Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736533.223 | 696006.1992 | 40527.0238 | 334435.966 | 7900174.4384 | -7565738.4724 |
Total P&L (%) | 736.5332 | 696.0062 | 40.527 | 334.436 | 7900.1744 | -7565.7385 |
Avg Daily Profit (%) | 0.2946 | 0.2784 | 0.0162 | 0.0588 | 0.1754 | 0 |
Buy And Hold Return (%) | 739.0361 | 739.0361 | 739.0361 | 739.0361 | 739.0361 | 739.0361 |
Max Trade Drawdown | -154845 | -49163 | -196550 | -18270556 | -7597109 | -17845551 |
Profit Factor | 2.4237 | 5.1328 | 1.1161 | 1.0085 | 1.6536 | 0.724 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 50.6024 | 50 | 51.2195 | 50.6024 | 50 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.366 | 5.1328 | 1.063 | 0.9845 | 1.6536 | 0.6895 |
Largest Winning Trade | 198333 | 198333 | 62968 | 6648915 | 6648915 | 5552115 |
Largest Losing Trade | -95419 | -23129 | -95419 | -6559496 | -2580821 | -6559496 |
Avg Bars in Trades | 116 | 114 | 117 | 116 | 114 | 117 |
Avg Bars in Winners | 135 | 137 | 134 | 135 | 137 | 134 |
Avg Bars in Losers | 96 | 91 | 100 | 96 | 91 | 100 |
Bars Traded | 9639 | 4808 | 4831 | 9639 | 4808 | 4831 |
Profit Streak | 72.8938 | 167.3938 | 0 | 72.8938 | 167.3938 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152955 | -148167 | -429542 | -493749 | 430913 | -580584 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1542261600000, "first_datapoint_time": 1546495200000, "last_datapoint_time": 1758283200000, "evaluation_time": 1758295626975, "expiration_time": 1764763848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 185, "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": [ [ 736533.2229670917, 696006.1992075489, 40527.0237595429, 334435.9660049079, 7900174.438370486, -7565738.472365583 ], [ 736.533223, 696.006199, 40.527024, 334.435966, 7900.174438, -7565.738472 ], [ 0.294584, 0.278375, 0.016209, 0.058767, 0.175418, 0 ], [ 739.036118, 739.036118, 739.036118, 739.036118, 739.036118, 739.036118 ], [ -154845, -49163, -196550, -18270556, -7597109, -17845551 ], [ 2.423702, 5.132785, 1.116148, 1.008467, 1.653577, 0.723982 ], [ 83, 42, 41, 83, 42, 41 ], [ 42, 21, 21, 42, 21, 21 ], [ 41, 21, 20, 41, 21, 20 ], [ 50.60241, 50, 51.219512, 50.60241, 50, 51.219512 ], [ 2.365995, 5.132785, 1.062998, 0.984456, 1.653577, 0.689506 ], [ 198333, 198333, 62968, 6648915, 6648915, 5552115 ], [ -95419, -23129, -95419, -6559496, -2580821, -6559496 ], [ 116, 114, 117, 116, 114, 117 ], [ 135, 137, 134, 135, 137, 134 ], [ 96, 91, 100, 96, 91, 100 ], [ 9639, 4808, 4831, 9639, 4808, 4831 ], [ 72.893831, 167.393831, 0, 72.893831, 167.393831, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152955, -148167, -429542, -493749, 430913, -580584 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1542261600000, "first_datapoint_time": 1546495200000, "last_datapoint_time": 1758283200000, "evaluation_time": 1758295626975, "expiration_time": 1764763848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 185, "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) |
---|