Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1369718.4267 | 1055646.2062 | 314072.2205 | 611811475.236 | 618188833.1339 | -6377357.8979 |
Total P&L (%) | 1369.7184 | 1055.6462 | 314.0722 | 611811.4752 | 618188.8331 | -6377.3579 |
Avg Daily Profit (%) | 0.5481 | 0.4224 | 0.1257 | 0.3495 | 0.3499 | 0 |
Buy And Hold Return (%) | 811.1667 | 811.1667 | 811.1667 | 811.1667 | 811.1667 | 811.1667 |
Max Trade Drawdown | -54877 | -53071 | -39418 | -262044601 | -127607062 | -167954965 |
Profit Factor | 6.015 | 8.2936 | 3.4463 | 2.4318 | 4.7631 | 0.9758 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 65.4321 | 62.5 | 68.2927 | 65.4321 | 62.5 | 68.2927 |
Ratio Avg Win / Avg Loss | 3.1778 | 4.9762 | 1.6001 | 1.2847 | 2.8579 | 0.453 |
Largest Winning Trade | 383951 | 383951 | 46967 | 470621934 | 470621934 | 114168683 |
Largest Losing Trade | -39418 | -30192 | -39418 | -158135347 | -80329799 | -158135347 |
Avg Bars in Trades | 179 | 206 | 154 | 179 | 206 | 154 |
Avg Bars in Winners | 206 | 229 | 186 | 206 | 229 | 186 |
Avg Bars in Losers | 129 | 168 | 84 | 129 | 168 | 84 |
Bars Traded | 14572 | 8251 | 6322 | 14572 | 8251 | 6322 |
Profit Streak | 156.3182 | 162.8182 | 156.3182 | 156.3182 | 162.8182 | 156.3182 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2041 | -50929 | -181059 | 7949 | 703971 | -577406 |
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14995, "evaluation_days": 2499.17, "actual_first_datapoint_time": 1542110400000, "first_datapoint_time": 1545148800000, "last_datapoint_time": 1758110400000, "evaluation_time": 1758123491913, "expiration_time": 1764588240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 211, "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": [ [ 1369718.426712859, 1055646.206204194, 314072.2205086651, 611811475.2359889, 618188833.13393, -6377357.897941157 ], [ 1369.718427, 1055.646206, 314.072221, 611811.475236, 618188.833134, -6377.357898 ], [ 0.548069, 0.422399, 0.125671, 0.349492, 0.349908, 0 ], [ 811.166747, 811.166747, 811.166747, 811.166747, 811.166747, 811.166747 ], [ -54877, -53071, -39418, -262044601, -127607062, -167954965 ], [ 6.015043, 8.293583, 3.446319, 2.431845, 4.763128, 0.975753 ], [ 81, 40, 41, 81, 40, 41 ], [ 53, 25, 28, 53, 25, 28 ], [ 28, 15, 13, 28, 15, 13 ], [ 65.432099, 62.5, 68.292683, 65.432099, 62.5, 68.292683 ], [ 3.177759, 4.97615, 1.600077, 1.284748, 2.857877, 0.453028 ], [ 383951, 383951, 46967, 470621934, 470621934, 114168683 ], [ -39418, -30192, -39418, -158135347, -80329799, -158135347 ], [ 179, 206, 154, 179, 206, 154 ], [ 206, 229, 186, 206, 229, 186 ], [ 129, 168, 84, 129, 168, 84 ], [ 14572, 8251, 6322, 14572, 8251, 6322 ], [ 156.318193, 162.818193, 156.318193, 156.318193, 162.818193, 156.318193 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -2041, -50929, -181059, 7949, 703971, -577406 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14995, "evaluation_days": 2499.17, "actual_first_datapoint_time": 1542110400000, "first_datapoint_time": 1545148800000, "last_datapoint_time": 1758110400000, "evaluation_time": 1758123491913, "expiration_time": 1764588240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 211, "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) |
---|