Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682163.0106 | 584506.0209 | 97656.9897 | -75460286.0302 | 45745378.1843 | -121205664.2145 |
Total P&L (%) | 682.163 | 584.506 | 97.657 | -75460.286 | 45745.3782 | -121205.6642 |
Avg Daily Profit (%) | 0.2726 | 0.2336 | 0.039 | 0 | 0.2452 | 0 |
Buy And Hold Return (%) | 820.7595 | 820.7595 | 820.7595 | 820.7595 | 820.7595 | 820.7595 |
Max Trade Drawdown | -183176 | -51886 | -183176 | -150417421 | -6085060 | -144332360 |
Profit Factor | 3.1385 | 8.2408 | 1.4099 | 0.5235 | 4.7902 | 0.1715 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 45 | 22 | 23 | 42 | 20 | 22 |
Losing Trades | 18 | 10 | 8 | 21 | 12 | 9 |
Profitability (%) | 71.4286 | 68.75 | 74.1935 | 66.6667 | 62.5 | 70.9677 |
Ratio Avg Win / Avg Loss | 1.2554 | 3.7458 | 0.4904 | 0.2618 | 2.8741 | 0.0702 |
Largest Winning Trade | 103455 | 103455 | 51150 | 27231776 | 27231776 | 6302304 |
Largest Losing Trade | -183176 | -33265 | -183176 | -137486675 | -5924738 | -137486675 |
Avg Bars in Trades | 73 | 75 | 71 | 73 | 75 | 71 |
Avg Bars in Winners | 63 | 72 | 55 | 62 | 68 | 57 |
Avg Bars in Losers | 96 | 80 | 116 | 93 | 85 | 103 |
Bars Traded | 4605 | 2402 | 2203 | 4605 | 2402 | 2203 |
Profit Streak | 196.7756 | 342.7756 | 196.7756 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -299094 | -145182 | -303765 | -729617 | 635519 | -578099 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5004, "evaluation_days": 2502, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1552867200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759171012927, "expiration_time": 1765632384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 229, "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": [ [ 682163.0106000836, 584506.0209056747, 97656.9896944087, -75460286.030215, 45745378.184272766, -121205664.21448776 ], [ 682.163011, 584.506021, 97.65699, -75460.28603, 45745.378184, -121205.664214 ], [ 0.272647, 0.233616, 0.039032, 0, 0.245219, 0 ], [ 820.759534, 820.759534, 820.759534, 820.759534, 820.759534, 820.759534 ], [ -183176, -51886, -183176, -150417421, -6085060, -144332360 ], [ 3.138537, 8.240829, 1.409872, 0.523508, 4.790195, 0.171509 ], [ 63, 32, 31, 63, 32, 31 ], [ 45, 22, 23, 42, 20, 22 ], [ 18, 10, 8, 21, 12, 9 ], [ 71.428571, 68.75, 74.193548, 66.666667, 62.5, 70.967742 ], [ 1.255415, 3.745831, 0.49039, 0.261754, 2.874117, 0.070163 ], [ 103455, 103455, 51150, 27231776, 27231776, 6302304 ], [ -183176, -33265, -183176, -137486675, -5924738, -137486675 ], [ 73, 75, 71, 73, 75, 71 ], [ 63, 72, 55, 62, 68, 57 ], [ 96, 80, 116, 93, 85, 103 ], [ 4605, 2402, 2203, 4605, 2402, 2203 ], [ 196.775612, 342.775613, 196.775613, 0, 0, 0 ], [ 3, 3, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -299094, -145182, -303765, -729617, 635519, -578099 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5004, "evaluation_days": 2502, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1552867200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759171012927, "expiration_time": 1765632384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 229, "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) |
---|