Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 827105.9579 | 752466.8699 | 74639.0881 | 3621209.5978 | 4801774.4618 | -1180564.864 |
Total P&L (%) | 827.106 | 752.4669 | 74.6391 | 3621.2096 | 4801.7745 | -1180.5649 |
Avg Daily Profit (%) | 0.3308 | 0.301 | 0.0299 | 0.1448 | 0.1558 | 0 |
Buy And Hold Return (%) | 850.8418 | 850.8418 | 850.8418 | 850.8418 | 850.8418 | 850.8418 |
Max Trade Drawdown | -106943 | -76672 | -90156 | -4876168 | -2850059 | -3352896 |
Profit Factor | 1.6756 | 2.1531 | 1.1305 | 1.18 | 1.4736 | 0.8818 |
Total Trades | 404 | 202 | 202 | 404 | 202 | 202 |
Winning Trades | 223 | 115 | 108 | 223 | 115 | 108 |
Losing Trades | 181 | 87 | 94 | 181 | 87 | 94 |
Profitability (%) | 55.198 | 56.9307 | 53.4653 | 55.198 | 56.9307 | 53.4653 |
Ratio Avg Win / Avg Loss | 1.36 | 1.6289 | 0.984 | 0.9577 | 1.1148 | 0.7675 |
Largest Winning Trade | 195467 | 195467 | 44131 | 1831398 | 1831398 | 871317 |
Largest Losing Trade | -67275 | -35117 | -67275 | -2580032 | -982659 | -2580032 |
Avg Bars in Trades | 23 | 25 | 22 | 23 | 25 | 22 |
Avg Bars in Winners | 26 | 27 | 24 | 26 | 27 | 24 |
Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
Bars Traded | 9639 | 5115 | 4524 | 9639 | 5115 | 4524 |
Profit Streak | 0 | 18.9317 | 0 | 0 | 18.9317 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151495 | -150542 | -396147 | -22528 | 365001 | -579549 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542153600000, "first_datapoint_time": 1547640000000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758169299916, "expiration_time": 1764633600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 241, "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": [ [ 827105.9579490996, 752466.8698795018, 74639.0880695974, 3621209.597822102, 4801774.461805462, -1180564.8639833608 ], [ 827.105958, 752.46687, 74.639088, 3621.209598, 4801.774462, -1180.564864 ], [ 0.330842, 0.300987, 0.029856, 0.14477, 0.155809, 0 ], [ 850.841792, 850.841792, 850.841792, 850.841792, 850.841792, 850.841792 ], [ -106943, -76672, -90156, -4876168, -2850059, -3352896 ], [ 1.675556, 2.153096, 1.13054, 1.179963, 1.473636, 0.881753 ], [ 404, 202, 202, 404, 202, 202 ], [ 223, 115, 108, 223, 115, 108 ], [ 181, 87, 94, 181, 87, 94 ], [ 55.19802, 56.930693, 53.465347, 55.19802, 56.930693, 53.465347 ], [ 1.359981, 1.628864, 0.983989, 0.957727, 1.114838, 0.767452 ], [ 195467, 195467, 44131, 1831398, 1831398, 871317 ], [ -67275, -35117, -67275, -2580032, -982659, -2580032 ], [ 23, 25, 22, 23, 25, 22 ], [ 26, 27, 24, 26, 27, 24 ], [ 20, 21, 20, 20, 21, 20 ], [ 9639, 5115, 4524, 9639, 5115, 4524 ], [ 0, 18.931712, 0, 0, 18.931712, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151495, -150542, -396147, -22528, 365001, -579549 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542153600000, "first_datapoint_time": 1547640000000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758169299916, "expiration_time": 1764633600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 241, "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) |
---|