Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 947130.4931 | 820136.776 | 126993.717 | 16097785.7872 | 43749502.9366 | -27651717.1494 |
Total P&L (%) | 947.1305 | 820.1368 | 126.9937 | 16097.7858 | 43749.5029 | -27651.7171 |
Avg Daily Profit (%) | 0.4548 | 0.3938 | 0.061 | 0.2446 | 0.2925 | 0 |
Buy And Hold Return (%) | 1108.1652 | 1108.1652 | 1108.1652 | 1108.1652 | 1108.1652 | 1108.1652 |
Max Trade Drawdown | -134284 | -76158 | -146768 | -50139195 | -26644380 | -53746253 |
Profit Factor | 2.4265 | 3.0913 | 1.4673 | 1.1113 | 1.5809 | 0.6009 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 46.6667 | 44.4444 | 48.8889 | 46.6667 | 44.4444 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.7732 | 3.8641 | 1.534 | 1.2701 | 1.9762 | 0.6282 |
Largest Winning Trade | 206971 | 206971 | 64683 | 36368975 | 36368975 | 8837443 |
Largest Losing Trade | -41436 | -41436 | -39777 | -21456154 | -7178929 | -21456154 |
Avg Bars in Trades | 136 | 146 | 125 | 136 | 146 | 125 |
Avg Bars in Winners | 188 | 191 | 185 | 188 | 191 | 185 |
Avg Bars in Losers | 90 | 110 | 68 | 90 | 110 | 68 |
Bars Traded | 24492 | 13173 | 11318 | 24492 | 13173 | 11318 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151293 | -152651 | -275814 | -89998 | 333579 | -581523 |
{ "trading_pair": "XRP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1578549600000, "first_datapoint_time": 1580335200000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758674792593, "expiration_time": 1765042185600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 70, "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": [ [ 947130.4930536277, 820136.7760457059, 126993.7170079214, 16097785.787216661, 43749502.9366313, -27651717.149414655 ], [ 947.130493, 820.136776, 126.993717, 16097.785787, 43749.502937, -27651.717149 ], [ 0.45475, 0.393776, 0.060974, 0.244565, 0.292509, 0 ], [ 1108.165173, 1108.165173, 1108.165173, 1108.165173, 1108.165173, 1108.165173 ], [ -134284, -76158, -146768, -50139195, -26644380, -53746253 ], [ 2.426507, 3.091284, 1.467263, 1.111331, 1.580945, 0.600904 ], [ 180, 90, 90, 180, 90, 90 ], [ 84, 40, 44, 84, 40, 44 ], [ 96, 50, 46, 96, 50, 46 ], [ 46.666667, 44.444444, 48.888889, 46.666667, 44.444444, 48.888889 ], [ 2.77315, 3.864105, 1.533957, 1.270093, 1.976181, 0.628217 ], [ 206971, 206971, 64683, 36368975, 36368975, 8837443 ], [ -41436, -41436, -39777, -21456154, -7178929, -21456154 ], [ 136, 146, 125, 136, 146, 125 ], [ 188, 191, 185, 188, 191, 185 ], [ 90, 110, 68, 90, 110, 68 ], [ 24492, 13173, 11318, 24492, 13173, 11318 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151293, -152651, -275814, -89998, 333579, -581523 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1578549600000, "first_datapoint_time": 1580335200000, "last_datapoint_time": 1758564000000, "evaluation_time": 1758674792593, "expiration_time": 1765042185600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 70, "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) |
---|