Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 844728.738 | 752028.0805 | 92700.6574 | 5109335.3782 | 7896451.8449 | -2787116.4668 |
Total P&L (%) | 844.7287 | 752.0281 | 92.7007 | 5109.3354 | 7896.4518 | -2787.1165 |
Avg Daily Profit (%) | 0.338 | 0.3009 | 0.0371 | 0.1583 | 0.1755 | 0 |
Buy And Hold Return (%) | 919.6956 | 919.6956 | 919.6956 | 919.6956 | 919.6956 | 919.6956 |
Max Trade Drawdown | -90144 | -62300 | -105486 | -4022181 | -1881628 | -5249759 |
Profit Factor | 2.6131 | 4.3041 | 1.3131 | 1.4219 | 3.0584 | 0.6632 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 45.4545 | 44 | 46.9388 | 45.4545 | 44 | 46.9388 |
Ratio Avg Win / Avg Loss | 3.1357 | 5.4779 | 1.4844 | 1.7063 | 3.8926 | 0.7497 |
Largest Winning Trade | 312005 | 312005 | 52156 | 3264128 | 3264128 | 959164 |
Largest Losing Trade | -71339 | -17570 | -71339 | -3615745 | -514863 | -3615745 |
Avg Bars in Trades | 146 | 145 | 147 | 146 | 145 | 147 |
Avg Bars in Winners | 212 | 205 | 218 | 212 | 205 | 218 |
Avg Bars in Losers | 91 | 97 | 84 | 91 | 97 | 84 |
Bars Traded | 14470 | 7259 | 7210 | 14470 | 7259 | 7210 |
Profit Streak | 166.3822 | 166.3822 | 239.5488 | 166.3822 | 166.3822 | 239.5488 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151698 | -331014 | -308706 | 307316 | -167750 | -580517 |
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1541649600000, "first_datapoint_time": 1544472000000, "last_datapoint_time": 1757664000000, "evaluation_time": 1757668219544, "expiration_time": 1764142272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 107, "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": [ [ 844728.7379747223, 752028.0805356547, 92700.6574390675, 5109335.378189134, 7896451.844949615, -2787116.4667604817 ], [ 844.728738, 752.028081, 92.700657, 5109.335378, 7896.451845, -2787.116467 ], [ 0.337982, 0.300892, 0.03709, 0.158289, 0.175464, 0 ], [ 919.695553, 919.695553, 919.695553, 919.695553, 919.695553, 919.695553 ], [ -90144, -62300, -105486, -4022181, -1881628, -5249759 ], [ 2.613112, 4.304077, 1.313117, 1.421884, 3.058446, 0.663174 ], [ 99, 50, 49, 99, 50, 49 ], [ 45, 22, 23, 45, 22, 23 ], [ 54, 28, 26, 54, 28, 26 ], [ 45.454545, 44, 46.938776, 45.454545, 44, 46.938776 ], [ 3.135734, 5.477917, 1.484393, 1.706261, 3.892568, 0.749675 ], [ 312005, 312005, 52156, 3264128, 3264128, 959164 ], [ -71339, -17570, -71339, -3615745, -514863, -3615745 ], [ 146, 145, 147, 146, 145, 147 ], [ 212, 205, 218, 212, 205, 218 ], [ 91, 97, 84, 91, 97, 84 ], [ 14470, 7259, 7210, 14470, 7259, 7210 ], [ 166.382171, 166.382171, 239.548837, 166.382171, 166.382171, 239.548837 ], [ 4, 2, 3, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151698, -331014, -308706, 307316, -167750, -580517 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1541649600000, "first_datapoint_time": 1544472000000, "last_datapoint_time": 1757664000000, "evaluation_time": 1757668219544, "expiration_time": 1764142272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 107, "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) |
---|