Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506459.393 | 514829.0595 | -8369.6665 | -24229.4313 | 3725055.2864 | -3749284.7177 |
Total P&L (%) | 506.4594 | 514.8291 | -8.3697 | -24.2294 | 3725.0553 | -3749.2847 |
Avg Daily Profit (%) | 0.2025 | 0.2059 | -0.0033 | -0.0111 | 0.1458 | 0 |
Buy And Hold Return (%) | 888.1259 | 888.1259 | 888.1259 | 888.1259 | 888.1259 | 888.1259 |
Max Trade Drawdown | -158325 | -64712 | -137975 | -4052150 | -202443 | -3986445 |
Profit Factor | 1.9481 | 5.1157 | 0.9795 | 0.9959 | 9.1563 | 0.3147 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 63.9535 | 67.4419 | 60.4651 | 63.9535 | 67.4419 | 60.4651 |
Ratio Avg Win / Avg Loss | 1.098 | 2.4696 | 0.6405 | 0.5613 | 4.4203 | 0.2057 |
Largest Winning Trade | 105149 | 105149 | 53471 | 2106184 | 2106184 | 268147 |
Largest Losing Trade | -97246 | -47497 | -97246 | -2592834 | -164864 | -2592834 |
Avg Bars in Trades | 53 | 59 | 46 | 53 | 59 | 46 |
Avg Bars in Winners | 54 | 44 | 64 | 54 | 44 | 64 |
Avg Bars in Losers | 52 | 91 | 19 | 52 | 91 | 19 |
Bars Traded | 4595 | 2578 | 2017 | 4595 | 2578 | 2017 |
Profit Streak | 59.6685 | 61.6685 | 0 | 59.6685 | 61.6685 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152252 | -146938 | -579370 | -577901 | 411049 | -579370 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541851200000, "first_datapoint_time": 1548547200000, "last_datapoint_time": 1757851200000, "evaluation_time": 1757865757820, "expiration_time": 1764332496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 33, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 156, "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": [ [ 506459.3929728427, 514829.0594837501, -8369.6665109074, -24229.4312846401, 3725055.28643167, -3749284.717716311 ], [ 506.459393, 514.829059, -8.369667, -24.229431, 3725.055286, -3749.284718 ], [ 0.202543, 0.20589, -0.003347, -0.011096, 0.145843, 0 ], [ 888.125917, 888.125917, 888.125917, 888.125917, 888.125917, 888.125917 ], [ -158325, -64712, -137975, -4052150, -202443, -3986445 ], [ 1.948107, 5.115683, 0.979541, 0.995912, 9.156265, 0.314671 ], [ 86, 43, 43, 86, 43, 43 ], [ 55, 29, 26, 55, 29, 26 ], [ 31, 14, 17, 31, 14, 17 ], [ 63.953488, 67.44186, 60.465116, 63.953488, 67.44186, 60.465116 ], [ 1.098024, 2.46964, 0.640469, 0.561332, 4.420266, 0.205746 ], [ 105149, 105149, 53471, 2106184, 2106184, 268147 ], [ -97246, -47497, -97246, -2592834, -164864, -2592834 ], [ 53, 59, 46, 53, 59, 46 ], [ 54, 44, 64, 54, 44, 64 ], [ 52, 91, 19, 52, 91, 19 ], [ 4595, 2578, 2017, 4595, 2578, 2017 ], [ 59.668493, 61.668493, 0, 59.668493, 61.668493, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152252, -146938, -579370, -577901, 411049, -579370 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541851200000, "first_datapoint_time": 1548547200000, "last_datapoint_time": 1757851200000, "evaluation_time": 1757865757820, "expiration_time": 1764332496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 33, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 156, "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) |
---|