Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1160611.0071 | 932836.2213 | 227774.7858 | 98495832.3641 | 86717981.6325 | 11777850.7316 |
Total P&L (%) | 1160.611 | 932.8362 | 227.7748 | 98495.8324 | 86717.9816 | 11777.8507 |
Avg Daily Profit (%) | 0.4642 | 0.3731 | 0.0911 | 0.2761 | 0.271 | 0.1912 |
Buy And Hold Return (%) | 913.0396 | 913.0396 | 913.0396 | 913.0396 | 913.0396 | 913.0396 |
Max Trade Drawdown | -77785 | -80783 | -66145 | -7579303 | -3065771 | -7538321 |
Profit Factor | 4.5859 | 6.4221 | 2.5023 | 6.6965 | 13.204 | 2.1564 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 66.2651 | 65.8537 | 66.6667 | 66.2651 | 65.8537 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.3346 | 3.33 | 1.2512 | 3.4091 | 6.8465 | 1.0782 |
Largest Winning Trade | 343222 | 343222 | 63138 | 51330637 | 51330637 | 5178827 |
Largest Losing Trade | -62168 | -34978 | -62168 | -7538321 | -3024788 | -7538321 |
Avg Bars in Trades | 84 | 97 | 72 | 84 | 97 | 72 |
Avg Bars in Winners | 94 | 98 | 90 | 94 | 98 | 90 |
Avg Bars in Losers | 65 | 95 | 36 | 65 | 95 | 36 |
Bars Traded | 7032 | 3998 | 3034 | 7032 | 3998 | 3034 |
Profit Streak | 116.93 | 116.93 | 209.93 | 116.93 | 116.93 | 209.93 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61171 | -138331 | -229898 | 708383 | 713794 | 522606 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542124800000, "first_datapoint_time": 1549238400000, "last_datapoint_time": 1758124800000, "evaluation_time": 1758147556068, "expiration_time": 1764605664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 248, "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": [ [ 1160611.0071114998, 932836.2212978111, 227774.7858136886, 98495832.3641403, 86717981.63250566, 11777850.73163464 ], [ 1160.611007, 932.836221, 227.774786, 98495.832364, 86717.981633, 11777.850732 ], [ 0.464183, 0.373085, 0.091098, 0.276089, 0.270987, 0.191248 ], [ 913.039583, 913.039583, 913.039583, 913.039583, 913.039583, 913.039583 ], [ -77785, -80783, -66145, -7579303, -3065771, -7538321 ], [ 4.585903, 6.422071, 2.502323, 6.69654, 13.204016, 2.156418 ], [ 83, 41, 42, 83, 41, 42 ], [ 55, 27, 28, 55, 27, 28 ], [ 28, 14, 14, 28, 14, 14 ], [ 66.26506, 65.853659, 66.666667, 66.26506, 65.853659, 66.666667 ], [ 2.334642, 3.329963, 1.251162, 3.409148, 6.846527, 1.078209 ], [ 343222, 343222, 63138, 51330637, 51330637, 5178827 ], [ -62168, -34978, -62168, -7538321, -3024788, -7538321 ], [ 84, 97, 72, 84, 97, 72 ], [ 94, 98, 90, 94, 98, 90 ], [ 65, 95, 36, 65, 95, 36 ], [ 7032, 3998, 3034, 7032, 3998, 3034 ], [ 116.930047, 116.930047, 209.930047, 116.930047, 116.930047, 209.930047 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -61171, -138331, -229898, 708383, 713794, 522606 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542124800000, "first_datapoint_time": 1549238400000, "last_datapoint_time": 1758124800000, "evaluation_time": 1758147556068, "expiration_time": 1764605664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 248, "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) |
---|