Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901341.3375 | 777396.2787 | 123945.0587 | 11611784.4319 | 14760872.0841 | -3149087.6522 |
Total P&L (%) | 901.3413 | 777.3963 | 123.9451 | 11611.7844 | 14760.8721 | -3149.0877 |
Avg Daily Profit (%) | 0.3605 | 0.3109 | 0.0496 | 0.1907 | 0.2002 | 0 |
Buy And Hold Return (%) | 838.818 | 838.818 | 838.818 | 838.818 | 838.818 | 838.818 |
Max Trade Drawdown | -99533 | -85191 | -65593 | -7329426 | -2776032 | -6188673 |
Profit Factor | 2.2852 | 3.1956 | 1.3569 | 1.4966 | 2.5172 | 0.7694 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 50.2857 | 48.8636 | 51.7241 | 50.2857 | 48.8636 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.2592 | 3.3443 | 1.2665 | 1.4796 | 2.6343 | 0.7181 |
Largest Winning Trade | 349645 | 349645 | 46633 | 11021453 | 11021453 | 1725351 |
Largest Losing Trade | -38525 | -38518 | -38525 | -4465666 | -1754584 | -4465666 |
Avg Bars in Trades | 27 | 31 | 23 | 27 | 31 | 23 |
Avg Bars in Winners | 34 | 39 | 29 | 34 | 39 | 29 |
Avg Bars in Losers | 20 | 23 | 17 | 20 | 23 | 17 |
Bars Traded | 4793 | 2751 | 2042 | 4793 | 2751 | 2042 |
Profit Streak | 67.6638 | 107.6638 | 67.6638 | 67.6638 | 107.6638 | 67.6638 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126215 | -150091 | -291323 | 426815 | 483521 | -580039 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541937600000, "first_datapoint_time": 1547553600000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757951748986, "expiration_time": 1764418896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 130, "offset": 0, "multiplier": 2.68706 } } }
{ "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": [ [ 901341.3374533018, 777396.2787326437, 123945.0587206588, 11611784.431899972, 14760872.084133772, -3149087.6522338036 ], [ 901.341337, 777.396279, 123.945059, 11611.784432, 14760.872084, -3149.087652 ], [ 0.360464, 0.310896, 0.049568, 0.190671, 0.200213, 0 ], [ 838.81804, 838.81804, 838.81804, 838.81804, 838.81804, 838.81804 ], [ -99533, -85191, -65593, -7329426, -2776032, -6188673 ], [ 2.285206, 3.195645, 1.356925, 1.496589, 2.517201, 0.769366 ], [ 175, 88, 87, 175, 88, 87 ], [ 88, 43, 45, 88, 43, 45 ], [ 87, 45, 42, 87, 45, 42 ], [ 50.285714, 48.863636, 51.724138, 50.285714, 48.863636, 51.724138 ], [ 2.259238, 3.34428, 1.266464, 1.479583, 2.63428, 0.718075 ], [ 349645, 349645, 46633, 11021453, 11021453, 1725351 ], [ -38525, -38518, -38525, -4465666, -1754584, -4465666 ], [ 27, 31, 23, 27, 31, 23 ], [ 34, 39, 29, 34, 39, 29 ], [ 20, 23, 17, 20, 23, 17 ], [ 4793, 2751, 2042, 4793, 2751, 2042 ], [ 67.663761, 107.663761, 67.663761, 67.663761, 107.663761, 67.663761 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -126215, -150091, -291323, 426815, 483521, -580039 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541937600000, "first_datapoint_time": 1547553600000, "last_datapoint_time": 1757937600000, "evaluation_time": 1757951748986, "expiration_time": 1764418896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 130, "offset": 0, "multiplier": 2.68706 } } }
# | 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) |
---|