Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1067163.9955 | 910717.245 | 156446.7505 | 31582719.2398 | 45887671.0771 | -14304951.8372 |
Total P&L (%) | 1067.164 | 910.7172 | 156.4468 | 31582.7192 | 45887.6711 | -14304.9518 |
Avg Daily Profit (%) | 0.5124 | 0.4373 | 0.0751 | 0.2769 | 0.2948 | 0 |
Buy And Hold Return (%) | 1338.6801 | 1338.6801 | 1338.6801 | 1338.6801 | 1338.6801 | 1338.6801 |
Max Trade Drawdown | -119194 | -64487 | -74988 | -68485263 | -39137804 | -30601178 |
Profit Factor | 3.0421 | 4.0123 | 1.7103 | 1.2855 | 1.7066 | 0.6868 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 48.7395 | 42.3729 | 55 | 48.7395 | 42.3729 | 55 |
Ratio Avg Win / Avg Loss | 3.1994 | 5.4567 | 1.3994 | 1.352 | 2.3209 | 0.5619 |
Largest Winning Trade | 351859 | 351859 | 39803 | 51372481 | 51372481 | 10034750 |
Largest Losing Trade | -31514 | -31514 | -26081 | -17639454 | -17639454 | -16417285 |
Avg Bars in Trades | 206 | 221 | 191 | 206 | 221 | 191 |
Avg Bars in Winners | 292 | 334 | 260 | 292 | 334 | 260 |
Avg Bars in Losers | 124 | 138 | 106 | 124 | 138 | 106 |
Bars Traded | 24545 | 13071 | 11474 | 24545 | 13071 | 11474 |
Profit Streak | 25.74 | 0 | 31.8233 | 25.74 | 0 | 31.8233 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148890 | -328287 | -424288 | 326087 | -167564 | -748769 |
{ "trading_pair": "XRP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1577872800000, "first_datapoint_time": 1578880800000, "last_datapoint_time": 1757880000000, "evaluation_time": 1757886336609, "expiration_time": 1764357926400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 141, "offset": 0, "a": 0.68204 } }, "second_band": { "type": "vwma", "factors": { "length": 140, "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": [ [ 1067163.9954689944, 910717.2450188752, 156446.7504501186, 31582719.23983407, 45887671.07708287, -14304951.837248802 ], [ 1067.163995, 910.717245, 156.44675, 31582.71924, 45887.671077, -14304.951837 ], [ 0.512402, 0.437284, 0.075118, 0.276872, 0.294813, 0 ], [ 1338.680136, 1338.680136, 1338.680136, 1338.680136, 1338.680136, 1338.680136 ], [ -119194, -64487, -74988, -68485263, -39137804, -30601178 ], [ 3.042081, 4.012253, 1.710318, 1.285505, 1.70657, 0.68682 ], [ 119, 59, 60, 119, 59, 60 ], [ 58, 25, 33, 58, 25, 33 ], [ 61, 34, 27, 61, 34, 27 ], [ 48.739496, 42.372881, 55, 48.739496, 42.372881, 55 ], [ 3.19943, 5.456664, 1.399351, 1.351996, 2.320935, 0.561943 ], [ 351859, 351859, 39803, 51372481, 51372481, 10034750 ], [ -31514, -31514, -26081, -17639454, -17639454, -16417285 ], [ 206, 221, 191, 206, 221, 191 ], [ 292, 334, 260, 292, 334, 260 ], [ 124, 138, 106, 124, 138, 106 ], [ 24545, 13071, 11474, 24545, 13071, 11474 ], [ 25.740007, 0, 31.82334, 25.740007, 0, 31.82334 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148890, -328287, -424288, 326087, -167564, -748769 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1577872800000, "first_datapoint_time": 1578880800000, "last_datapoint_time": 1757880000000, "evaluation_time": 1757886336609, "expiration_time": 1764357926400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 141, "offset": 0, "a": 0.68204 } }, "second_band": { "type": "vwma", "factors": { "length": 140, "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) |
---|