Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980816.2161 | 830247.4289 | 150568.7872 | 18446184.1407 | 27171867.9218 | -8725683.7811 |
Total P&L (%) | 980.8162 | 830.2474 | 150.5688 | 18446.1841 | 27171.8679 | -8725.6838 |
Avg Daily Profit (%) | 0.3922 | 0.332 | 0.0602 | 0.2091 | 0.2245 | 0 |
Buy And Hold Return (%) | 802.7746 | 802.7746 | 802.7746 | 802.7746 | 802.7746 | 802.7746 |
Max Trade Drawdown | -78304 | -66191 | -68157 | -12202098 | -2996073 | -10424545 |
Profit Factor | 3.7852 | 6.6599 | 1.7328 | 1.7838 | 4.7962 | 0.4672 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 65.5172 | 65.5172 | 65.5172 | 65.5172 | 65.5172 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.9922 | 3.5052 | 0.912 | 0.9388 | 2.5243 | 0.2459 |
Largest Winning Trade | 325338 | 325338 | 59464 | 21531428 | 21531428 | 1031585 |
Largest Losing Trade | -68157 | -39282 | -68157 | -5633357 | -1973580 | -5633357 |
Avg Bars in Trades | 78 | 96 | 61 | 78 | 96 | 61 |
Avg Bars in Winners | 92 | 111 | 73 | 92 | 111 | 73 |
Avg Bars in Losers | 52 | 67 | 38 | 52 | 67 | 38 |
Bars Traded | 4573 | 2795 | 1778 | 4573 | 2795 | 1778 |
Profit Streak | 72.8389 | 88.3389 | 0 | 72.8389 | 88.3389 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -257124 | -134921 | -275834 | -168209 | 662684 | -578821 |
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{ "first_band": { "type": "ssf", "factors": { "length": 81, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 230, "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": [ [ 980816.2161152733, 830247.4289043385, 150568.7872109345, 18446184.140725084, 27171867.921803065, -8725683.781077987 ], [ 980.816216, 830.247429, 150.568787, 18446.184141, 27171.867922, -8725.683781 ], [ 0.392248, 0.332033, 0.060215, 0.20909, 0.224544, 0 ], [ 802.774645, 802.774645, 802.774645, 802.774645, 802.774645, 802.774645 ], [ -78304, -66191, -68157, -12202098, -2996073, -10424545 ], [ 3.785151, 6.659873, 1.732806, 1.783778, 4.79621, 0.467209 ], [ 58, 29, 29, 58, 29, 29 ], [ 38, 19, 19, 38, 19, 19 ], [ 20, 10, 10, 20, 10, 10 ], [ 65.517241, 65.517241, 65.517241, 65.517241, 65.517241, 65.517241 ], [ 1.992185, 3.505197, 0.912003, 0.938831, 2.524321, 0.2459 ], [ 325338, 325338, 59464, 21531428, 21531428, 1031585 ], [ -68157, -39282, -68157, -5633357, -1973580, -5633357 ], [ 78, 96, 61, 78, 96, 61 ], [ 92, 111, 73, 92, 111, 73 ], [ 52, 67, 38, 52, 67, 38 ], [ 4573, 2795, 1778, 4573, 2795, 1778 ], [ 72.838858, 88.338858, 0, 72.838858, 88.338858, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -257124, -134921, -275834, -168209, 662684, -578821 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542499200000, "first_datapoint_time": 1552392000000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758528477369, "expiration_time": 1764980496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 81, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 230, "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) |
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