Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -225262.1775 | 206618.3628 | -431880.5403 | 6491523.5729 | 960367.1687 | 5531156.4041 |
Total P&L (%) | -225.2622 | 206.6184 | -431.8805 | 6491.5236 | 960.3672 | 5531.1564 |
Avg Daily Profit (%) | -0.0901 | 0.0826 | -0.1727 | 0.1676 | 0.0945 | 0.1613 |
Buy And Hold Return (%) | 867.256 | 867.256 | 867.256 | 867.256 | 867.256 | 867.256 |
Max Trade Drawdown | -347830 | -41953 | -484341 | -1989753 | -1479824 | -1042680 |
Profit Factor | 0.7263 | 2.6265 | 0.3796 | 3.0857 | 1.5221 | 5.3453 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 40 | 21 | 19 | 32 | 14 | 18 |
Losing Trades | 26 | 12 | 14 | 34 | 19 | 15 |
Profitability (%) | 60.6061 | 63.6364 | 57.5758 | 48.4848 | 42.4242 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.4721 | 1.5008 | 0.2797 | 3.2786 | 2.0657 | 4.4544 |
Largest Winning Trade | 79080 | 79080 | 34115 | 5424346 | 1578581 | 5424346 |
Largest Losing Trade | -308242 | -29914 | -308242 | -563491 | -563491 | -339275 |
Avg Bars in Trades | 70 | 66 | 75 | 70 | 66 | 75 |
Avg Bars in Winners | 54 | 44 | 66 | 65 | 66 | 64 |
Avg Bars in Losers | 94 | 104 | 86 | 75 | 65 | 88 |
Bars Traded | 4656 | 2180 | 2476 | 4656 | 2180 | 2476 |
Profit Streak | 176.7371 | 176.7371 | 190.7371 | 176.7371 | 176.7371 | 322.2371 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -706519 | -240710 | -578461 | -114049 | -198274 | 621741 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1542412800000, "first_datapoint_time": 1548892800000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758476487865, "expiration_time": 1764938592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 196, "offset": 0, "multiplier": 2.66183 } }, "second_band": { "type": "rma", "factors": { "length": 143, "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": [ [ -225262.1774976147, 206618.3628190418, -431880.5403166565, 6491523.572883232, 960367.168744986, 5531156.404138245 ], [ -225.262177, 206.618363, -431.88054, 6491.523573, 960.367169, 5531.156404 ], [ -0.090069, 0.082614, -0.172683, 0.167608, 0.094455, 0.161301 ], [ 867.255972, 867.255972, 867.255972, 867.255972, 867.255972, 867.255972 ], [ -347830, -41953, -484341, -1989753, -1479824, -1042680 ], [ 0.726336, 2.626463, 0.379571, 3.085737, 1.522096, 5.345337 ], [ 66, 33, 33, 66, 33, 33 ], [ 40, 21, 19, 32, 14, 18 ], [ 26, 12, 14, 34, 19, 15 ], [ 60.606061, 63.636364, 57.575758, 48.484848, 42.424242, 54.545455 ], [ 0.472119, 1.500836, 0.279684, 3.278595, 2.065701, 4.454448 ], [ 79080, 79080, 34115, 5424346, 1578581, 5424346 ], [ -308242, -29914, -308242, -563491, -563491, -339275 ], [ 70, 66, 75, 70, 66, 75 ], [ 54, 44, 66, 65, 66, 64 ], [ 94, 104, 86, 75, 65, 88 ], [ 4656, 2180, 2476, 4656, 2180, 2476 ], [ 176.737128, 176.737128, 190.737128, 176.737128, 176.737128, 322.237128 ], [ 4, 2, 3, 4, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -706519, -240710, -578461, -114049, -198274, 621741 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1542412800000, "first_datapoint_time": 1548892800000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758476487865, "expiration_time": 1764938592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 196, "offset": 0, "multiplier": 2.66183 } }, "second_band": { "type": "rma", "factors": { "length": 143, "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) |
---|