Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 883341.226 | 795545.187 | 87796.039 | 4580825.0582 | 6228063.7443 | -1647238.686 |
Total P&L (%) | 883.3412 | 795.5452 | 87.796 | 4580.8251 | 6228.0637 | -1647.2387 |
Avg Daily Profit (%) | 0.3533 | 0.3182 | 0.0351 | 0.1539 | 0.166 | 0 |
Buy And Hold Return (%) | 969.4164 | 969.4164 | 969.4164 | 969.4164 | 969.4164 | 969.4164 |
Max Trade Drawdown | -93142 | -79652 | -67081 | -4409171 | -1536826 | -3538731 |
Profit Factor | 2.523 | 3.7305 | 1.3042 | 1.5479 | 2.7629 | 0.6588 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 52.0408 | 46.9388 | 57.1429 | 52.0408 | 46.9388 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.3251 | 4.2171 | 0.9781 | 1.4265 | 3.1232 | 0.4941 |
Largest Winning Trade | 351261 | 351261 | 51151 | 5283727 | 5283727 | 643378 |
Largest Losing Trade | -45687 | -28205 | -45687 | -2562261 | -1045306 | -2562261 |
Avg Bars in Trades | 49 | 53 | 45 | 49 | 53 | 45 |
Avg Bars in Winners | 58 | 65 | 52 | 58 | 65 | 52 |
Avg Bars in Losers | 40 | 43 | 37 | 40 | 43 | 37 |
Bars Traded | 4894 | 2642 | 2252 | 4894 | 2642 | 2252 |
Profit Streak | 144.6129 | 160.6129 | 144.6129 | 144.6129 | 160.6129 | 144.6129 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149712 | -149994 | -311342 | 344644 | 450260 | -578793 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542240000000, "first_datapoint_time": 1544832000000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758249751160, "expiration_time": 1764721296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 97, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 61, "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": [ [ 883341.2260158753, 795545.1870459439, 87796.0389699314, 4580825.058233069, 6228063.744258648, -1647238.68602558 ], [ 883.341226, 795.545187, 87.796039, 4580.825058, 6228.063744, -1647.238686 ], [ 0.353266, 0.318154, 0.035111, 0.15393, 0.166008, 0 ], [ 969.416359, 969.416359, 969.416359, 969.416359, 969.416359, 969.416359 ], [ -93142, -79652, -67081, -4409171, -1536826, -3538731 ], [ 2.523028, 3.730483, 1.304179, 1.547898, 2.762861, 0.658801 ], [ 98, 49, 49, 98, 49, 49 ], [ 51, 23, 28, 51, 23, 28 ], [ 47, 26, 21, 47, 26, 21 ], [ 52.040816, 46.938776, 57.142857, 52.040816, 46.938776, 57.142857 ], [ 2.325143, 4.217068, 0.978134, 1.426494, 3.123234, 0.494101 ], [ 351261, 351261, 51151, 5283727, 5283727, 643378 ], [ -45687, -28205, -45687, -2562261, -1045306, -2562261 ], [ 49, 53, 45, 49, 53, 45 ], [ 58, 65, 52, 58, 65, 52 ], [ 40, 43, 37, 40, 43, 37 ], [ 4894, 2642, 2252, 4894, 2642, 2252 ], [ 144.612861, 160.612861, 144.612861, 144.612861, 160.612861, 144.612861 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -149712, -149994, -311342, 344644, 450260, -578793 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542240000000, "first_datapoint_time": 1544832000000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758249751160, "expiration_time": 1764721296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 97, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 61, "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) |
---|