Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82661.6811 | 313351.3013 | -230689.6201 | 5698952.9862 | 1574282.0438 | 4124670.9425 |
Total P&L (%) | 82.6617 | 313.3513 | -230.6896 | 5698.953 | 1574.282 | 4124.6709 |
Avg Daily Profit (%) | 0.0331 | 0.1253 | -0.0923 | 0.1625 | 0.1128 | 0.1498 |
Buy And Hold Return (%) | 931.7072 | 931.7072 | 931.7072 | 931.7072 | 931.7072 | 931.7072 |
Max Trade Drawdown | -273819 | -62760 | -305324 | -2055819 | -904602 | -1386582 |
Profit Factor | 1.111 | 3.1918 | 0.6165 | 2.198 | 1.9464 | 2.3333 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 137 | 70 | 67 | 81 | 40 | 41 |
Losing Trades | 31 | 14 | 17 | 87 | 44 | 43 |
Profitability (%) | 81.5476 | 83.3333 | 79.7619 | 48.2143 | 47.619 | 48.8095 |
Ratio Avg Win / Avg Loss | 0.2514 | 0.6384 | 0.1564 | 2.3608 | 2.141 | 2.4471 |
Largest Winning Trade | 65205 | 65205 | 42376 | 4887357 | 1054790 | 4887357 |
Largest Losing Trade | -273819 | -47096 | -273819 | -1138139 | -313786 | -1138139 |
Avg Bars in Trades | 27 | 31 | 24 | 27 | 31 | 24 |
Avg Bars in Winners | 16 | 17 | 15 | 29 | 35 | 23 |
Avg Bars in Losers | 78 | 102 | 58 | 26 | 28 | 24 |
Bars Traded | 4689 | 2654 | 2034 | 4689 | 2654 | 2034 |
Profit Streak | 17.7073 | 73.2073 | 0 | 17.7073 | 73.2073 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -408521 | -183047 | -576693 | 444259 | -47592 | 340580 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542196800000, "first_datapoint_time": 1549843200000, "last_datapoint_time": 1758196800000, "evaluation_time": 1758214712377, "expiration_time": 1764678096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 178, "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": [ [ 82661.6811443602, 313351.301261888, -230689.6201175274, 5698952.986223555, 1574282.0437569926, 4124670.9424665626 ], [ 82.661681, 313.351301, -230.68962, 5698.952986, 1574.282044, 4124.670942 ], [ 0.033058, 0.125315, -0.092257, 0.16251, 0.11276, 0.149823 ], [ 931.707156, 931.707156, 931.707156, 931.707156, 931.707156, 931.707156 ], [ -273819, -62760, -305324, -2055819, -904602, -1386582 ], [ 1.111034, 3.191795, 0.61648, 2.197981, 1.946381, 2.333268 ], [ 168, 84, 84, 168, 84, 84 ], [ 137, 70, 67, 81, 40, 41 ], [ 31, 14, 17, 87, 44, 43 ], [ 81.547619, 83.333333, 79.761905, 48.214286, 47.619048, 48.809524 ], [ 0.251402, 0.638359, 0.15642, 2.360795, 2.141019, 2.447086 ], [ 65205, 65205, 42376, 4887357, 1054790, 4887357 ], [ -273819, -47096, -273819, -1138139, -313786, -1138139 ], [ 27, 31, 24, 27, 31, 24 ], [ 16, 17, 15, 29, 35, 23 ], [ 78, 102, 58, 26, 28, 24 ], [ 4689, 2654, 2034, 4689, 2654, 2034 ], [ 17.707319, 73.207319, 0, 17.707319, 73.207319, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -408521, -183047, -576693, 444259, -47592, 340580 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542196800000, "first_datapoint_time": 1549843200000, "last_datapoint_time": 1758196800000, "evaluation_time": 1758214712377, "expiration_time": 1764678096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 178, "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) |
---|