Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1097507.402 | 815232.6996 | 282274.7024 | 257397837.6566 | 324613031.908 | -67215194.2514 |
Total P&L (%) | 1097.5074 | 815.2327 | 282.2747 | 257397.8377 | 324613.0319 | -67215.1943 |
Avg Daily Profit (%) | 0.439 | 0.3261 | 0.1129 | 0.3146 | 0.3239 | 0 |
Buy And Hold Return (%) | 685.3911 | 685.3911 | 685.3911 | 685.3911 | 685.3911 | 685.3911 |
Max Trade Drawdown | -53769 | -50203 | -55139 | -159212099 | -14318216 | -160731470 |
Profit Factor | 5.6352 | 9.6633 | 2.9785 | 2.3804 | 15.0031 | 0.5884 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 17 | 9 | 8 | 17 | 9 | 8 |
Profitability (%) | 75 | 73.5294 | 76.4706 | 75 | 73.5294 | 76.4706 |
Ratio Avg Win / Avg Loss | 1.8784 | 3.4788 | 0.9165 | 0.7935 | 5.4011 | 0.181 |
Largest Winning Trade | 170740 | 170740 | 41894 | 186734547 | 186734547 | 24968272 |
Largest Losing Trade | -53769 | -38896 | -53769 | -159212099 | -14318216 | -159212099 |
Avg Bars in Trades | 70 | 73 | 66 | 70 | 73 | 66 |
Avg Bars in Winners | 73 | 74 | 72 | 73 | 74 | 72 |
Avg Bars in Losers | 59 | 71 | 45 | 59 | 71 | 45 |
Bars Traded | 4760 | 2505 | 2255 | 4760 | 2505 | 2255 |
Profit Streak | 0 | 0 | 192.1334 | 0 | 0 | 192.1334 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101464 | -86163 | -200738 | -99485 | 743698 | -576389 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541289600000, "first_datapoint_time": 1545566400000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757257923813, "expiration_time": 1763726400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 173, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 100, "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": [ [ 1097507.4020360452, 815232.6996264661, 282274.7024095792, 257397837.6566028, 324613031.9079896, -67215194.25138684 ], [ 1097.507402, 815.2327, 282.274702, 257397.837657, 324613.031908, -67215.194251 ], [ 0.439003, 0.326093, 0.11291, 0.314638, 0.323945, 0 ], [ 685.391115, 685.391115, 685.391115, 685.391115, 685.391115, 685.391115 ], [ -53769, -50203, -55139, -159212099, -14318216, -160731470 ], [ 5.635248, 9.663349, 2.978474, 2.38037, 15.00314, 0.588366 ], [ 68, 34, 34, 68, 34, 34 ], [ 51, 25, 26, 51, 25, 26 ], [ 17, 9, 8, 17, 9, 8 ], [ 75, 73.529412, 76.470588, 75, 73.529412, 76.470588 ], [ 1.878416, 3.478806, 0.916454, 0.793457, 5.40113, 0.181036 ], [ 170740, 170740, 41894, 186734547, 186734547, 24968272 ], [ -53769, -38896, -53769, -159212099, -14318216, -159212099 ], [ 70, 73, 66, 70, 73, 66 ], [ 73, 74, 72, 73, 74, 72 ], [ 59, 71, 45, 59, 71, 45 ], [ 4760, 2505, 2255, 4760, 2505, 2255 ], [ 0, 0, 192.133377, 0, 0, 192.133377 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -101464, -86163, -200738, -99485, 743698, -576389 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541289600000, "first_datapoint_time": 1545566400000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757257923813, "expiration_time": 1763726400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 173, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 100, "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) |
---|