Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 876612.1569 | 731876.0196 | 144736.1373 | 14533010.8208 | 19727554.878 | -5194544.0572 |
Total P&L (%) | 876.6122 | 731.876 | 144.7361 | 14533.0108 | 19727.5549 | -5194.5441 |
Avg Daily Profit (%) | 0.3506 | 0.2927 | 0.0579 | 0.1996 | 0.2118 | 0 |
Buy And Hold Return (%) | 899.6822 | 899.6822 | 899.6822 | 899.6822 | 899.6822 | 899.6822 |
Max Trade Drawdown | -68746 | -69180 | -68917 | -8837443 | -2567199 | -6270244 |
Profit Factor | 3.1741 | 5.6838 | 1.5861 | 1.9947 | 5.463 | 0.4902 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 67.7778 | 71.1111 | 64.4444 | 67.7778 | 71.1111 | 64.4444 |
Ratio Avg Win / Avg Loss | 1.509 | 2.309 | 0.8751 | 0.9483 | 2.2194 | 0.2705 |
Largest Winning Trade | 250805 | 250805 | 47639 | 12659039 | 12659039 | 597877 |
Largest Losing Trade | -63768 | -42661 | -63768 | -5374334 | -1963440 | -5374334 |
Avg Bars in Trades | 50 | 56 | 45 | 50 | 56 | 45 |
Avg Bars in Winners | 56 | 58 | 52 | 56 | 58 | 52 |
Avg Bars in Losers | 40 | 51 | 31 | 40 | 51 | 31 |
Bars Traded | 4584 | 2557 | 2027 | 4584 | 2557 | 2027 |
Profit Streak | 77.1215 | 163.6215 | 0 | 77.1215 | 163.6215 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147006 | -144495 | -279302 | 447365 | 735445 | -578839 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541764800000, "first_datapoint_time": 1548460800000, "last_datapoint_time": 1757764800000, "evaluation_time": 1757775295874, "expiration_time": 1764246096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 156, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 876612.1568526643, 731876.0195985023, 144736.1372541618, 14533010.820768382, 19727554.877971657, -5194544.057203274 ], [ 876.612157, 731.87602, 144.736137, 14533.010821, 19727.554878, -5194.544057 ], [ 0.350575, 0.292692, 0.057883, 0.199594, 0.211768, 0 ], [ 899.682237, 899.682237, 899.682237, 899.682237, 899.682237, 899.682237 ], [ -68746, -69180, -68917, -8837443, -2567199, -6270244 ], [ 3.174101, 5.683812, 1.586094, 1.994694, 5.463032, 0.490248 ], [ 90, 45, 45, 90, 45, 45 ], [ 61, 32, 29, 61, 32, 29 ], [ 29, 13, 16, 29, 13, 16 ], [ 67.777778, 71.111111, 64.444444, 67.777778, 71.111111, 64.444444 ], [ 1.508999, 2.309049, 0.875086, 0.948297, 2.219357, 0.270481 ], [ 250805, 250805, 47639, 12659039, 12659039, 597877 ], [ -63768, -42661, -63768, -5374334, -1963440, -5374334 ], [ 50, 56, 45, 50, 56, 45 ], [ 56, 58, 52, 56, 58, 52 ], [ 40, 51, 31, 40, 51, 31 ], [ 4584, 2557, 2027, 4584, 2557, 2027 ], [ 77.12148, 163.62148, 0, 77.12148, 163.62148, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -147006, -144495, -279302, 447365, 735445, -578839 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541764800000, "first_datapoint_time": 1548460800000, "last_datapoint_time": 1757764800000, "evaluation_time": 1757775295874, "expiration_time": 1764246096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 156, "offset": 0, "scalar": 1 } } }
# | 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) |
---|