Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836506.443 | 675602.5369 | 160903.906 | -31902820.9235 | 82248826.4682 | -114151647.3917 |
Total P&L (%) | 836.5064 | 675.6025 | 160.9039 | -31902.8209 | 82248.8265 | -114151.6474 |
Avg Daily Profit (%) | 0.3345 | 0.2701 | 0.0643 | 0 | 0.2688 | 0 |
Buy And Hold Return (%) | 843.0583 | 843.0583 | 843.0583 | 843.0583 | 843.0583 | 843.0583 |
Max Trade Drawdown | -124547 | -66405 | -124547 | -150458125 | -10687584 | -147782767 |
Profit Factor | 3.7611 | 8.313 | 1.7641 | 0.8157 | 6.1669 | 0.2736 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 70 | 35 | 35 | 69 | 34 | 35 |
Losing Trades | 23 | 12 | 11 | 24 | 13 | 11 |
Profitability (%) | 75.2688 | 74.4681 | 76.087 | 74.1935 | 72.3404 | 76.087 |
Ratio Avg Win / Avg Loss | 1.2358 | 2.8502 | 0.5544 | 0.2837 | 2.3579 | 0.086 |
Largest Winning Trade | 180189 | 180189 | 62465 | 45914895 | 45914895 | 7843050 |
Largest Losing Trade | -124547 | -39011 | -124547 | -147782767 | -6475506 | -147782767 |
Avg Bars in Trades | 72 | 77 | 66 | 72 | 77 | 66 |
Avg Bars in Winners | 56 | 71 | 41 | 51 | 62 | 41 |
Avg Bars in Losers | 121 | 96 | 149 | 131 | 117 | 149 |
Bars Traded | 6734 | 3653 | 3081 | 6734 | 3653 | 3081 |
Profit Streak | 211.001 | 520.3343 | 0 | 0 | 0 | 0 |
Trades During Streak | 1 | 7 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146422 | -143955 | -268780 | -577116 | 724720 | -577322 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7503, "evaluation_days": 2501, "actual_first_datapoint_time": 1542844800000, "first_datapoint_time": 1557100800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758931284490, "expiration_time": 1765384992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 239, "offset": 243 } } }
{ "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": [ [ 836506.442962345, 675602.5369367517, 160903.9060255939, -31902820.923530854, 82248826.46819484, -114151647.3917257 ], [ 836.506443, 675.602537, 160.903906, -31902.820924, 82248.826468, -114151.647392 ], [ 0.334469, 0.270133, 0.064336, 0, 0.268795, 0 ], [ 843.05833, 843.05833, 843.05833, 843.05833, 843.05833, 843.05833 ], [ -124547, -66405, -124547, -150458125, -10687584, -147782767 ], [ 3.761144, 8.31304, 1.764124, 0.815666, 6.166863, 0.273625 ], [ 93, 47, 46, 93, 47, 46 ], [ 70, 35, 35, 69, 34, 35 ], [ 23, 12, 11, 24, 13, 11 ], [ 75.268817, 74.468085, 76.086957, 74.193548, 72.340426, 76.086957 ], [ 1.235805, 2.850185, 0.554439, 0.28371, 2.357918, 0.085997 ], [ 180189, 180189, 62465, 45914895, 45914895, 7843050 ], [ -124547, -39011, -124547, -147782767, -6475506, -147782767 ], [ 72, 77, 66, 72, 77, 66 ], [ 56, 71, 41, 51, 62, 41 ], [ 121, 96, 149, 131, 117, 149 ], [ 6734, 3653, 3081, 6734, 3653, 3081 ], [ 211.000978, 520.334311, 0, 0, 0, 0 ], [ 1, 7, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -146422, -143955, -268780, -577116, 724720, -577322 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7503, "evaluation_days": 2501, "actual_first_datapoint_time": 1542844800000, "first_datapoint_time": 1557100800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758931284490, "expiration_time": 1765384992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 239, "offset": 243 } } }
# | 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) |
---|