Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 960298.589 | 803672.3214 | 156626.2676 | 16543308.4194 | 28580660.6308 | -12037352.2114 |
Total P&L (%) | 960.2986 | 803.6723 | 156.6263 | 16543.3084 | 28580.6606 | -12037.3522 |
Avg Daily Profit (%) | 0.384 | 0.3214 | 0.0626 | 0.2048 | 0.2266 | 0 |
Buy And Hold Return (%) | 772.8394 | 772.8394 | 772.8394 | 772.8394 | 772.8394 | 772.8394 |
Max Trade Drawdown | -76839 | -64619 | -79765 | -23345073 | -6674522 | -23716519 |
Profit Factor | 3.7188 | 4.8897 | 2.0685 | 1.4028 | 2.8073 | 0.5234 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 62.3377 | 57.8947 | 66.6667 | 62.3377 | 57.8947 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.2468 | 3.5561 | 1.0343 | 0.8475 | 2.0417 | 0.2617 |
Largest Winning Trade | 201322 | 201322 | 64638 | 18060722 | 18060722 | 1999077 |
Largest Losing Trade | -76839 | -51619 | -76839 | -23345073 | -5128791 | -23345073 |
Avg Bars in Trades | 60 | 90 | 31 | 60 | 90 | 31 |
Avg Bars in Winners | 55 | 76 | 37 | 55 | 76 | 37 |
Avg Bars in Losers | 68 | 108 | 18 | 68 | 108 | 18 |
Bars Traded | 4652 | 3423 | 1229 | 4652 | 3423 | 1229 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118249 | -135539 | -270064 | -37276 | 527737 | -578596 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541289600000, "first_datapoint_time": 1545091200000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757292735734, "expiration_time": 1763770896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 71, "offset": 11 } }, "second_band": { "type": "kcu", "factors": { "length": 80, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 960298.5890146287, 803672.3214343154, 156626.2675803129, 16543308.419405084, 28580660.63078727, -12037352.21138219 ], [ 960.298589, 803.672321, 156.626268, 16543.308419, 28580.660631, -12037.352211 ], [ 0.384043, 0.321405, 0.062638, 0.204752, 0.226563, 0 ], [ 772.839394, 772.839394, 772.839394, 772.839394, 772.839394, 772.839394 ], [ -76839, -64619, -79765, -23345073, -6674522, -23716519 ], [ 3.718847, 4.889657, 2.068517, 1.402809, 2.807313, 0.523385 ], [ 77, 38, 39, 77, 38, 39 ], [ 48, 22, 26, 48, 22, 26 ], [ 29, 16, 13, 29, 16, 13 ], [ 62.337662, 57.894737, 66.666667, 62.337662, 57.894737, 66.666667 ], [ 2.246804, 3.556114, 1.034259, 0.847531, 2.041682, 0.261692 ], [ 201322, 201322, 64638, 18060722, 18060722, 1999077 ], [ -76839, -51619, -76839, -23345073, -5128791, -23345073 ], [ 60, 90, 31, 60, 90, 31 ], [ 55, 76, 37, 55, 76, 37 ], [ 68, 108, 18, 68, 108, 18 ], [ 4652, 3423, 1229, 4652, 3423, 1229 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -118249, -135539, -270064, -37276, 527737, -578596 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541289600000, "first_datapoint_time": 1545091200000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757292735734, "expiration_time": 1763770896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 71, "offset": 11 } }, "second_band": { "type": "kcu", "factors": { "length": 80, "offset": 0, "scalar": 1 } } }
# | 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) |
---|