Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 27490.1388 | 299310.661 | -271820.5223 | 5439379.1037 | 1845209.8311 | 3594169.2725 |
Total P&L (%) | 27.4901 | 299.3107 | -271.8205 | 5439.3791 | 1845.2098 | 3594.1693 |
Avg Daily Profit (%) | 0.011 | 0.1197 | -0.1087 | 0.1606 | 0.1187 | 0.1444 |
Buy And Hold Return (%) | 870.9705 | 870.9705 | 870.9705 | 870.9705 | 870.9705 | 870.9705 |
Max Trade Drawdown | -322315 | -47158 | -354210 | -1191869 | -527770 | -1087194 |
Profit Factor | 1.033 | 2.9017 | 0.5977 | 2.8313 | 3.1879 | 2.6898 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 154 | 80 | 74 | 84 | 42 | 42 |
Losing Trades | 36 | 15 | 21 | 106 | 53 | 53 |
Profitability (%) | 81.0526 | 84.2105 | 77.8947 | 44.2105 | 44.2105 | 44.2105 |
Ratio Avg Win / Avg Loss | 0.2415 | 0.5441 | 0.1696 | 3.5728 | 4.0229 | 3.3943 |
Largest Winning Trade | 68455 | 68455 | 22863 | 3321265 | 602320 | 3321265 |
Largest Losing Trade | -322315 | -47158 | -322315 | -1087194 | -187056 | -1087194 |
Avg Bars in Trades | 24 | 27 | 22 | 24 | 27 | 22 |
Avg Bars in Winners | 13 | 13 | 12 | 30 | 38 | 23 |
Avg Bars in Losers | 74 | 98 | 57 | 20 | 18 | 21 |
Bars Traded | 4696 | 2581 | 2115 | 4696 | 2581 | 2115 |
Profit Streak | 21.0047 | 436.0047 | 0 | 21.0047 | 316.0047 | 0 |
Trades During Streak | 1 | 15 | 0 | 1 | 10 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -524008 | -190169 | -576907 | 438326 | -34857 | 33043 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1542456000000, "first_datapoint_time": 1549022400000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758499605627, "expiration_time": 1764981792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 153, "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": [ [ 27490.1387596237, 299310.6610157539, -271820.5222561303, 5439379.103651127, 1845209.8311139804, 3594169.2725371476 ], [ 27.490139, 299.310661, -271.820522, 5439.379104, 1845.209831, 3594.169273 ], [ 0.010992, 0.119676, -0.108685, 0.160643, 0.118741, 0.14442 ], [ 870.970481, 870.970481, 870.970481, 870.970481, 870.970481, 870.970481 ], [ -322315, -47158, -354210, -1191869, -527770, -1087194 ], [ 1.032998, 2.901653, 0.597715, 2.83125, 3.187931, 2.689822 ], [ 190, 95, 95, 190, 95, 95 ], [ 154, 80, 74, 84, 42, 42 ], [ 36, 15, 21, 106, 53, 53 ], [ 81.052632, 84.210526, 77.894737, 44.210526, 44.210526, 44.210526 ], [ 0.24148, 0.54406, 0.169622, 3.572768, 4.022865, 3.3943 ], [ 68455, 68455, 22863, 3321265, 602320, 3321265 ], [ -322315, -47158, -322315, -1087194, -187056, -1087194 ], [ 24, 27, 22, 24, 27, 22 ], [ 13, 13, 12, 30, 38, 23 ], [ 74, 98, 57, 20, 18, 21 ], [ 4696, 2581, 2115, 4696, 2581, 2115 ], [ 21.004695, 436.004695, 0, 21.004695, 316.004695, 0 ], [ 1, 15, 0, 1, 10, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -524008, -190169, -576907, 438326, -34857, 33043 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1542456000000, "first_datapoint_time": 1549022400000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758499605627, "expiration_time": 1764981792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 153, "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) |
---|