Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617396.8449 | 601786.5591 | 15610.2858 | -5224915.009 | 10498719.4379 | -15723634.4469 |
Total P&L (%) | 617.3968 | 601.7866 | 15.6103 | -5224.915 | 10498.7194 | -15723.6344 |
Avg Daily Profit (%) | 0.2469 | 0.2407 | 0.0062 | 0 | 0.1867 | 0 |
Buy And Hold Return (%) | 927.4682 | 927.4682 | 927.4682 | 927.4682 | 927.4682 | 927.4682 |
Max Trade Drawdown | -170066 | -83807 | -178046 | -16420976 | -5125779 | -18658600 |
Profit Factor | 2.2863 | 4.3629 | 1.0519 | 0.8363 | 2.1491 | 0.3097 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 55 | 25 | 30 | 58 | 28 | 30 |
Losing Trades | 35 | 20 | 15 | 32 | 17 | 15 |
Profitability (%) | 61.1111 | 55.5556 | 66.6667 | 64.4444 | 62.2222 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.4549 | 3.4903 | 0.5259 | 0.4614 | 1.3048 | 0.1548 |
Largest Winning Trade | 145079 | 145079 | 54254 | 5143354 | 5143354 | 2038492 |
Largest Losing Trade | -148346 | -52016 | -148346 | -15092971 | -2867514 | -15092971 |
Avg Bars in Trades | 52 | 65 | 39 | 52 | 65 | 39 |
Avg Bars in Winners | 51 | 66 | 38 | 52 | 67 | 38 |
Avg Bars in Losers | 54 | 64 | 41 | 52 | 62 | 41 |
Bars Traded | 4717 | 2941 | 1776 | 4717 | 2941 | 1776 |
Profit Streak | 0 | 0 | 0 | 53.3506 | 53.3506 | 75.8506 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152416 | -149278 | -513183 | -576915 | 487311 | -577586 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541462400000, "first_datapoint_time": 1549411200000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757492693707, "expiration_time": 1763943696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 179, "offset": 0, "scalar": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 35, "offset": 150 } } }
{ "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": [ [ 617396.8449089073, 601786.5590959484, 15610.2858129593, -5224915.009035387, 10498719.4379093, -15723634.446944684 ], [ 617.396845, 601.786559, 15.610286, -5224.915009, 10498.719438, -15723.634447 ], [ 0.246909, 0.240666, 0.006243, 0, 0.186669, 0 ], [ 927.468167, 927.468167, 927.468167, 927.468167, 927.468167, 927.468167 ], [ -170066, -83807, -178046, -16420976, -5125779, -18658600 ], [ 2.286339, 4.362932, 1.051858, 0.836276, 2.149145, 0.309667 ], [ 90, 45, 45, 90, 45, 45 ], [ 55, 25, 30, 58, 28, 30 ], [ 35, 20, 15, 32, 17, 15 ], [ 61.111111, 55.555556, 66.666667, 64.444444, 62.222222, 66.666667 ], [ 1.454943, 3.490346, 0.525929, 0.461394, 1.304838, 0.154833 ], [ 145079, 145079, 54254, 5143354, 5143354, 2038492 ], [ -148346, -52016, -148346, -15092971, -2867514, -15092971 ], [ 52, 65, 39, 52, 65, 39 ], [ 51, 66, 38, 52, 67, 38 ], [ 54, 64, 41, 52, 62, 41 ], [ 4717, 2941, 1776, 4717, 2941, 1776 ], [ 0, 0, 0, 53.350622, 53.350622, 75.850622 ], [ 0, 0, 0, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152416, -149278, -513183, -576915, 487311, -577586 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541462400000, "first_datapoint_time": 1549411200000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757492693707, "expiration_time": 1763943696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 179, "offset": 0, "scalar": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 35, "offset": 150 } } }
# | 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) |
---|