7036 | 4178 | 2858 |
Profit Streak | 14.54 | 0 | 61.2067 | 14.54 | 0 | 61.2067 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121238 | -237835 | -378288 | 333327 | -76801 | -658082 |
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{ "first_band": { "type": "t3", "factors": { "length": 51, "offset": 0, "a": 0.70602 } }, "second_band": { "type": "dcm", "factors": { "length": 103, "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": [ [ 974005.3685145073, 866544.8423039566, 107460.5262105504, 9175867.612448152, 10595582.629358381, -1419715.0169102333 ], [ 974.005369, 866.544842, 107.460526, 9175.867612, 10595.582629, -1419.715017 ], [ 0.389551, 0.346572, 0.042979, 0.18134, 0.187047, 0 ], [ 890.976539, 890.976539, 890.976539, 890.976539, 890.976539, 890.976539 ], [ -112906, -85249, -92573, -9561634, -5678453, -6889311 ], [ 2.41589, 3.363608, 1.334465, 1.301696, 1.611612, 0.891544 ], [ 143, 71, 72, 143, 71, 72 ], [ 75, 34, 41, 75, 34, 41 ], [ 68, 37, 31, 68, 37, 31 ], [ 52.447552, 47.887324, 56.944444, 52.447552, 47.887324, 56.944444 ], [ 2.190407, 3.660396, 1.008986, 1.180204, 1.753813, 0.674094 ], [ 375872, 375872, 62094, 11035723, 11035723, 2403974 ], [ -40828, -40828, -32709, -4224491, -4224491, -2825269 ], [ 49, 58, 39, 49, 58, 39 ], [ 62, 75, 51, 62, 75, 51 ], [ 34, 43, 23, 34, 43, 23 ], [ 7036, 4178, 2858, 7036, 4178, 2858 ], [ 14.540021, 0, 61.206688, 14.540021, 0, 61.206688 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -121238, -237835, -378288, 333327, -76801, -658082 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541318400000, "first_datapoint_time": 1544256000000, "last_datapoint_time": 1757318400000, "evaluation_time": 1757336257831, "expiration_time": 1763799264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 51, "offset": 0, "a": 0.70602 } }, "second_band": { "type": "dcm", "factors": { "length": 103, "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) |
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