Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798500.228 | 725789.9273 | 72710.3006 | 4440619.5678 | 8348117.6043 | -3907498.0365 |
Total P&L (%) | 798.5002 | 725.7899 | 72.7103 | 4440.6196 | 8348.1176 | -3907.498 |
Avg Daily Profit (%) | 0.3194 | 0.2903 | 0.0291 | 0.1527 | 0.1776 | 0 |
Buy And Hold Return (%) | 823.8894 | 823.8894 | 823.8894 | 823.8894 | 823.8894 | 823.8894 |
Max Trade Drawdown | -136122 | -67370 | -112698 | -7977073 | -2881308 | -6840196 |
Profit Factor | 2.5775 | 4.339 | 1.2518 | 1.291 | 2.4994 | 0.5969 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 52.381 | 50 | 54.717 | 52.381 | 50 | 54.717 |
Ratio Avg Win / Avg Loss | 2.3432 | 4.339 | 1.0359 | 1.1736 | 2.4994 | 0.494 |
Largest Winning Trade | 327331 | 327331 | 46628 | 7711262 | 7711262 | 1012006 |
Largest Losing Trade | -41609 | -22841 | -41609 | -4188887 | -1342661 | -4188887 |
Avg Bars in Trades | 69 | 83 | 55 | 69 | 83 | 55 |
Avg Bars in Winners | 87 | 105 | 71 | 87 | 105 | 71 |
Avg Bars in Losers | 49 | 60 | 37 | 49 | 60 | 37 |
Bars Traded | 7277 | 4321 | 2956 | 7277 | 4321 | 2956 |
Profit Streak | 147.1654 | 166.8321 | 147.1654 | 147.1654 | 166.8321 | 147.1654 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149834 | -328359 | -498503 | 308135 | -166091 | -759259 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542384000000, "first_datapoint_time": 1547596800000, "last_datapoint_time": 1758384000000, "evaluation_time": 1758398293952, "expiration_time": 1764864864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 180, "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": [ [ 798500.2279687506, 725789.9273428537, 72710.300625897, 4440619.567782104, 8348117.604254037, -3907498.036471933 ], [ 798.500228, 725.789927, 72.710301, 4440.619568, 8348.117604, -3907.498036 ], [ 0.319358, 0.290278, 0.02908, 0.152722, 0.177595, 0 ], [ 823.889407, 823.889407, 823.889407, 823.889407, 823.889407, 823.889407 ], [ -136122, -67370, -112698, -7977073, -2881308, -6840196 ], [ 2.577539, 4.338998, 1.251766, 1.290981, 2.499391, 0.596881 ], [ 105, 52, 53, 105, 52, 53 ], [ 55, 26, 29, 55, 26, 29 ], [ 50, 26, 24, 50, 26, 24 ], [ 52.380952, 50, 54.716981, 52.380952, 50, 54.716981 ], [ 2.343218, 4.338998, 1.035945, 1.173619, 2.499391, 0.493971 ], [ 327331, 327331, 46628, 7711262, 7711262, 1012006 ], [ -41609, -22841, -41609, -4188887, -1342661, -4188887 ], [ 69, 83, 55, 69, 83, 55 ], [ 87, 105, 71, 87, 105, 71 ], [ 49, 60, 37, 49, 60, 37 ], [ 7277, 4321, 2956, 7277, 4321, 2956 ], [ 147.165439, 166.832106, 147.165439, 147.165439, 166.832106, 147.165439 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -149834, -328359, -498503, 308135, -166091, -759259 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542384000000, "first_datapoint_time": 1547596800000, "last_datapoint_time": 1758384000000, "evaluation_time": 1758398293952, "expiration_time": 1764864864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 180, "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) |
---|