Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863553.5805 | 725841.6738 | 137711.9066 | 12098662.4916 | 24594187.0879 | -12495524.5963 |
Total P&L (%) | 863.5536 | 725.8417 | 137.7119 | 12098.6625 | 24594.1871 | -12495.5246 |
Avg Daily Profit (%) | 0.3446 | 0.2896 | 0.055 | 0.1919 | 0.2201 | 0 |
Buy And Hold Return (%) | 766.8916 | 766.8916 | 766.8916 | 766.8916 | 766.8916 | 766.8916 |
Max Trade Drawdown | -112651 | -65120 | -132285 | -15983358 | -7221129 | -24039441 |
Profit Factor | 2.0918 | 2.7719 | 1.3612 | 1.1759 | 1.7877 | 0.6673 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 117 | 54 | 63 | 117 | 54 | 63 |
Losing Trades | 102 | 56 | 46 | 102 | 56 | 46 |
Profitability (%) | 53.4247 | 49.0909 | 57.7982 | 53.4247 | 49.0909 | 57.7982 |
Ratio Avg Win / Avg Loss | 1.8237 | 2.8746 | 0.9939 | 1.0251 | 1.8539 | 0.4872 |
Largest Winning Trade | 225407 | 225407 | 45075 | 15001989 | 15001989 | 2964747 |
Largest Losing Trade | -52574 | -36699 | -52574 | -11174103 | -2630978 | -11174103 |
Avg Bars in Trades | 33 | 35 | 32 | 33 | 35 | 32 |
Avg Bars in Winners | 38 | 40 | 37 | 38 | 40 | 37 |
Avg Bars in Losers | 28 | 31 | 24 | 28 | 31 | 24 |
Bars Traded | 7403 | 3911 | 3492 | 7403 | 3911 | 3492 |
Profit Streak | 0 | 0 | 145.4519 | 0 | 0 | 145.4519 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111722 | -152299 | -284393 | -17482 | 395452 | -578648 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7518, "evaluation_days": 2506, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1545148800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759546242034, "expiration_time": 1766031552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 19, "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": [ [ 863553.580461199, 725841.6738237198, 137711.9066374789, 12098662.491601275, 24594187.08789064, -12495524.59628936 ], [ 863.55358, 725.841674, 137.711907, 12098.662492, 24594.187088, -12495.524596 ], [ 0.344594, 0.289642, 0.054953, 0.19188, 0.22008, 0 ], [ 766.891564, 766.891564, 766.891564, 766.891564, 766.891564, 766.891564 ], [ -112651, -65120, -132285, -15983358, -7221129, -24039441 ], [ 2.091843, 2.771912, 1.361187, 1.175897, 1.787658, 0.667302 ], [ 219, 110, 109, 219, 110, 109 ], [ 117, 54, 63, 117, 54, 63 ], [ 102, 56, 46, 102, 56, 46 ], [ 53.424658, 49.090909, 57.798165, 53.424658, 49.090909, 57.798165 ], [ 1.823658, 2.874576, 0.993882, 1.025141, 1.853868, 0.487236 ], [ 225407, 225407, 45075, 15001989, 15001989, 2964747 ], [ -52574, -36699, -52574, -11174103, -2630978, -11174103 ], [ 33, 35, 32, 33, 35, 32 ], [ 38, 40, 37, 38, 40, 37 ], [ 28, 31, 24, 28, 31, 24 ], [ 7403, 3911, 3492, 7403, 3911, 3492 ], [ 0, 0, 145.451875, 0, 0, 145.451875 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -111722, -152299, -284393, -17482, 395452, -578648 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7518, "evaluation_days": 2506, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1545148800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759546242034, "expiration_time": 1766031552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 19, "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) |
---|