Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167612.2659 | 109992.2633 | 57620.0026 | 312820.5604 | 216001.5166 | 96819.0437 |
Total P&L (%) | 167.6123 | 109.9923 | 57.62 | 312.8206 | 216.0015 | 96.819 |
Avg Daily Profit (%) | 0.6436 | 0.4224 | 0.2213 | 0.5459 | 0.4428 | 0.2603 |
Buy And Hold Return (%) | 24.2079 | 24.2079 | 24.2079 | 24.2079 | 24.2079 | 24.2079 |
Max Trade Drawdown | -31094 | -22072 | -32641 | -124622 | -79257 | -127365 |
Profit Factor | 1.6384 | 1.8353 | 1.4403 | 1.3484 | 1.4876 | 1.2128 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Losing Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Profitability (%) | 42.3729 | 40.678 | 44.0678 | 42.3729 | 40.678 | 44.0678 |
Ratio Avg Win / Avg Loss | 2.2282 | 2.6766 | 1.828 | 1.8338 | 2.1694 | 1.5394 |
Largest Winning Trade | 32972 | 32972 | 19452 | 61200 | 61200 | 56218 |
Largest Losing Trade | -13065 | -6855 | -13065 | -54596 | -26252 | -54596 |
Avg Bars in Trades | 103 | 103 | 103 | 103 | 103 | 103 |
Avg Bars in Winners | 144 | 150 | 139 | 144 | 150 | 139 |
Avg Bars in Losers | 73 | 71 | 75 | 73 | 71 | 75 |
Bars Traded | 24480 | 12217 | 12263 | 24480 | 12217 | 12263 |
Profit Streak | 2.9841 | 3.5362 | 0 | 2.9841 | 3.5362 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366286 | 192807 | 56074 | 280032 | 220613 | 94803 |
{ "trading_pair": "XRP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735912800000, "first_datapoint_time": 1736115300000, "last_datapoint_time": 1758411900000, "evaluation_time": 1758412326545, "expiration_time": 1764891900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 152, "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": [ [ 167612.2658605316, 109992.2632503765, 57620.0026101552, 312820.5603554164, 216001.5166295237, 96819.0437258929 ], [ 167.612266, 109.992263, 57.620003, 312.82056, 216.001517, 96.819044 ], [ 0.643623, 0.422365, 0.221258, 0.545929, 0.442793, 0.260347 ], [ 24.20789, 24.20789, 24.20789, 24.20789, 24.20789, 24.20789 ], [ -31094, -22072, -32641, -124622, -79257, -127365 ], [ 1.638397, 1.835349, 1.440252, 1.348397, 1.487585, 1.212844 ], [ 236, 118, 118, 236, 118, 118 ], [ 100, 48, 52, 100, 48, 52 ], [ 136, 70, 66, 136, 70, 66 ], [ 42.372881, 40.677966, 44.067797, 42.372881, 40.677966, 44.067797 ], [ 2.22822, 2.676551, 1.828013, 1.83382, 2.169395, 1.53938 ], [ 32972, 32972, 19452, 61200, 61200, 56218 ], [ -13065, -6855, -13065, -54596, -26252, -54596 ], [ 103, 103, 103, 103, 103, 103 ], [ 144, 150, 139, 144, 150, 139 ], [ 73, 71, 75, 73, 71, 75 ], [ 24480, 12217, 12263, 24480, 12217, 12263 ], [ 2.984103, 3.536187, 0, 2.984103, 3.536187, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 366286, 192807, 56074, 280032, 220613, 94803 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735912800000, "first_datapoint_time": 1736115300000, "last_datapoint_time": 1758411900000, "evaluation_time": 1758412326545, "expiration_time": 1764891900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 152, "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) |
---|