Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1117102.1708 | 895118.8793 | 221983.2915 | 90978868.576 | 88546896.1694 | 2431972.4066 |
Total P&L (%) | 1117.1022 | 895.1189 | 221.9833 | 90978.8686 | 88546.8962 | 2431.9724 |
Avg Daily Profit (%) | 0.4468 | 0.358 | 0.0888 | 0.2729 | 0.2718 | 0.1293 |
Buy And Hold Return (%) | 922.1865 | 922.1865 | 922.1865 | 922.1865 | 922.1865 | 922.1865 |
Max Trade Drawdown | -52768 | -49048 | -49760 | -39401159 | -23151210 | -16249949 |
Profit Factor | 5.6127 | 9.7387 | 2.5885 | 2.4912 | 3.925 | 1.0791 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 62.5 | 59.375 | 65.625 | 62.5 | 59.375 | 65.625 |
Ratio Avg Win / Avg Loss | 3.3676 | 6.6633 | 1.3559 | 1.4947 | 2.6855 | 0.5653 |
Largest Winning Trade | 408528 | 408528 | 47397 | 65951869 | 65951869 | 9788823 |
Largest Losing Trade | -49760 | -25007 | -49760 | -21692336 | -21692336 | -12567551 |
Avg Bars in Trades | 71 | 81 | 61 | 71 | 81 | 61 |
Avg Bars in Winners | 81 | 86 | 75 | 81 | 86 | 75 |
Avg Bars in Losers | 55 | 73 | 34 | 55 | 73 | 34 |
Bars Traded | 4582 | 2609 | 1973 | 4582 | 2609 | 1973 |
Profit Streak | 149.9848 | 159.9848 | 149.9848 | 149.9848 | 159.9848 | 149.9848 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -222157 | -145713 | -233824 | -128229 | 641026 | -155993 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541764800000, "first_datapoint_time": 1549972800000, "last_datapoint_time": 1757764800000, "evaluation_time": 1757806683953, "expiration_time": 1764246096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 63, "offset": 31 } }, "second_band": { "type": "ema", "factors": { "length": 191, "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": [ [ 1117102.1707993834, 895118.8793364213, 221983.2914629618, 90978868.57603389, 88546896.16940913, 2431972.4066247465 ], [ 1117.102171, 895.118879, 221.983291, 90978.868576, 88546.896169, 2431.972407 ], [ 0.446752, 0.357976, 0.088776, 0.27289, 0.271804, 0.129321 ], [ 922.186537, 922.186537, 922.186537, 922.186537, 922.186537, 922.186537 ], [ -52768, -49048, -49760, -39401159, -23151210, -16249949 ], [ 5.612707, 9.738703, 2.588457, 2.491185, 3.925025, 1.079117 ], [ 64, 32, 32, 64, 32, 32 ], [ 40, 19, 21, 40, 19, 21 ], [ 24, 13, 11, 24, 13, 11 ], [ 62.5, 59.375, 65.625, 62.5, 59.375, 65.625 ], [ 3.367624, 6.663323, 1.355858, 1.494711, 2.685543, 0.565252 ], [ 408528, 408528, 47397, 65951869, 65951869, 9788823 ], [ -49760, -25007, -49760, -21692336, -21692336, -12567551 ], [ 71, 81, 61, 71, 81, 61 ], [ 81, 86, 75, 81, 86, 75 ], [ 55, 73, 34, 55, 73, 34 ], [ 4582, 2609, 1973, 4582, 2609, 1973 ], [ 149.984768, 159.984768, 149.984768, 149.984768, 159.984768, 149.984768 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -222157, -145713, -233824, -128229, 641026, -155993 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541764800000, "first_datapoint_time": 1549972800000, "last_datapoint_time": 1757764800000, "evaluation_time": 1757806683953, "expiration_time": 1764246096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 63, "offset": 31 } }, "second_band": { "type": "ema", "factors": { "length": 191, "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) |
---|