Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348632.4033 | 436052.4124 | -87420.009 | -22109596.972 | 6928785.8859 | -29038382.8579 |
Total P&L (%) | 348.6324 | 436.0524 | -87.42 | -22109.597 | 6928.7859 | -29038.3829 |
Avg Daily Profit (%) | 0.1394 | 0.1744 | -0.035 | 0 | 0.1702 | 0 |
Buy And Hold Return (%) | 819.513 | 819.513 | 819.513 | 819.513 | 819.513 | 819.513 |
Max Trade Drawdown | -301173 | -64338 | -299051 | -33783861 | -340853 | -33783861 |
Profit Factor | 1.6902 | 6.0591 | 0.7913 | 0.3617 | 19.2454 | 0.1524 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 58 | 28 | 30 | 59 | 29 | 30 |
Losing Trades | 13 | 8 | 5 | 12 | 7 | 5 |
Profitability (%) | 81.6901 | 77.7778 | 85.7143 | 83.0986 | 80.5556 | 85.7143 |
Ratio Avg Win / Avg Loss | 0.3788 | 1.7312 | 0.1319 | 0.0736 | 4.6454 | 0.0254 |
Largest Winning Trade | 96170 | 96170 | 42254 | 2225963 | 2225963 | 1418837 |
Largest Losing Trade | -299051 | -48547 | -299051 | -33783861 | -255508 | -33783861 |
Avg Bars in Trades | 64 | 65 | 64 | 64 | 65 | 64 |
Avg Bars in Winners | 37 | 33 | 41 | 40 | 38 | 41 |
Avg Bars in Losers | 186 | 177 | 200 | 185 | 174 | 200 |
Bars Traded | 4598 | 2354 | 2244 | 4598 | 2354 | 2244 |
Profit Streak | 0 | 0 | 0 | 178.6375 | 1100.1375 | 0 |
Trades During Streak | 0 | 0 | 0 | 1 | 16 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -259206 | -146248 | -576343 | -667003 | 782434 | -576343 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542499200000, "first_datapoint_time": 1552780800000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758511084109, "expiration_time": 1764980496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 239, "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": [ [ 348632.4033357827, 436052.4123642166, -87420.0090284336, -22109596.972035807, 6928785.8858825965, -29038382.857918404 ], [ 348.632403, 436.052412, -87.420009, -22109.596972, 6928.785886, -29038.382858 ], [ 0.139425, 0.174386, -0.034961, 0, 0.170215, 0 ], [ 819.512966, 819.512966, 819.512966, 819.512966, 819.512966, 819.512966 ], [ -301173, -64338, -299051, -33783861, -340853, -33783861 ], [ 1.690169, 6.059056, 0.791335, 0.361744, 19.24541, 0.152433 ], [ 71, 36, 35, 71, 36, 35 ], [ 58, 28, 30, 59, 29, 30 ], [ 13, 8, 5, 12, 7, 5 ], [ 81.690141, 77.777778, 85.714286, 83.098592, 80.555556, 85.714286 ], [ 0.378831, 1.731159, 0.131889, 0.073575, 4.645444, 0.025405 ], [ 96170, 96170, 42254, 2225963, 2225963, 1418837 ], [ -299051, -48547, -299051, -33783861, -255508, -33783861 ], [ 64, 65, 64, 64, 65, 64 ], [ 37, 33, 41, 40, 38, 41 ], [ 186, 177, 200, 185, 174, 200 ], [ 4598, 2354, 2244, 4598, 2354, 2244 ], [ 0, 0, 0, 178.637548, 1100.137548, 0 ], [ 0, 0, 0, 1, 16, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -259206, -146248, -576343, -667003, 782434, -576343 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542499200000, "first_datapoint_time": 1552780800000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758511084109, "expiration_time": 1764980496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 239, "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) |
---|