Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 693380.3187 | 594612.3501 | 98767.9685 | 6287883.53 | 8142000.3566 | -1854116.8266 |
Total P&L (%) | 693.3803 | 594.6124 | 98.768 | 6287.8835 | 8142.0004 | -1854.1168 |
Avg Daily Profit (%) | 0.2772 | 0.2378 | 0.0395 | 0.1664 | 0.1766 | 0 |
Buy And Hold Return (%) | 837.6928 | 837.6928 | 837.6928 | 837.6928 | 837.6928 | 837.6928 |
Max Trade Drawdown | -71493 | -60068 | -87582 | -4032226 | -706157 | -4501208 |
Profit Factor | 2.8994 | 4.8493 | 1.469 | 1.813 | 5.6546 | 0.6902 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 60 | 60 | 60 | 60 | 60 | 60 |
Ratio Avg Win / Avg Loss | 1.9329 | 3.2329 | 0.9793 | 1.2087 | 3.7697 | 0.4601 |
Largest Winning Trade | 153801 | 153801 | 47467 | 3950802 | 3950802 | 680781 |
Largest Losing Trade | -60068 | -60068 | -33017 | -2270937 | -706157 | -2270937 |
Avg Bars in Trades | 57 | 96 | 19 | 57 | 96 | 19 |
Avg Bars in Winners | 58 | 93 | 23 | 58 | 93 | 23 |
Avg Bars in Losers | 56 | 100 | 12 | 56 | 100 | 12 |
Bars Traded | 4614 | 3840 | 774 | 4614 | 3840 | 774 |
Profit Streak | 211.6405 | 211.6405 | 218.6405 | 211.6405 | 211.6405 | 218.6405 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172313 | -147049 | -303519 | -10691 | 676644 | -577818 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1542412800000, "first_datapoint_time": 1548158400000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758468142883, "expiration_time": 1764938592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 21, "offset": 0, "std": 4.32222 } }, "second_band": { "type": "t3", "factors": { "length": 134, "offset": 0, "a": 0.41423 } } }
{ "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": [ [ 693380.318676426, 594612.3501389803, 98767.9685374455, 6287883.53002594, 8142000.356639097, -1854116.8266131573 ], [ 693.380319, 594.61235, 98.767969, 6287.88353, 8142.000357, -1854.116827 ], [ 0.277241, 0.23775, 0.039491, 0.166351, 0.176558, 0 ], [ 837.692841, 837.692841, 837.692841, 837.692841, 837.692841, 837.692841 ], [ -71493, -60068, -87582, -4032226, -706157, -4501208 ], [ 2.899365, 4.849347, 1.46901, 1.812977, 5.654607, 0.690214 ], [ 80, 40, 40, 80, 40, 40 ], [ 48, 24, 24, 48, 24, 24 ], [ 32, 16, 16, 32, 16, 16 ], [ 60, 60, 60, 60, 60, 60 ], [ 1.93291, 3.232898, 0.97934, 1.208651, 3.769738, 0.460143 ], [ 153801, 153801, 47467, 3950802, 3950802, 680781 ], [ -60068, -60068, -33017, -2270937, -706157, -2270937 ], [ 57, 96, 19, 57, 96, 19 ], [ 58, 93, 23, 58, 93, 23 ], [ 56, 100, 12, 56, 100, 12 ], [ 4614, 3840, 774, 4614, 3840, 774 ], [ 211.640543, 211.640543, 218.640543, 211.640543, 211.640543, 218.640543 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -172313, -147049, -303519, -10691, 676644, -577818 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1542412800000, "first_datapoint_time": 1548158400000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758468142883, "expiration_time": 1764938592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 21, "offset": 0, "std": 4.32222 } }, "second_band": { "type": "t3", "factors": { "length": 134, "offset": 0, "a": 0.41423 } } }
# | 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) |
---|