Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865473.6109 | 787572.9359 | 77900.675 | 3660369.6609 | 7076190.3491 | -3415820.6882 |
Total P&L (%) | 865.4736 | 787.5729 | 77.9007 | 3660.3697 | 7076.1903 | -3415.8207 |
Avg Daily Profit (%) | 0.3462 | 0.315 | 0.0312 | 0.1452 | 0.1711 | 0 |
Buy And Hold Return (%) | 717.6422 | 717.6422 | 717.6422 | 717.6422 | 717.6422 | 717.6422 |
Max Trade Drawdown | -132267 | -66434 | -128334 | -5959875 | -2338702 | -6228961 |
Profit Factor | 1.7867 | 2.4843 | 1.1368 | 1.1361 | 1.5797 | 0.7674 |
Total Trades | 407 | 204 | 203 | 407 | 204 | 203 |
Winning Trades | 221 | 105 | 116 | 221 | 105 | 116 |
Losing Trades | 186 | 99 | 87 | 186 | 99 | 87 |
Profitability (%) | 54.2998 | 51.4706 | 57.1429 | 54.2998 | 51.4706 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.5038 | 2.3424 | 0.8526 | 0.9562 | 1.4894 | 0.5756 |
Largest Winning Trade | 329778 | 329778 | 42588 | 4251353 | 4251353 | 842774 |
Largest Losing Trade | -51652 | -25892 | -51652 | -3609627 | -1183296 | -3609627 |
Avg Bars in Trades | 23 | 24 | 23 | 23 | 24 | 23 |
Avg Bars in Winners | 27 | 29 | 25 | 27 | 29 | 25 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 9711 | 4940 | 4771 | 9711 | 4940 | 4771 |
Profit Streak | 0 | 0 | 28.5327 | 0 | 0 | 28.5327 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86052 | -120725 | -386516 | -69601 | 380317 | -578526 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1541376000000, "first_datapoint_time": 1545372000000, "last_datapoint_time": 1757397600000, "evaluation_time": 1757400424218, "expiration_time": 1763878248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 865473.6109466619, 787572.9359460581, 77900.6750006035, 3660369.6609113114, 7076190.349130171, -3415820.6882188623 ], [ 865.473611, 787.572936, 77.900675, 3660.369661, 7076.190349, -3415.820688 ], [ 0.346155, 0.314998, 0.031157, 0.145175, 0.171063, 0 ], [ 717.642232, 717.642232, 717.642232, 717.642232, 717.642232, 717.642232 ], [ -132267, -66434, -128334, -5959875, -2338702, -6228961 ], [ 1.78673, 2.48432, 1.136789, 1.136108, 1.579703, 0.767417 ], [ 407, 204, 203, 407, 204, 203 ], [ 221, 105, 116, 221, 105, 116 ], [ 186, 99, 87, 186, 99, 87 ], [ 54.299754, 51.470588, 57.142857, 54.299754, 51.470588, 57.142857 ], [ 1.503764, 2.342359, 0.852592, 0.956182, 1.489434, 0.575563 ], [ 329778, 329778, 42588, 4251353, 4251353, 842774 ], [ -51652, -25892, -51652, -3609627, -1183296, -3609627 ], [ 23, 24, 23, 23, 24, 23 ], [ 27, 29, 25, 27, 29, 25 ], [ 19, 18, 20, 19, 18, 20 ], [ 9711, 4940, 4771, 9711, 4940, 4771 ], [ 0, 0, 28.532688, 0, 0, 28.532688 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -86052, -120725, -386516, -69601, 380317, -578526 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1541376000000, "first_datapoint_time": 1545372000000, "last_datapoint_time": 1757397600000, "evaluation_time": 1757400424218, "expiration_time": 1763878248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|