Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 852312.0598 | 750068.674 | 102243.3859 | 8222234.3777 | 10073148.243 | -1850913.8654 |
Total P&L (%) | 852.3121 | 750.0687 | 102.2434 | 8222.2344 | 10073.1482 | -1850.9139 |
Avg Daily Profit (%) | 0.3409 | 0.3 | 0.0409 | 0.177 | 0.185 | 0 |
Buy And Hold Return (%) | 827.4977 | 827.4977 | 827.4977 | 827.4977 | 827.4977 | 827.4977 |
Max Trade Drawdown | -88543 | -46618 | -79674 | -5961164 | -2663708 | -5256079 |
Profit Factor | 2.9978 | 4.0959 | 1.5546 | 1.5628 | 2.3149 | 0.7337 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 48.1928 | 48.7805 | 47.619 | 48.1928 | 48.7805 | 47.619 |
Ratio Avg Win / Avg Loss | 3.2226 | 4.3007 | 1.7101 | 1.68 | 2.4307 | 0.807 |
Largest Winning Trade | 331551 | 331551 | 45857 | 7903127 | 7903127 | 832688 |
Largest Losing Trade | -34786 | -34786 | -32270 | -3319561 | -1566552 | -3319561 |
Avg Bars in Trades | 58 | 78 | 38 | 58 | 78 | 38 |
Avg Bars in Winners | 75 | 94 | 55 | 75 | 94 | 55 |
Avg Bars in Losers | 42 | 62 | 23 | 42 | 62 | 23 |
Bars Traded | 4844 | 3218 | 1626 | 4844 | 3218 | 1626 |
Profit Streak | 159.8207 | 163.3207 | 159.8207 | 159.8207 | 163.3207 | 159.8207 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142079 | -149226 | -301231 | 361574 | 462433 | -580695 |
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{ "first_band": { "type": "t3", "factors": { "length": 60, "offset": 0, "a": 0.41341 } }, "second_band": { "type": "midpoint", "factors": { "length": 123, "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": [ [ 852312.0598106784, 750068.6739557715, 102243.3858549064, 8222234.377651384, 10073148.243049499, -1850913.865398113 ], [ 852.31206, 750.068674, 102.243386, 8222.234378, 10073.148243, -1850.913865 ], [ 0.340857, 0.299967, 0.040889, 0.176982, 0.185027, 0 ], [ 827.497709, 827.497709, 827.497709, 827.497709, 827.497709, 827.497709 ], [ -88543, -46618, -79674, -5961164, -2663708, -5256079 ], [ 2.997771, 4.095945, 1.554595, 1.562778, 2.314922, 0.733661 ], [ 83, 41, 42, 83, 41, 42 ], [ 40, 20, 20, 40, 20, 20 ], [ 43, 21, 22, 43, 21, 22 ], [ 48.192771, 48.780488, 47.619048, 48.192771, 48.780488, 47.619048 ], [ 3.222604, 4.300742, 1.710054, 1.679986, 2.430668, 0.807027 ], [ 331551, 331551, 45857, 7903127, 7903127, 832688 ], [ -34786, -34786, -32270, -3319561, -1566552, -3319561 ], [ 58, 78, 38, 58, 78, 38 ], [ 75, 94, 55, 75, 94, 55 ], [ 42, 62, 23, 42, 62, 23 ], [ 4844, 3218, 1626, 4844, 3218, 1626 ], [ 159.820736, 163.320736, 159.820736, 159.820736, 163.320736, 159.820736 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -142079, -149226, -301231, 361574, 462433, -580695 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1547337600000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758094911588, "expiration_time": 1764548496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 60, "offset": 0, "a": 0.41341 } }, "second_band": { "type": "midpoint", "factors": { "length": 123, "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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