Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 869526.751 | 766449.0736 | 103077.6774 | 8026305.3292 | 15462983.3307 | -7436678.0016 |
Total P&L (%) | 869.5268 | 766.4491 | 103.0777 | 8026.3053 | 15462.9833 | -7436.678 |
Avg Daily Profit (%) | 0.3479 | 0.3067 | 0.0412 | 0.1761 | 0.2022 | 0 |
Buy And Hold Return (%) | 728.3662 | 728.3662 | 728.3662 | 728.3662 | 728.3662 | 728.3662 |
Max Trade Drawdown | -122412 | -100271 | -91466 | -12042553 | -2715529 | -11895411 |
Profit Factor | 2.1941 | 2.9717 | 1.3036 | 1.3057 | 2.5904 | 0.5503 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Losing Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Profitability (%) | 47.644 | 50 | 45.2632 | 47.644 | 50 | 45.2632 |
Ratio Avg Win / Avg Loss | 2.4111 | 2.9717 | 1.5765 | 1.4348 | 2.5904 | 0.6654 |
Largest Winning Trade | 191593 | 191593 | 58409 | 11375452 | 11375452 | 1089676 |
Largest Losing Trade | -55339 | -46938 | -55339 | -9580804 | -2149481 | -9580804 |
Avg Bars in Trades | 76 | 98 | 54 | 76 | 98 | 54 |
Avg Bars in Winners | 110 | 125 | 93 | 110 | 125 | 93 |
Avg Bars in Losers | 45 | 71 | 21 | 45 | 71 | 21 |
Bars Traded | 14591 | 9458 | 5133 | 14591 | 9458 | 5133 |
Profit Streak | 18.1483 | 18.6483 | 0 | 18.1483 | 18.6483 | 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 | -91358 | -134623 | -304520 | 309598 | 477332 | -582920 |
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1542283200000, "first_datapoint_time": 1545868800000, "last_datapoint_time": 1758283200000, "evaluation_time": 1758296017093, "expiration_time": 1764761472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 155, "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": [ [ 869526.7509836878, 766449.0735889536, 103077.6773947338, 8026305.32916948, 15462983.33074547, -7436678.00157599 ], [ 869.526751, 766.449074, 103.077677, 8026.305329, 15462.983331, -7436.678002 ], [ 0.347904, 0.306662, 0.041242, 0.17611, 0.202157, 0 ], [ 728.366248, 728.366248, 728.366248, 728.366248, 728.366248, 728.366248 ], [ -122412, -100271, -91466, -12042553, -2715529, -11895411 ], [ 2.19407, 2.971719, 1.303631, 1.305671, 2.590429, 0.55026 ], [ 191, 96, 95, 191, 96, 95 ], [ 91, 48, 43, 91, 48, 43 ], [ 100, 48, 52, 100, 48, 52 ], [ 47.643979, 50, 45.263158, 47.643979, 50, 45.263158 ], [ 2.411066, 2.971719, 1.576484, 1.434803, 2.590429, 0.66543 ], [ 191593, 191593, 58409, 11375452, 11375452, 1089676 ], [ -55339, -46938, -55339, -9580804, -2149481, -9580804 ], [ 76, 98, 54, 76, 98, 54 ], [ 110, 125, 93, 110, 125, 93 ], [ 45, 71, 21, 45, 71, 21 ], [ 14591, 9458, 5133, 14591, 9458, 5133 ], [ 18.148346, 18.648346, 0, 18.148346, 18.648346, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -91358, -134623, -304520, 309598, 477332, -582920 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1542283200000, "first_datapoint_time": 1545868800000, "last_datapoint_time": 1758283200000, "evaluation_time": 1758296017093, "expiration_time": 1764761472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 155, "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) |
---|