Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807613.9239 | 699409.9253 | 108203.9986 | 6778875.2364 | 4823521.7691 | 1955353.4673 |
Total P&L (%) | 807.6139 | 699.4099 | 108.204 | 6778.8752 | 4823.5218 | 1955.3535 |
Avg Daily Profit (%) | 0.323 | 0.2797 | 0.0433 | 0.1694 | 0.156 | 0.121 |
Buy And Hold Return (%) | 757.1022 | 757.1022 | 757.1022 | 757.1022 | 757.1022 | 757.1022 |
Max Trade Drawdown | -114848 | -87743 | -38921 | -294645 | -294645 | -47813 |
Profit Factor | 3.3559 | 3.5718 | 2.5272 | 8.429 | 7.2034 | 15.4916 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 60 | 59.375 | 60.6061 | 60 | 59.375 | 60.6061 |
Ratio Avg Win / Avg Loss | 2.2373 | 2.4439 | 1.6427 | 5.6193 | 4.9286 | 10.0695 |
Largest Winning Trade | 285942 | 285942 | 23951 | 2072608 | 2072608 | 755705 |
Largest Losing Trade | -54747 | -54747 | -9200 | -294645 | -294645 | -44957 |
Avg Bars in Trades | 147 | 276 | 22 | 147 | 276 | 22 |
Avg Bars in Winners | 117 | 214 | 25 | 117 | 214 | 25 |
Avg Bars in Losers | 192 | 368 | 17 | 192 | 368 | 17 |
Bars Traded | 9598 | 8861 | 737 | 9598 | 8861 | 737 |
Profit Streak | 138.6811 | 138.6811 | 356.1811 | 138.6811 | 138.6811 | 356.1811 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -262867 | -148557 | -293073 | -117048 | 630851 | -23043 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1542261600000, "first_datapoint_time": 1546516800000, "last_datapoint_time": 1758283200000, "evaluation_time": 1758298843563, "expiration_time": 1764763848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 169, "offset": 0, "std": 4.11685 } }, "second_band": { "type": "pwma", "factors": { "length": 198, "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": [ [ 807613.9239111561, 699409.9253345504, 108203.9985766057, 6778875.236446997, 4823521.769148144, 1955353.4672988523 ], [ 807.613924, 699.409925, 108.203999, 6778.875236, 4823.521769, 1955.353467 ], [ 0.323013, 0.279736, 0.043277, 0.169368, 0.15597, 0.120982 ], [ 757.102249, 757.102249, 757.102249, 757.102249, 757.102249, 757.102249 ], [ -114848, -87743, -38921, -294645, -294645, -47813 ], [ 3.35592, 3.571821, 2.52721, 8.428951, 7.203374, 15.491611 ], [ 65, 32, 33, 65, 32, 33 ], [ 39, 19, 20, 39, 19, 20 ], [ 26, 13, 13, 26, 13, 13 ], [ 60, 59.375, 60.606061, 60, 59.375, 60.606061 ], [ 2.23728, 2.443878, 1.642687, 5.6193, 4.928624, 10.069547 ], [ 285942, 285942, 23951, 2072608, 2072608, 755705 ], [ -54747, -54747, -9200, -294645, -294645, -44957 ], [ 147, 276, 22, 147, 276, 22 ], [ 117, 214, 25, 117, 214, 25 ], [ 192, 368, 17, 192, 368, 17 ], [ 9598, 8861, 737, 9598, 8861, 737 ], [ 138.68106, 138.68106, 356.18106, 138.68106, 138.68106, 356.18106 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -262867, -148557, -293073, -117048, 630851, -23043 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1542261600000, "first_datapoint_time": 1546516800000, "last_datapoint_time": 1758283200000, "evaluation_time": 1758298843563, "expiration_time": 1764763848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 169, "offset": 0, "std": 4.11685 } }, "second_band": { "type": "pwma", "factors": { "length": 198, "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) |
---|