Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 27757.0867 | 297585.7701 | -269828.6834 | 4565328.2501 | 1323561.2994 | 3241766.9507 |
Total P&L (%) | 27.7571 | 297.5858 | -269.8287 | 4565.3283 | 1323.5613 | 3241.767 |
Avg Daily Profit (%) | 0.0111 | 0.119 | -0.1079 | 0.1538 | 0.1062 | 0.1404 |
Buy And Hold Return (%) | 852.5832 | 852.5832 | 852.5832 | 852.5832 | 852.5832 | 852.5832 |
Max Trade Drawdown | -312005 | -48486 | -349979 | -1298997 | -565460 | -935990 |
Profit Factor | 1.0341 | 2.935 | 0.5907 | 2.5087 | 2.4218 | 2.5473 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 144 | 74 | 70 | 80 | 41 | 39 |
Losing Trades | 32 | 14 | 18 | 96 | 47 | 49 |
Profitability (%) | 81.8182 | 84.0909 | 79.5455 | 45.4545 | 46.5909 | 44.3182 |
Ratio Avg Win / Avg Loss | 0.2298 | 0.5553 | 0.1519 | 3.0105 | 2.7762 | 3.2005 |
Largest Winning Trade | 68455 | 68455 | 22863 | 3438434 | 506198 | 3438434 |
Largest Losing Trade | -312005 | -48486 | -312005 | -913691 | -223165 | -913691 |
Avg Bars in Trades | 26 | 29 | 24 | 26 | 29 | 24 |
Avg Bars in Winners | 15 | 16 | 14 | 31 | 36 | 27 |
Avg Bars in Losers | 76 | 95 | 62 | 22 | 23 | 21 |
Bars Traded | 4705 | 2570 | 2135 | 4705 | 2570 | 2135 |
Profit Streak | 16.0559 | 436.0559 | 0 | 16.0559 | 316.0559 | 0 |
Trades During Streak | 1 | 15 | 0 | 1 | 10 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -522302 | -191053 | -576711 | 408134 | -55865 | -4973 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1542456000000, "first_datapoint_time": 1548892800000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758504029918, "expiration_time": 1764981792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 150, "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": [ [ 27757.0867280974, 297585.7700855395, -269828.683357442, 4565328.25007636, 1323561.299388829, 3241766.9506875314 ], [ 27.757087, 297.58577, -269.828683, 4565.32825, 1323.561299, 3241.766951 ], [ 0.011098, 0.118987, -0.107888, 0.153766, 0.106244, 0.140406 ], [ 852.583249, 852.583249, 852.583249, 852.583249, 852.583249, 852.583249 ], [ -312005, -48486, -349979, -1298997, -565460, -935990 ], [ 1.034143, 2.93503, 0.590659, 2.508712, 2.421761, 2.547348 ], [ 176, 88, 88, 176, 88, 88 ], [ 144, 74, 70, 80, 41, 39 ], [ 32, 14, 18, 96, 47, 49 ], [ 81.818182, 84.090909, 79.545455, 45.454545, 46.590909, 44.318182 ], [ 0.22981, 0.555276, 0.151884, 3.010454, 2.776165, 3.200515 ], [ 68455, 68455, 22863, 3438434, 506198, 3438434 ], [ -312005, -48486, -312005, -913691, -223165, -913691 ], [ 26, 29, 24, 26, 29, 24 ], [ 15, 16, 14, 31, 36, 27 ], [ 76, 95, 62, 22, 23, 21 ], [ 4705, 2570, 2135, 4705, 2570, 2135 ], [ 16.055902, 436.055902, 0, 16.055902, 316.055902, 0 ], [ 1, 15, 0, 1, 10, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -522302, -191053, -576711, 408134, -55865, -4973 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1542456000000, "first_datapoint_time": 1548892800000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758504029918, "expiration_time": 1764981792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 150, "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) |
---|