Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 898954.3895 | 738153.5944 | 160800.795 | 22552253.3189 | 29184699.0883 | -6632445.7694 |
Total P&L (%) | 898.9544 | 738.1536 | 160.8008 | 22552.2533 | 29184.6991 | -6632.4458 |
Avg Daily Profit (%) | 0.3594 | 0.2951 | 0.0643 | 0.217 | 0.2273 | 0 |
Buy And Hold Return (%) | 693.8624 | 693.8624 | 693.8624 | 693.8624 | 693.8624 | 693.8624 |
Max Trade Drawdown | -77193 | -65189 | -68374 | -16889067 | -2298627 | -15608596 |
Profit Factor | 3.1891 | 5.0897 | 1.6986 | 1.8993 | 5.6269 | 0.6466 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 56.6265 | 56.0976 | 57.1429 | 56.6265 | 56.0976 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.4427 | 3.9833 | 1.274 | 1.4548 | 4.4037 | 0.485 |
Largest Winning Trade | 162925 | 162925 | 63775 | 17810728 | 17810728 | 2881407 |
Largest Losing Trade | -58426 | -42118 | -58426 | -10303567 | -1808473 | -10303567 |
Avg Bars in Trades | 59 | 76 | 41 | 59 | 76 | 41 |
Avg Bars in Winners | 65 | 74 | 57 | 65 | 74 | 57 |
Avg Bars in Losers | 49 | 78 | 21 | 49 | 78 | 21 |
Bars Traded | 4897 | 3137 | 1760 | 4897 | 3137 | 1760 |
Profit Streak | 75.6741 | 139.6741 | 75.6741 | 75.6741 | 139.6741 | 75.6741 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57322 | -127030 | -268833 | 420482 | 673314 | -578843 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5003, "evaluation_days": 2501.5, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1546948800000, "last_datapoint_time": 1758628800000, "evaluation_time": 1758643838024, "expiration_time": 1765112688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 96, "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": [ [ 898954.3894511213, 738153.5944440872, 160800.7950070341, 22552253.318869587, 29184699.08831833, -6632445.769448744 ], [ 898.954389, 738.153594, 160.800795, 22552.253319, 29184.699088, -6632.445769 ], [ 0.359366, 0.295084, 0.064282, 0.217019, 0.227308, 0 ], [ 693.862446, 693.862446, 693.862446, 693.862446, 693.862446, 693.862446 ], [ -77193, -65189, -68374, -16889067, -2298627, -15608596 ], [ 3.189098, 5.089732, 1.698644, 1.899309, 5.626897, 0.646641 ], [ 83, 41, 42, 83, 41, 42 ], [ 47, 23, 24, 47, 23, 24 ], [ 36, 18, 18, 36, 18, 18 ], [ 56.626506, 56.097561, 57.142857, 56.626506, 56.097561, 57.142857 ], [ 2.442713, 3.983269, 1.273983, 1.45479, 4.403659, 0.48498 ], [ 162925, 162925, 63775, 17810728, 17810728, 2881407 ], [ -58426, -42118, -58426, -10303567, -1808473, -10303567 ], [ 59, 76, 41, 59, 76, 41 ], [ 65, 74, 57, 65, 74, 57 ], [ 49, 78, 21, 49, 78, 21 ], [ 4897, 3137, 1760, 4897, 3137, 1760 ], [ 75.674051, 139.674051, 75.674051, 75.674051, 139.674051, 75.674051 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -57322, -127030, -268833, 420482, 673314, -578843 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5003, "evaluation_days": 2501.5, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1546948800000, "last_datapoint_time": 1758628800000, "evaluation_time": 1758643838024, "expiration_time": 1765112688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 96, "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) |
---|