Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103551.4531 | 332432.6873 | -228881.2342 | 7105947.2672 | 2379718.6984 | 4726228.5688 |
Total P&L (%) | 103.5515 | 332.4327 | -228.8812 | 7105.9473 | 2379.7187 | 4726.2286 |
Avg Daily Profit (%) | 0.0414 | 0.1329 | -0.0915 | 0.1712 | 0.1285 | 0.1552 |
Buy And Hold Return (%) | 817.0097 | 817.0097 | 817.0097 | 817.0097 | 817.0097 | 817.0097 |
Max Trade Drawdown | -302347 | -62141 | -320255 | -2431723 | -903209 | -2285258 |
Profit Factor | 1.1413 | 3.701 | 0.6245 | 2.2051 | 2.7031 | 2.0505 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 135 | 67 | 68 | 83 | 42 | 41 |
Losing Trades | 27 | 14 | 13 | 79 | 39 | 40 |
Profitability (%) | 83.3333 | 82.716 | 83.9506 | 51.2346 | 51.8519 | 50.6173 |
Ratio Avg Win / Avg Loss | 0.2283 | 0.7734 | 0.1194 | 2.0989 | 2.51 | 2.0005 |
Largest Winning Trade | 75015 | 75015 | 42376 | 6019879 | 1347148 | 6019879 |
Largest Losing Trade | -302347 | -47694 | -302347 | -2285258 | -263988 | -2285258 |
Avg Bars in Trades | 28 | 33 | 24 | 28 | 33 | 24 |
Avg Bars in Winners | 16 | 17 | 15 | 28 | 33 | 22 |
Avg Bars in Losers | 92 | 108 | 74 | 29 | 32 | 27 |
Bars Traded | 4687 | 2674 | 2013 | 4687 | 2674 | 2013 |
Profit Streak | 15.496 | 97.496 | 0 | 15.496 | 97.496 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -363895 | -183306 | -587907 | 498828 | -29346 | -858 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541980800000, "first_datapoint_time": 1550620800000, "last_datapoint_time": 1757980800000, "evaluation_time": 1758023655494, "expiration_time": 1764462096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 201, "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": [ [ 103551.453068351, 332432.6873111422, -228881.234242791, 7105947.267177111, 2379718.698390933, 4726228.568786174 ], [ 103.551453, 332.432687, -228.881234, 7105.947267, 2379.718698, 4726.228569 ], [ 0.041412, 0.132946, -0.091534, 0.171212, 0.128486, 0.155155 ], [ 817.009685, 817.009685, 817.009685, 817.009685, 817.009685, 817.009685 ], [ -302347, -62141, -320255, -2431723, -903209, -2285258 ], [ 1.141334, 3.70104, 0.624537, 2.20513, 2.703051, 2.050486 ], [ 162, 81, 81, 162, 81, 81 ], [ 135, 67, 68, 83, 42, 41 ], [ 27, 14, 13, 79, 39, 40 ], [ 83.333333, 82.716049, 83.950617, 51.234568, 51.851852, 50.617284 ], [ 0.228267, 0.773352, 0.119397, 2.098859, 2.509975, 2.000474 ], [ 75015, 75015, 42376, 6019879, 1347148, 6019879 ], [ -302347, -47694, -302347, -2285258, -263988, -2285258 ], [ 28, 33, 24, 28, 33, 24 ], [ 16, 17, 15, 28, 33, 22 ], [ 92, 108, 74, 29, 32, 27 ], [ 4687, 2674, 2013, 4687, 2674, 2013 ], [ 15.496012, 97.496013, 0, 15.496013, 97.496013, 0 ], [ 1, 6, 0, 1, 6, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -363895, -183306, -587907, 498828, -29346, -858 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541980800000, "first_datapoint_time": 1550620800000, "last_datapoint_time": 1757980800000, "evaluation_time": 1758023655494, "expiration_time": 1764462096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 201, "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) |
---|