Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1025001.6772 | 879755.3533 | 145246.3239 | 16181184.4296 | 18201079.9889 | -2019895.5592 |
Total P&L (%) | 1025.0017 | 879.7554 | 145.2463 | 16181.1844 | 18201.08 | -2019.8956 |
Avg Daily Profit (%) | 0.4101 | 0.352 | 0.0581 | 0.204 | 0.2087 | 0 |
Buy And Hold Return (%) | 762.1879 | 762.1879 | 762.1879 | 762.1879 | 762.1879 | 762.1879 |
Max Trade Drawdown | -73208 | -66307 | -52273 | -14123546 | -8931506 | -5513412 |
Profit Factor | 2.4578 | 3.2766 | 1.4586 | 1.5339 | 2.0021 | 0.8337 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 44.8485 | 41.4634 | 48.1928 | 44.8485 | 41.4634 | 48.1928 |
Ratio Avg Win / Avg Loss | 3.0224 | 4.6258 | 1.568 | 1.8863 | 2.8265 | 0.8962 |
Largest Winning Trade | 332228 | 332228 | 54326 | 16378891 | 16378891 | 1520411 |
Largest Losing Trade | -50520 | -26405 | -50520 | -5093386 | -5093386 | -3092083 |
Avg Bars in Trades | 88 | 89 | 87 | 88 | 89 | 87 |
Avg Bars in Winners | 120 | 122 | 119 | 120 | 122 | 119 |
Avg Bars in Losers | 62 | 66 | 57 | 62 | 66 | 57 |
Bars Traded | 14613 | 7379 | 7234 | 14613 | 7379 | 7234 |
Profit Streak | 27.2205 | 0 | 37.7205 | 27.2205 | 0 | 37.7205 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44582 | -109965 | -279418 | 363536 | 148973 | -581267 |
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14995, "evaluation_days": 2499.17, "actual_first_datapoint_time": 1542052800000, "first_datapoint_time": 1545465600000, "last_datapoint_time": 1758052800000, "evaluation_time": 1758057448170, "expiration_time": 1764530640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 106, "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": [ [ 1025001.677237669, 879755.3533395408, 145246.3238981284, 16181184.42961756, 18201079.988860585, -2019895.5592430173 ], [ 1025.001677, 879.755353, 145.246324, 16181.18443, 18201.079989, -2019.895559 ], [ 0.410137, 0.352019, 0.058118, 0.203979, 0.208668, 0 ], [ 762.187915, 762.187915, 762.187915, 762.187915, 762.187915, 762.187915 ], [ -73208, -66307, -52273, -14123546, -8931506, -5513412 ], [ 2.457767, 3.276607, 1.458626, 1.533915, 2.002073, 0.833661 ], [ 165, 82, 83, 165, 82, 83 ], [ 74, 34, 40, 74, 34, 40 ], [ 91, 48, 43, 91, 48, 43 ], [ 44.848485, 41.463415, 48.192771, 44.848485, 41.463415, 48.192771 ], [ 3.022389, 4.625798, 1.568023, 1.886301, 2.826456, 0.896186 ], [ 332228, 332228, 54326, 16378891, 16378891, 1520411 ], [ -50520, -26405, -50520, -5093386, -5093386, -3092083 ], [ 88, 89, 87, 88, 89, 87 ], [ 120, 122, 119, 120, 122, 119 ], [ 62, 66, 57, 62, 66, 57 ], [ 14613, 7379, 7234, 14613, 7379, 7234 ], [ 27.220465, 0, 37.720465, 27.220465, 0, 37.720465 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -44582, -109965, -279418, 363536, 148973, -581267 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14995, "evaluation_days": 2499.17, "actual_first_datapoint_time": 1542052800000, "first_datapoint_time": 1545465600000, "last_datapoint_time": 1758052800000, "evaluation_time": 1758057448170, "expiration_time": 1764530640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 106, "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) |
---|