Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 812041.3466 | 690736.1984 | 121305.1482 | 11398090.1459 | 16753460.602 | -5355370.4561 |
Total P&L (%) | 812.0413 | 690.7362 | 121.3051 | 11398.0901 | 16753.4606 | -5355.3705 |
Avg Daily Profit (%) | 0.3249 | 0.2764 | 0.0485 | 0.19 | 0.2054 | 0 |
Buy And Hold Return (%) | 683.307 | 683.307 | 683.307 | 683.307 | 683.307 | 683.307 |
Max Trade Drawdown | -113136 | -66889 | -102416 | -11198145 | -5104582 | -10837639 |
Profit Factor | 2.1427 | 2.9758 | 1.336 | 1.2595 | 1.7956 | 0.7658 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Losing Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Profitability (%) | 49.5575 | 48.6726 | 50.4425 | 49.5575 | 48.6726 | 50.4425 |
Ratio Avg Win / Avg Loss | 2.1809 | 3.1381 | 1.3125 | 1.282 | 1.8935 | 0.7523 |
Largest Winning Trade | 169542 | 169542 | 47752 | 7574364 | 7574364 | 2806588 |
Largest Losing Trade | -28087 | -19849 | -28087 | -2749619 | -2621889 | -2749619 |
Avg Bars in Trades | 65 | 70 | 60 | 65 | 70 | 60 |
Avg Bars in Winners | 79 | 84 | 73 | 79 | 84 | 73 |
Avg Bars in Losers | 51 | 56 | 46 | 51 | 56 | 46 |
Bars Traded | 14765 | 7961 | 6804 | 14765 | 7961 | 6804 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92973 | -148791 | -293763 | 316786 | 385897 | -580974 |
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1542456000000, "first_datapoint_time": 1543536000000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758465603456, "expiration_time": 1764934272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 61, "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": [ [ 812041.34664929, 690736.1984124257, 121305.1482368647, 11398090.145894116, 16753460.601949964, -5355370.456055853 ], [ 812.041347, 690.736198, 121.305148, 11398.090146, 16753.460602, -5355.370456 ], [ 0.324904, 0.276369, 0.048535, 0.190022, 0.205351, 0 ], [ 683.307045, 683.307045, 683.307045, 683.307045, 683.307045, 683.307045 ], [ -113136, -66889, -102416, -11198145, -5104582, -10837639 ], [ 2.142684, 2.975822, 1.335979, 1.259521, 1.795598, 0.765752 ], [ 226, 113, 113, 226, 113, 113 ], [ 112, 55, 57, 112, 55, 57 ], [ 114, 58, 56, 114, 58, 56 ], [ 49.557522, 48.672566, 50.442478, 49.557522, 48.672566, 50.442478 ], [ 2.180946, 3.13814, 1.312541, 1.282013, 1.89354, 0.752318 ], [ 169542, 169542, 47752, 7574364, 7574364, 2806588 ], [ -28087, -19849, -28087, -2749619, -2621889, -2749619 ], [ 65, 70, 60, 65, 70, 60 ], [ 79, 84, 73, 79, 84, 73 ], [ 51, 56, 46, 51, 56, 46 ], [ 14765, 7961, 6804, 14765, 7961, 6804 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -92973, -148791, -293763, 316786, 385897, -580974 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1542456000000, "first_datapoint_time": 1543536000000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758465603456, "expiration_time": 1764934272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 61, "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) |
---|