Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877153.9763 | 750040.6157 | 127113.3605 | 3672918.9079 | 36573042.8199 | -32900123.9119 |
Total P&L (%) | 877.154 | 750.0406 | 127.1134 | 3672.9189 | 36573.0428 | -32900.1239 |
Avg Daily Profit (%) | 0.3507 | 0.2999 | 0.0508 | 0.1453 | 0.2364 | 0 |
Buy And Hold Return (%) | 887.4017 | 887.4017 | 887.4017 | 887.4017 | 887.4017 | 887.4017 |
Max Trade Drawdown | -100981 | -79369 | -101313 | -38363414 | -2080207 | -38387946 |
Profit Factor | 2.9139 | 5.9047 | 1.4162 | 1.0767 | 9.9539 | 0.2489 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Losing Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Profitability (%) | 65.7895 | 73.6842 | 57.8947 | 65.7895 | 73.6842 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.5152 | 2.1088 | 1.03 | 0.5599 | 3.555 | 0.181 |
Largest Winning Trade | 179651 | 179651 | 65294 | 25713854 | 25713854 | 1836017 |
Largest Losing Trade | -92938 | -40990 | -92938 | -38130409 | -1506048 | -38130409 |
Avg Bars in Trades | 60 | 67 | 53 | 60 | 67 | 53 |
Avg Bars in Winners | 73 | 68 | 80 | 73 | 68 | 80 |
Avg Bars in Losers | 34 | 64 | 15 | 34 | 64 | 15 |
Bars Traded | 4586 | 2554 | 2032 | 4586 | 2554 | 2032 |
Profit Streak | 53.5012 | 279.0012 | 0 | 53.5012 | 279.0012 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -201778 | -143951 | -288986 | -189516 | 768711 | -579741 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1541289600000, "first_datapoint_time": 1549324800000, "last_datapoint_time": 1757332800000, "evaluation_time": 1757332905554, "expiration_time": 1763815392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 187, "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": [ [ 877153.9762527244, 750040.6157264536, 127113.3605262708, 3672918.907947639, 36573042.81985429, -32900123.91190665 ], [ 877.153976, 750.040616, 127.113361, 3672.918908, 36573.04282, -32900.123912 ], [ 0.350721, 0.299896, 0.050825, 0.145265, 0.23637, 0 ], [ 887.401734, 887.401734, 887.401734, 887.401734, 887.401734, 887.401734 ], [ -100981, -79369, -101313, -38363414, -2080207, -38387946 ], [ 2.913855, 5.904681, 1.416227, 1.076699, 9.953913, 0.248909 ], [ 76, 38, 38, 76, 38, 38 ], [ 50, 28, 22, 50, 28, 22 ], [ 26, 10, 16, 26, 10, 16 ], [ 65.789474, 73.684211, 57.894737, 65.789474, 73.684211, 57.894737 ], [ 1.515205, 2.108815, 1.029983, 0.559883, 3.554969, 0.181024 ], [ 179651, 179651, 65294, 25713854, 25713854, 1836017 ], [ -92938, -40990, -92938, -38130409, -1506048, -38130409 ], [ 60, 67, 53, 60, 67, 53 ], [ 73, 68, 80, 73, 68, 80 ], [ 34, 64, 15, 34, 64, 15 ], [ 4586, 2554, 2032, 4586, 2554, 2032 ], [ 53.501222, 279.001222, 0, 53.501222, 279.001222, 0 ], [ 1, 5, 0, 1, 5, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -201778, -143951, -288986, -189516, 768711, -579741 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1541289600000, "first_datapoint_time": 1549324800000, "last_datapoint_time": 1757332800000, "evaluation_time": 1757332905554, "expiration_time": 1763815392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 187, "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) |
---|