Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763294.832 | 704744.0929 | 58550.7391 | 3456154.9765 | 5004002.8475 | -1547847.871 |
Total P&L (%) | 763.2948 | 704.7441 | 58.5507 | 3456.155 | 5004.0028 | -1547.8479 |
Avg Daily Profit (%) | 0.3053 | 0.2819 | 0.0234 | 0.143 | 0.1574 | 0 |
Buy And Hold Return (%) | 685.31 | 685.31 | 685.31 | 685.31 | 685.31 | 685.31 |
Max Trade Drawdown | -101836 | -80734 | -77761 | -1739502 | -1335315 | -2510407 |
Profit Factor | 2.5121 | 4.2463 | 1.2035 | 1.4742 | 2.8364 | 0.6608 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 48.2353 | 46.5116 | 50 | 48.2353 | 46.5116 | 50 |
Ratio Avg Win / Avg Loss | 2.6959 | 4.8833 | 1.2035 | 1.5821 | 3.2619 | 0.6608 |
Largest Winning Trade | 280585 | 280585 | 49200 | 3124942 | 3124942 | 636671 |
Largest Losing Trade | -49268 | -21969 | -49268 | -1532301 | -450613 | -1532301 |
Avg Bars in Trades | 111 | 114 | 108 | 111 | 114 | 108 |
Avg Bars in Winners | 154 | 162 | 147 | 154 | 162 | 147 |
Avg Bars in Losers | 71 | 73 | 69 | 71 | 73 | 69 |
Bars Traded | 9498 | 4937 | 4561 | 9498 | 4937 | 4561 |
Profit Streak | 67.1181 | 160.8681 | 0 | 67.1181 | 160.8681 | 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 | -116549 | -141315 | -327819 | -731 | 458930 | -580734 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541311200000, "first_datapoint_time": 1545285600000, "last_datapoint_time": 1757311200000, "evaluation_time": 1757321399901, "expiration_time": 1763791200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 42, "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": [ [ 763294.8320240154, 704744.0929429507, 58550.7390810648, 3456154.976513718, 5004002.847518517, -1547847.8710047987 ], [ 763.294832, 704.744093, 58.550739, 3456.154977, 5004.002848, -1547.847871 ], [ 0.305318, 0.281898, 0.02342, 0.142953, 0.157428, 0 ], [ 685.309973, 685.309973, 685.309973, 685.309973, 685.309973, 685.309973 ], [ -101836, -80734, -77761, -1739502, -1335315, -2510407 ], [ 2.51208, 4.246333, 1.203507, 1.47421, 2.836432, 0.660811 ], [ 85, 43, 42, 85, 43, 42 ], [ 41, 20, 21, 41, 20, 21 ], [ 44, 23, 21, 44, 23, 21 ], [ 48.235294, 46.511628, 50, 48.235294, 46.511628, 50 ], [ 2.695891, 4.883282, 1.203507, 1.58208, 3.261897, 0.660811 ], [ 280585, 280585, 49200, 3124942, 3124942, 636671 ], [ -49268, -21969, -49268, -1532301, -450613, -1532301 ], [ 111, 114, 108, 111, 114, 108 ], [ 154, 162, 147, 154, 162, 147 ], [ 71, 73, 69, 71, 73, 69 ], [ 9498, 4937, 4561, 9498, 4937, 4561 ], [ 67.118054, 160.868054, 0, 67.118054, 160.868054, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -116549, -141315, -327819, -731, 458930, -580734 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541311200000, "first_datapoint_time": 1545285600000, "last_datapoint_time": 1757311200000, "evaluation_time": 1757321399901, "expiration_time": 1763791200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 42, "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) |
---|