Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1060787.6724 | 880513.9904 | 180273.682 | 37622545.8821 | 37578624.4027 | 43921.4794 |
Total P&L (%) | 1060.7877 | 880.514 | 180.2737 | 37622.5459 | 37578.6244 | 43.9215 |
Avg Daily Profit (%) | 0.4243 | 0.3522 | 0.0721 | 0.2376 | 0.2375 | 0.0146 |
Buy And Hold Return (%) | 708.921 | 708.921 | 708.921 | 708.921 | 708.921 | 708.921 |
Max Trade Drawdown | -64174 | -50922 | -38208 | -16197563 | -11246902 | -7010502 |
Profit Factor | 2.8382 | 3.7618 | 1.6981 | 1.7986 | 2.3155 | 1.0024 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 51.049 | 50.7042 | 51.3889 | 51.049 | 50.7042 | 51.3889 |
Ratio Avg Win / Avg Loss | 2.7216 | 3.6573 | 1.6063 | 1.7247 | 2.2511 | 0.9482 |
Largest Winning Trade | 338476 | 338476 | 44899 | 26339357 | 26339357 | 6157166 |
Largest Losing Trade | -38208 | -24648 | -38208 | -8134343 | -8134343 | -3341964 |
Avg Bars in Trades | 68 | 72 | 63 | 68 | 72 | 63 |
Avg Bars in Winners | 88 | 95 | 81 | 88 | 95 | 81 |
Avg Bars in Losers | 47 | 48 | 45 | 47 | 48 | 45 |
Bars Traded | 9762 | 5163 | 4599 | 9762 | 5163 | 4599 |
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 | 162964 | -161115 | -338499 | 442266 | -74099 | -638030 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542304800000, "first_datapoint_time": 1545307200000, "last_datapoint_time": 1758304800000, "evaluation_time": 1758318785018, "expiration_time": 1764784800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 140, "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": [ [ 1060787.6723549855, 880513.9903879472, 180273.6819670384, 37622545.88205793, 37578624.402696945, 43921.4793609851 ], [ 1060.787672, 880.51399, 180.273682, 37622.545882, 37578.624403, 43.921479 ], [ 0.424315, 0.352206, 0.072109, 0.237596, 0.237549, 0.014565 ], [ 708.920988, 708.920988, 708.920988, 708.920988, 708.920988, 708.920988 ], [ -64174, -50922, -38208, -16197563, -11246902, -7010502 ], [ 2.838243, 3.761817, 1.698061, 1.798632, 2.31546, 1.002369 ], [ 143, 71, 72, 143, 71, 72 ], [ 73, 36, 37, 73, 36, 37 ], [ 70, 35, 35, 70, 35, 35 ], [ 51.048951, 50.704225, 51.388889, 51.048951, 50.704225, 51.388889 ], [ 2.721603, 3.657322, 1.606274, 1.724716, 2.251142, 0.948187 ], [ 338476, 338476, 44899, 26339357, 26339357, 6157166 ], [ -38208, -24648, -38208, -8134343, -8134343, -3341964 ], [ 68, 72, 63, 68, 72, 63 ], [ 88, 95, 81, 88, 95, 81 ], [ 47, 48, 45, 47, 48, 45 ], [ 9762, 5163, 4599, 9762, 5163, 4599 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 162964, -161115, -338499, 442266, -74099, -638030 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542304800000, "first_datapoint_time": 1545307200000, "last_datapoint_time": 1758304800000, "evaluation_time": 1758318785018, "expiration_time": 1764784800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 140, "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) |
---|