Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392746.8477 | 464313.0571 | -71566.2095 | 11791725.9951 | -331490.5153 | 12123216.5104 |
Total P&L (%) | 392.7468 | 464.3131 | -71.5662 | 11791.726 | -331.4905 | 12123.2165 |
Avg Daily Profit (%) | 0.1571 | 0.1857 | -0.0286 | 0.1913 | 0 | 0.1924 |
Buy And Hold Return (%) | 904.0132 | 904.0132 | 904.0132 | 904.0132 | 904.0132 | 904.0132 |
Max Trade Drawdown | -287640 | -67844 | -287640 | -6550756 | -2644502 | -3957820 |
Profit Factor | 1.6773 | 5.2827 | 0.8482 | 2.5562 | 0.8996 | 3.8347 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 89 | 46 | 43 | 53 | 28 | 25 |
Losing Trades | 20 | 9 | 11 | 56 | 27 | 29 |
Profitability (%) | 81.6514 | 83.6364 | 79.6296 | 48.6239 | 50.9091 | 46.2963 |
Ratio Avg Win / Avg Loss | 0.3769 | 1.0336 | 0.217 | 2.7009 | 0.8674 | 4.4482 |
Largest Winning Trade | 104632 | 104632 | 43956 | 13710418 | 1448792 | 13710418 |
Largest Losing Trade | -287640 | -41221 | -287640 | -1952572 | -943485 | -1952572 |
Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Winners | 30 | 31 | 30 | 42 | 41 | 44 |
Avg Bars in Losers | 91 | 80 | 100 | 41 | 36 | 45 |
Bars Traded | 4593 | 2163 | 2430 | 4593 | 2163 | 2430 |
Profit Streak | 0 | 0 | 205.8003 | 0 | 0 | 345.8003 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153507 | -327200 | -755632 | 453293 | -760715 | -165219 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542153600000, "first_datapoint_time": 1551744000000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758179547845, "expiration_time": 1764634896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 68, "offset": 155 } } }
{ "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": [ [ 392746.847651754, 464313.0571092031, -71566.209457449, 11791725.995146088, -331490.5152509384, 12123216.510397026 ], [ 392.746848, 464.313057, -71.566209, 11791.725995, -331.490515, 12123.21651 ], [ 0.157067, 0.185688, -0.028621, 0.191282, 0, 0.192383 ], [ 904.013182, 904.013182, 904.013182, 904.013182, 904.013182, 904.013182 ], [ -287640, -67844, -287640, -6550756, -2644502, -3957820 ], [ 1.677261, 5.282664, 0.848212, 2.556237, 0.899557, 3.834653 ], [ 109, 55, 54, 109, 55, 54 ], [ 89, 46, 43, 53, 28, 25 ], [ 20, 9, 11, 56, 27, 29 ], [ 81.651376, 83.636364, 79.62963, 48.623853, 50.909091, 46.296296 ], [ 0.376913, 1.033565, 0.216984, 2.70093, 0.86743, 4.448198 ], [ 104632, 104632, 43956, 13710418, 1448792, 13710418 ], [ -287640, -41221, -287640, -1952572, -943485, -1952572 ], [ 42, 39, 45, 42, 39, 45 ], [ 30, 31, 30, 42, 41, 44 ], [ 91, 80, 100, 41, 36, 45 ], [ 4593, 2163, 2430, 4593, 2163, 2430 ], [ 0, 0, 205.800322, 0, 0, 345.800322 ], [ 0, 0, 3, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -153507, -327200, -755632, 453293, -760715, -165219 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542153600000, "first_datapoint_time": 1551744000000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758179547845, "expiration_time": 1764634896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 68, "offset": 155 } } }
# | 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) |
---|