Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 899881.5496 | 758020.4742 | 141861.0754 | 16850372.2961 | 18731194.5641 | -1880822.268 |
Total P&L (%) | 899.8816 | 758.0205 | 141.8611 | 16850.3723 | 18731.1946 | -1880.8223 |
Avg Daily Profit (%) | 0.36 | 0.3032 | 0.0567 | 0.2055 | 0.2097 | 0 |
Buy And Hold Return (%) | 896.6166 | 896.6166 | 896.6166 | 896.6166 | 896.6166 | 896.6166 |
Max Trade Drawdown | -68438 | -61720 | -61885 | -6751943 | -3767600 | -7472409 |
Profit Factor | 1.7419 | 2.2487 | 1.2342 | 1.3485 | 1.8199 | 0.9262 |
Total Trades | 395 | 198 | 197 | 395 | 198 | 197 |
Winning Trades | 191 | 92 | 99 | 191 | 92 | 99 |
Losing Trades | 204 | 106 | 98 | 204 | 106 | 98 |
Profitability (%) | 48.3544 | 46.4646 | 50.2538 | 48.3544 | 46.4646 | 50.2538 |
Ratio Avg Win / Avg Loss | 1.8605 | 2.5909 | 1.2217 | 1.4403 | 2.0969 | 0.9169 |
Largest Winning Trade | 162701 | 162701 | 55629 | 8218487 | 8218487 | 3074196 |
Largest Losing Trade | -24069 | -24069 | -22738 | -3017387 | -1903820 | -3017387 |
Avg Bars in Trades | 24 | 25 | 24 | 24 | 25 | 24 |
Avg Bars in Winners | 32 | 32 | 31 | 32 | 32 | 31 |
Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
Bars Traded | 9873 | 5087 | 4786 | 9873 | 5087 | 4786 |
Profit Streak | 0 | 0 | 20.9675 | 0 | 0 | 20.9675 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150235 | -153193 | -281905 | 366049 | 394478 | -579439 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542607200000, "first_datapoint_time": 1544983200000, "last_datapoint_time": 1758607200000, "evaluation_time": 1758625989435, "expiration_time": 1765087200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.21134 } } }
{ "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": [ [ 899881.5495576327, 758020.474183285, 141861.0753743467, 16850372.29611712, 18731194.564108867, -1880822.2679917521 ], [ 899.88155, 758.020474, 141.861075, 16850.372296, 18731.194564, -1880.822268 ], [ 0.359953, 0.303208, 0.056744, 0.205526, 0.209744, 0 ], [ 896.616554, 896.616554, 896.616554, 896.616554, 896.616554, 896.616554 ], [ -68438, -61720, -61885, -6751943, -3767600, -7472409 ], [ 1.741936, 2.248738, 1.234151, 1.348528, 1.819921, 0.926248 ], [ 395, 198, 197, 395, 198, 197 ], [ 191, 92, 99, 191, 92, 99 ], [ 204, 106, 98, 204, 106, 98 ], [ 48.35443, 46.464646, 50.253807, 48.35443, 46.464646, 50.253807 ], [ 1.860498, 2.590938, 1.221685, 1.440313, 2.096865, 0.916892 ], [ 162701, 162701, 55629, 8218487, 8218487, 3074196 ], [ -24069, -24069, -22738, -3017387, -1903820, -3017387 ], [ 24, 25, 24, 24, 25, 24 ], [ 32, 32, 31, 32, 32, 31 ], [ 18, 19, 16, 18, 19, 16 ], [ 9873, 5087, 4786, 9873, 5087, 4786 ], [ 0, 0, 20.96747, 0, 0, 20.96747 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150235, -153193, -281905, 366049, 394478, -579439 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542607200000, "first_datapoint_time": 1544983200000, "last_datapoint_time": 1758607200000, "evaluation_time": 1758625989435, "expiration_time": 1765087200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.21134 } } }
# | 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) |
---|