Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 950211.0267 | 842307.4497 | 107903.5771 | 8874200.9358 | 9121059.4768 | -246858.5409 |
Total P&L (%) | 950.211 | 842.3075 | 107.9036 | 8874.2009 | 9121.0595 | -246.8585 |
Avg Daily Profit (%) | 0.3802 | 0.337 | 0.0432 | 0.1801 | 0.1812 | 0 |
Buy And Hold Return (%) | 933.7106 | 933.7106 | 933.7106 | 933.7106 | 933.7106 | 933.7106 |
Max Trade Drawdown | -74858 | -37730 | -49961 | -2520892 | -1889092 | -2274081 |
Profit Factor | 2.3313 | 3.5119 | 1.2851 | 1.5052 | 1.9951 | 0.9706 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 46.4286 | 41.8367 | 51.0204 | 46.4286 | 41.8367 | 51.0204 |
Ratio Avg Win / Avg Loss | 2.6899 | 4.8825 | 1.2337 | 1.7368 | 2.7737 | 0.9318 |
Largest Winning Trade | 373608 | 373608 | 49381 | 5557456 | 5557456 | 1320603 |
Largest Losing Trade | -22928 | -19330 | -22928 | -1499694 | -1499694 | -1133474 |
Avg Bars in Trades | 75 | 72 | 78 | 75 | 72 | 78 |
Avg Bars in Winners | 96 | 101 | 93 | 96 | 101 | 93 |
Avg Bars in Losers | 56 | 50 | 63 | 56 | 50 | 63 |
Bars Traded | 14744 | 7063 | 7681 | 14744 | 7063 | 7681 |
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 | -146625 | -153332 | -301187 | 358339 | 295208 | -580938 |
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1542369600000, "first_datapoint_time": 1544961600000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758374471847, "expiration_time": 1764847872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 92, "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": [ [ 950211.0267286133, 842307.4496669833, 107903.5770616292, 8874200.935802743, 9121059.476751773, -246858.5409490282 ], [ 950.211027, 842.30745, 107.903577, 8874.200936, 9121.059477, -246.858541 ], [ 0.380186, 0.337013, 0.043173, 0.180088, 0.181175, 0 ], [ 933.710587, 933.710587, 933.710587, 933.710587, 933.710587, 933.710587 ], [ -74858, -37730, -49961, -2520892, -1889092, -2274081 ], [ 2.331287, 3.511939, 1.285133, 1.505209, 1.995129, 0.970611 ], [ 196, 98, 98, 196, 98, 98 ], [ 91, 41, 50, 91, 41, 50 ], [ 105, 57, 48, 105, 57, 48 ], [ 46.428571, 41.836735, 51.020408, 46.428571, 41.836735, 51.020408 ], [ 2.689946, 4.882452, 1.233728, 1.73678, 2.773716, 0.931787 ], [ 373608, 373608, 49381, 5557456, 5557456, 1320603 ], [ -22928, -19330, -22928, -1499694, -1499694, -1133474 ], [ 75, 72, 78, 75, 72, 78 ], [ 96, 101, 93, 96, 101, 93 ], [ 56, 50, 63, 56, 50, 63 ], [ 14744, 7063, 7681, 14744, 7063, 7681 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -146625, -153332, -301187, 358339, 295208, -580938 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1542369600000, "first_datapoint_time": 1544961600000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758374471847, "expiration_time": 1764847872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 92, "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) |
---|