Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -40647.1856 | 269093.7922 | -309740.9779 | 4533510.1149 | 1872243.874 | 2661266.2409 |
Total P&L (%) | -40.6472 | 269.0938 | -309.741 | 4533.5101 | 1872.2439 | 2661.2662 |
Avg Daily Profit (%) | -0.0163 | 0.1076 | -0.1239 | 0.1535 | 0.1193 | 0.1328 |
Buy And Hold Return (%) | 867.597 | 867.597 | 867.597 | 867.597 | 867.597 | 867.597 |
Max Trade Drawdown | -333477 | -52936 | -390304 | -1384820 | -436923 | -1436396 |
Profit Factor | 0.9512 | 2.5401 | 0.5296 | 2.447 | 3.3465 | 2.1396 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 140 | 72 | 68 | 90 | 45 | 45 |
Losing Trades | 40 | 18 | 22 | 90 | 45 | 45 |
Profitability (%) | 77.7778 | 80 | 75.5556 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 0.2718 | 0.635 | 0.1714 | 2.447 | 3.3465 | 2.1396 |
Largest Winning Trade | 75999 | 75999 | 27566 | 2659980 | 426450 | 2659980 |
Largest Losing Trade | -329462 | -52349 | -329462 | -1384820 | -182207 | -1384820 |
Avg Bars in Trades | 26 | 27 | 26 | 26 | 27 | 26 |
Avg Bars in Winners | 14 | 13 | 14 | 26 | 32 | 21 |
Avg Bars in Losers | 70 | 80 | 62 | 26 | 21 | 30 |
Bars Traded | 4803 | 2440 | 2363 | 4803 | 2440 | 2363 |
Profit Streak | 1.817 | 142.317 | 0 | 1.817 | 142.317 | 0 |
Trades During Streak | 1 | 9 | 0 | 1 | 9 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578194 | -207360 | -577223 | 363696 | -31232 | -14349 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1548115200000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758094586537, "expiration_time": 1764548496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 141, "offset": 0, "std": 2.54447 } } }
{ "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": [ [ -40647.1856259093, 269093.7922292778, -309740.9778551873, 4533510.114937499, 1872243.8739991558, 2661266.240938342 ], [ -40.647186, 269.093792, -309.740978, 4533.510115, 1872.243874, 2661.266241 ], [ -0.016256, 0.107616, -0.123872, 0.153523, 0.119318, 0.132793 ], [ 867.597018, 867.597018, 867.597018, 867.597018, 867.597018, 867.597018 ], [ -333477, -52936, -390304, -1384820, -436923, -1436396 ], [ 0.951217, 2.540126, 0.529626, 2.446981, 3.346512, 2.139632 ], [ 180, 90, 90, 180, 90, 90 ], [ 140, 72, 68, 90, 45, 45 ], [ 40, 18, 22, 90, 45, 45 ], [ 77.777778, 80, 75.555556, 50, 50, 50 ], [ 0.271776, 0.635032, 0.17135, 2.446981, 3.346512, 2.139632 ], [ 75999, 75999, 27566, 2659980, 426450, 2659980 ], [ -329462, -52349, -329462, -1384820, -182207, -1384820 ], [ 26, 27, 26, 26, 27, 26 ], [ 14, 13, 14, 26, 32, 21 ], [ 70, 80, 62, 26, 21, 30 ], [ 4803, 2440, 2363, 4803, 2440, 2363 ], [ 1.816974, 142.316974, 0, 1.816974, 142.316974, 0 ], [ 1, 9, 0, 1, 9, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578194, -207360, -577223, 363696, -31232, -14349 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1548115200000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758094586537, "expiration_time": 1764548496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 141, "offset": 0, "std": 2.54447 } } }
# | 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) |
---|