Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943402.4907 | 818215.46 | 125187.0307 | 9377049.1956 | 10584872.6242 | -1207823.4286 |
Total P&L (%) | 943.4025 | 818.2155 | 125.187 | 9377.0492 | 10584.8726 | -1207.8234 |
Avg Daily Profit (%) | 0.3775 | 0.3274 | 0.0501 | 0.1823 | 0.1871 | 0 |
Buy And Hold Return (%) | 738.7847 | 738.7847 | 738.7847 | 738.7847 | 738.7847 | 738.7847 |
Max Trade Drawdown | -84206 | -51046 | -70664 | -4437728 | -1771287 | -5192703 |
Profit Factor | 2.6677 | 3.8682 | 1.4464 | 1.6756 | 2.8287 | 0.8507 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 40.678 | 40.678 | 40.678 | 40.678 | 40.678 | 40.678 |
Ratio Avg Win / Avg Loss | 3.8904 | 5.6411 | 2.1094 | 2.4437 | 4.1252 | 1.2406 |
Largest Winning Trade | 363120 | 363120 | 50398 | 5716979 | 5716979 | 1261679 |
Largest Losing Trade | -70664 | -25283 | -70664 | -4201526 | -1021223 | -4201526 |
Avg Bars in Trades | 124 | 124 | 124 | 124 | 124 | 124 |
Avg Bars in Winners | 203 | 201 | 206 | 203 | 201 | 206 |
Avg Bars in Losers | 70 | 72 | 68 | 70 | 72 | 68 |
Bars Traded | 14730 | 7367 | 7363 | 14730 | 7367 | 7363 |
Profit Streak | 172.9921 | 172.9921 | 187.4921 | 172.9921 | 172.9921 | 187.4921 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66868 | -295851 | -468935 | 329743 | -166287 | -758336 |
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1542211200000, "first_datapoint_time": 1543780800000, "last_datapoint_time": 1758211200000, "evaluation_time": 1758224915414, "expiration_time": 1764689472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 104, "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": [ [ 943402.4907141642, 818215.4600337129, 125187.0306804513, 9377049.195579167, 10584872.62419141, -1207823.42861224 ], [ 943.402491, 818.21546, 125.187031, 9377.049196, 10584.872624, -1207.823429 ], [ 0.377462, 0.327374, 0.050088, 0.182273, 0.187081, 0 ], [ 738.784731, 738.784731, 738.784731, 738.784731, 738.784731, 738.784731 ], [ -84206, -51046, -70664, -4437728, -1771287, -5192703 ], [ 2.667675, 3.868212, 1.446413, 1.675646, 2.828713, 0.850711 ], [ 118, 59, 59, 118, 59, 59 ], [ 48, 24, 24, 48, 24, 24 ], [ 70, 35, 35, 70, 35, 35 ], [ 40.677966, 40.677966, 40.677966, 40.677966, 40.677966, 40.677966 ], [ 3.89036, 5.641142, 2.109352, 2.443651, 4.125207, 1.24062 ], [ 363120, 363120, 50398, 5716979, 5716979, 1261679 ], [ -70664, -25283, -70664, -4201526, -1021223, -4201526 ], [ 124, 124, 124, 124, 124, 124 ], [ 203, 201, 206, 203, 201, 206 ], [ 70, 72, 68, 70, 72, 68 ], [ 14730, 7367, 7363, 14730, 7367, 7363 ], [ 172.992076, 172.992076, 187.492076, 172.992077, 172.992077, 187.492077 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -66868, -295851, -468935, 329743, -166287, -758336 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1542211200000, "first_datapoint_time": 1543780800000, "last_datapoint_time": 1758211200000, "evaluation_time": 1758224915414, "expiration_time": 1764689472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 104, "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) |
---|