Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707056.71 | 659730.9432 | 47325.7668 | -1776899.7909 | 8389853.6262 | -10166753.417 |
Total P&L (%) | 707.0567 | 659.7309 | 47.3258 | -1776.8998 | 8389.8536 | -10166.7534 |
Avg Daily Profit (%) | 0.2829 | 0.264 | 0.0189 | 0 | 0.1779 | 0 |
Buy And Hold Return (%) | 928.1569 | 928.1569 | 928.1569 | 928.1569 | 928.1569 | 928.1569 |
Max Trade Drawdown | -154539 | -73762 | -143713 | -11310805 | -1660262 | -11884170 |
Profit Factor | 2.2225 | 3.7271 | 1.1407 | 0.9097 | 2.6298 | 0.3002 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 49 | 24 | 25 | 47 | 23 | 24 |
Losing Trades | 48 | 24 | 24 | 50 | 25 | 25 |
Profitability (%) | 50.5155 | 50 | 51.0204 | 48.4536 | 47.9167 | 48.9796 |
Ratio Avg Win / Avg Loss | 2.1771 | 3.7271 | 1.095 | 0.9678 | 2.8584 | 0.3127 |
Largest Winning Trade | 152976 | 152976 | 61522 | 5731288 | 5731288 | 922217 |
Largest Losing Trade | -115679 | -50959 | -115679 | -10963866 | -1055186 | -10963866 |
Avg Bars in Trades | 150 | 165 | 135 | 150 | 165 | 135 |
Avg Bars in Winners | 169 | 168 | 171 | 163 | 169 | 157 |
Avg Bars in Losers | 130 | 162 | 97 | 138 | 162 | 114 |
Bars Traded | 14577 | 7950 | 6627 | 14577 | 7950 | 6627 |
Profit Streak | 120.7981 | 120.7981 | 123.4648 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151124 | -149677 | -397958 | -581120 | 437137 | -581078 |
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14995, "evaluation_days": 2499.17, "actual_first_datapoint_time": 1541779200000, "first_datapoint_time": 1544284800000, "last_datapoint_time": 1757779200000, "evaluation_time": 1757790559799, "expiration_time": 1764257040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 141, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 707056.7099783679, 659730.9431857809, 47325.7667925874, -1776899.7908704157, 8389853.6261792, -10166753.417049613 ], [ 707.05671, 659.730943, 47.325767, -1776.899791, 8389.853626, -10166.753417 ], [ 0.282917, 0.26398, 0.018937, 0, 0.177875, 0 ], [ 928.156912, 928.156912, 928.156912, 928.156912, 928.156912, 928.156912 ], [ -154539, -73762, -143713, -11310805, -1660262, -11884170 ], [ 2.222454, 3.727116, 1.140651, 0.909696, 2.62975, 0.300239 ], [ 97, 48, 49, 97, 48, 49 ], [ 49, 24, 25, 47, 23, 24 ], [ 48, 24, 24, 50, 25, 25 ], [ 50.515464, 50, 51.020408, 48.453608, 47.916667, 48.979592 ], [ 2.177098, 3.727116, 1.095025, 0.967762, 2.858424, 0.312749 ], [ 152976, 152976, 61522, 5731288, 5731288, 922217 ], [ -115679, -50959, -115679, -10963866, -1055186, -10963866 ], [ 150, 165, 135, 150, 165, 135 ], [ 169, 168, 171, 163, 169, 157 ], [ 130, 162, 97, 138, 162, 114 ], [ 14577, 7950, 6627, 14577, 7950, 6627 ], [ 120.798146, 120.798146, 123.464812, 0, 0, 0 ], [ 3, 1, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151124, -149677, -397958, -581120, 437137, -581078 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14995, "evaluation_days": 2499.17, "actual_first_datapoint_time": 1541779200000, "first_datapoint_time": 1544284800000, "last_datapoint_time": 1757779200000, "evaluation_time": 1757790559799, "expiration_time": 1764257040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 141, "offset": 0, "scalar": 1 } } }
# | 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) |
---|