Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1021790.3031 | 843946.9435 | 177843.3596 | 32850184.3029 | 26527998.2187 | 6322186.0842 |
Total P&L (%) | 1021.7903 | 843.9469 | 177.8434 | 32850.1843 | 26527.9982 | 6322.1861 |
Avg Daily Profit (%) | 0.4087 | 0.3375 | 0.0711 | 0.2321 | 0.2236 | 0.1666 |
Buy And Hold Return (%) | 888.2925 | 888.2925 | 888.2925 | 888.2925 | 888.2925 | 888.2925 |
Max Trade Drawdown | -85882 | -83465 | -63029 | -2722737 | -2030337 | -983020 |
Profit Factor | 3.4695 | 5.0028 | 1.8764 | 5.9789 | 7.9208 | 3.2866 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 63.5294 | 66.6667 | 60.4651 | 63.5294 | 66.6667 | 60.4651 |
Ratio Avg Win / Avg Loss | 1.9917 | 2.5014 | 1.2269 | 3.4323 | 3.9604 | 2.149 |
Largest Winning Trade | 354584 | 354584 | 48270 | 12717686 | 12717686 | 2869617 |
Largest Losing Trade | -63029 | -43460 | -63029 | -728547 | -728547 | -643260 |
Avg Bars in Trades | 83 | 105 | 62 | 83 | 105 | 62 |
Avg Bars in Winners | 96 | 103 | 88 | 96 | 103 | 88 |
Avg Bars in Losers | 61 | 109 | 22 | 61 | 109 | 22 |
Bars Traded | 7116 | 4425 | 2691 | 7116 | 4425 | 2691 |
Profit Streak | 433.4611 | 444.7944 | 433.4611 | 433.4611 | 444.7944 | 433.4611 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98876 | -145189 | -258531 | 738511 | 732457 | 604801 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542556800000, "first_datapoint_time": 1548806400000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758567835103, "expiration_time": 1765037664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 218, "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": [ [ 1021790.3030930825, 843946.9434596138, 177843.3596334687, 32850184.302911483, 26527998.218723528, 6322186.084187951 ], [ 1021.790303, 843.946943, 177.84336, 32850.184303, 26527.998219, 6322.186084 ], [ 0.408662, 0.337534, 0.071128, 0.232142, 0.223602, 0.16661 ], [ 888.292513, 888.292513, 888.292513, 888.292513, 888.292513, 888.292513 ], [ -85882, -83465, -63029, -2722737, -2030337, -983020 ], [ 3.469462, 5.002813, 1.876369, 5.978875, 7.920799, 3.286645 ], [ 85, 42, 43, 85, 42, 43 ], [ 54, 28, 26, 54, 28, 26 ], [ 31, 14, 17, 31, 14, 17 ], [ 63.529412, 66.666667, 60.465116, 63.529412, 66.666667, 60.465116 ], [ 1.991728, 2.501407, 1.226857, 3.432317, 3.9604, 2.14896 ], [ 354584, 354584, 48270, 12717686, 12717686, 2869617 ], [ -63029, -43460, -63029, -728547, -728547, -643260 ], [ 83, 105, 62, 83, 105, 62 ], [ 96, 103, 88, 96, 103, 88 ], [ 61, 109, 22, 61, 109, 22 ], [ 7116, 4425, 2691, 7116, 4425, 2691 ], [ 433.461054, 444.794388, 433.461054, 433.461054, 444.794388, 433.461054 ], [ 8, 5, 4, 8, 5, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -98876, -145189, -258531, 738511, 732457, 604801 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542556800000, "first_datapoint_time": 1548806400000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758567835103, "expiration_time": 1765037664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 218, "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) |
---|