Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877144.6347 | 801409.4436 | 75735.1911 | 4194728.545 | 4275717.0138 | -80988.4688 |
Total P&L (%) | 877.1446 | 801.4094 | 75.7352 | 4194.7285 | 4275.717 | -80.9885 |
Avg Daily Profit (%) | 0.351 | 0.3207 | 0.0303 | 0.1506 | 0.1513 | -0.0664 |
Buy And Hold Return (%) | 906.1722 | 906.1722 | 906.1722 | 906.1722 | 906.1722 | 906.1722 |
Max Trade Drawdown | -129189 | -106585 | -62911 | -2146870 | -1517137 | -948188 |
Profit Factor | 1.9849 | 2.5094 | 1.2106 | 1.4934 | 1.8769 | 0.9777 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 119 | 51 | 68 | 119 | 51 | 68 |
Losing Trades | 130 | 73 | 57 | 130 | 73 | 57 |
Profitability (%) | 47.7912 | 41.129 | 54.4 | 47.7912 | 41.129 | 54.4 |
Ratio Avg Win / Avg Loss | 2.1684 | 3.5919 | 1.0148 | 1.6314 | 2.6865 | 0.8195 |
Largest Winning Trade | 339202 | 339202 | 56395 | 2246612 | 2246612 | 582327 |
Largest Losing Trade | -51020 | -36193 | -51020 | -1211628 | -1211628 | -777446 |
Avg Bars in Trades | 58 | 69 | 47 | 58 | 69 | 47 |
Avg Bars in Winners | 76 | 103 | 56 | 76 | 103 | 56 |
Avg Bars in Losers | 41 | 46 | 36 | 41 | 46 | 36 |
Bars Traded | 14553 | 8659 | 5894 | 14553 | 8659 | 5894 |
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 | -152234 | -155600 | -318295 | 315810 | 213326 | -580429 |
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1542268800000, "first_datapoint_time": 1544500800000, "last_datapoint_time": 1758268800000, "evaluation_time": 1758278722601, "expiration_time": 1764747072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 156, "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": [ [ 877144.6347156026, 801409.443639953, 75735.1910756499, 4194728.545004953, 4275717.013789578, -80988.4687846261 ], [ 877.144635, 801.409444, 75.735191, 4194.728545, 4275.717014, -80.988469 ], [ 0.350952, 0.32065, 0.030302, 0.150552, 0.151301, -0.066401 ], [ 906.172225, 906.172225, 906.172225, 906.172225, 906.172225, 906.172225 ], [ -129189, -106585, -62911, -2146870, -1517137, -948188 ], [ 1.98489, 2.509377, 1.210582, 1.493362, 1.876876, 0.977666 ], [ 249, 124, 125, 249, 124, 125 ], [ 119, 51, 68, 119, 51, 68 ], [ 130, 73, 57, 130, 73, 57 ], [ 47.791165, 41.129032, 54.4, 47.791165, 41.129032, 54.4 ], [ 2.168367, 3.591854, 1.014752, 1.631403, 2.686508, 0.819514 ], [ 339202, 339202, 56395, 2246612, 2246612, 582327 ], [ -51020, -36193, -51020, -1211628, -1211628, -777446 ], [ 58, 69, 47, 58, 69, 47 ], [ 76, 103, 56, 76, 103, 56 ], [ 41, 46, 36, 41, 46, 36 ], [ 14553, 8659, 5894, 14553, 8659, 5894 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152234, -155600, -318295, 315810, 213326, -580429 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1542268800000, "first_datapoint_time": 1544500800000, "last_datapoint_time": 1758268800000, "evaluation_time": 1758278722601, "expiration_time": 1764747072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 156, "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) |
---|