Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861104.1565 | 723715.7416 | 137388.4149 | 11209570.4867 | 13780773.4527 | -2571202.966 |
Total P&L (%) | 861.1042 | 723.7157 | 137.3884 | 11209.5705 | 13780.7735 | -2571.203 |
Avg Daily Profit (%) | 0.3443 | 0.2894 | 0.0549 | 0.1892 | 0.1974 | 0 |
Buy And Hold Return (%) | 935.0599 | 935.0599 | 935.0599 | 935.0599 | 935.0599 | 935.0599 |
Max Trade Drawdown | -111104 | -55941 | -81874 | -6896799 | -4010575 | -6803494 |
Profit Factor | 2.6548 | 3.9742 | 1.4959 | 1.4299 | 2.3891 | 0.8408 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 55.2632 | 47.3684 | 63.1579 | 55.2632 | 47.3684 | 63.1579 |
Ratio Avg Win / Avg Loss | 2.1492 | 4.4158 | 0.8726 | 1.1575 | 2.6545 | 0.4905 |
Largest Winning Trade | 281075 | 281075 | 44987 | 8180928 | 8180928 | 2656616 |
Largest Losing Trade | -65206 | -22812 | -65206 | -4515041 | -1745600 | -4515041 |
Avg Bars in Trades | 41 | 51 | 31 | 41 | 51 | 31 |
Avg Bars in Winners | 50 | 66 | 37 | 50 | 66 | 37 |
Avg Bars in Losers | 31 | 38 | 21 | 31 | 38 | 21 |
Bars Traded | 4747 | 2947 | 1800 | 4747 | 2947 | 1800 |
Profit Streak | 0 | 0 | 67.017 | 0 | 0 | 67.017 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150457 | -331012 | -463516 | 353101 | -168511 | -758569 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1541894400000, "first_datapoint_time": 1549411200000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757939071809, "expiration_time": 1764420192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 56, "offset": 0, "multiplier": 2.91375 } } }
{ "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": [ [ 861104.1564800208, 723715.7416159749, 137388.4148640458, 11209570.486734048, 13780773.452721976, -2571202.965987932 ], [ 861.104156, 723.715742, 137.388415, 11209.570487, 13780.773453, -2571.202966 ], [ 0.344304, 0.289371, 0.054933, 0.189233, 0.197439, 0 ], [ 935.059871, 935.059871, 935.059871, 935.059871, 935.059871, 935.059871 ], [ -111104, -55941, -81874, -6896799, -4010575, -6803494 ], [ 2.654838, 3.974181, 1.495946, 1.429881, 2.389088, 0.840844 ], [ 114, 57, 57, 114, 57, 57 ], [ 63, 27, 36, 63, 27, 36 ], [ 51, 30, 21, 51, 30, 21 ], [ 55.263158, 47.368421, 63.157895, 55.263158, 47.368421, 63.157895 ], [ 2.149155, 4.415757, 0.872635, 1.157523, 2.654543, 0.490492 ], [ 281075, 281075, 44987, 8180928, 8180928, 2656616 ], [ -65206, -22812, -65206, -4515041, -1745600, -4515041 ], [ 41, 51, 31, 41, 51, 31 ], [ 50, 66, 37, 50, 66, 37 ], [ 31, 38, 21, 31, 38, 21 ], [ 4747, 2947, 1800, 4747, 2947, 1800 ], [ 0, 0, 67.017035, 0, 0, 67.017035 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150457, -331012, -463516, 353101, -168511, -758569 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1541894400000, "first_datapoint_time": 1549411200000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757939071809, "expiration_time": 1764420192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 56, "offset": 0, "multiplier": 2.91375 } } }
# | 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) |
---|