Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1032838.1244 | 855907.426 | 176930.6983 | 39027908.4771 | 49305108.3474 | -10277199.8703 |
Total P&L (%) | 1032.8381 | 855.9074 | 176.9307 | 39027.9085 | 49305.1083 | -10277.1999 |
Avg Daily Profit (%) | 0.4959 | 0.411 | 0.085 | 0.287 | 0.2983 | 0 |
Buy And Hold Return (%) | 1089.8168 | 1089.8168 | 1089.8168 | 1089.8168 | 1089.8168 | 1089.8168 |
Max Trade Drawdown | -75673 | -32225 | -65188 | -20187308 | -7850009 | -22828659 |
Profit Factor | 4.8929 | 9.1604 | 2.1029 | 1.9253 | 4.6968 | 0.6437 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 63.9344 | 60 | 67.7419 | 63.9344 | 60 | 67.7419 |
Ratio Avg Win / Avg Loss | 2.7601 | 6.1069 | 1.0014 | 1.0861 | 3.1312 | 0.3065 |
Largest Winning Trade | 357142 | 357142 | 50913 | 33580219 | 33580219 | 2919486 |
Largest Losing Trade | -65188 | -25303 | -65188 | -15034186 | -5294074 | -15034186 |
Avg Bars in Trades | 399 | 414 | 383 | 399 | 414 | 383 |
Avg Bars in Winners | 467 | 478 | 458 | 467 | 478 | 458 |
Avg Bars in Losers | 277 | 318 | 227 | 277 | 318 | 227 |
Bars Traded | 24339 | 12437 | 11902 | 24339 | 12437 | 11902 |
Profit Streak | 163.9249 | 172.4249 | 163.9249 | 163.9249 | 172.4249 | 163.9249 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -310305 | -145191 | -239202 | -151484 | 672028 | -577551 |
{ "trading_pair": "XRP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1578549600000, "first_datapoint_time": 1580263200000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758708708335, "expiration_time": 1765042185600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 239, "offset": 0, "a": 0.64976 } }, "second_band": { "type": "rma", "factors": { "length": 184, "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": [ [ 1032838.1243558454, 855907.4260492359, 176930.6983066092, 39027908.4771034, 49305108.34736796, -10277199.870264558 ], [ 1032.838124, 855.907426, 176.930698, 39027.908477, 49305.108347, -10277.19987 ], [ 0.495901, 0.410951, 0.084951, 0.287024, 0.298254, 0 ], [ 1089.816752, 1089.816752, 1089.816752, 1089.816752, 1089.816752, 1089.816752 ], [ -75673, -32225, -65188, -20187308, -7850009, -22828659 ], [ 4.892931, 9.16036, 2.102886, 1.925323, 4.696792, 0.643652 ], [ 61, 30, 31, 61, 30, 31 ], [ 39, 18, 21, 39, 18, 21 ], [ 22, 12, 10, 22, 12, 10 ], [ 63.934426, 60, 67.741935, 63.934426, 60, 67.741935 ], [ 2.760115, 6.106907, 1.001374, 1.08608, 3.131194, 0.306501 ], [ 357142, 357142, 50913, 33580219, 33580219, 2919486 ], [ -65188, -25303, -65188, -15034186, -5294074, -15034186 ], [ 399, 414, 383, 399, 414, 383 ], [ 467, 478, 458, 467, 478, 458 ], [ 277, 318, 227, 277, 318, 227 ], [ 24339, 12437, 11902, 24339, 12437, 11902 ], [ 163.924865, 172.424865, 163.924865, 163.924865, 172.424865, 163.924865 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -310305, -145191, -239202, -151484, 672028, -577551 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1578549600000, "first_datapoint_time": 1580263200000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758708708335, "expiration_time": 1765042185600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 239, "offset": 0, "a": 0.64976 } }, "second_band": { "type": "rma", "factors": { "length": 184, "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) |
---|