Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698172.4449 | 679758.22 | 18414.2249 | 1514487.257 | 5609396.9873 | -4094909.7303 |
Total P&L (%) | 698.1724 | 679.7582 | 18.4142 | 1514.4873 | 5609.397 | -4094.9097 |
Avg Daily Profit (%) | 0.2792 | 0.2719 | 0.0074 | 0.1113 | 0.1619 | 0 |
Buy And Hold Return (%) | 793.546 | 793.546 | 793.546 | 793.546 | 793.546 | 793.546 |
Max Trade Drawdown | -107101 | -63420 | -174646 | -6209761 | -2169096 | -7172723 |
Profit Factor | 1.7569 | 2.675 | 1.0356 | 1.0688 | 1.6176 | 0.683 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Losing Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Profitability (%) | 42.1296 | 43.5185 | 40.7407 | 42.1296 | 43.5185 | 40.7407 |
Ratio Avg Win / Avg Loss | 2.4134 | 3.4718 | 1.5064 | 1.4682 | 2.0994 | 0.9935 |
Largest Winning Trade | 187825 | 187825 | 55671 | 1841481 | 1841481 | 1125962 |
Largest Losing Trade | -58084 | -36007 | -58084 | -3954615 | -1391258 | -3954615 |
Avg Bars in Trades | 44 | 46 | 41 | 44 | 46 | 41 |
Avg Bars in Winners | 64 | 61 | 68 | 64 | 61 | 68 |
Avg Bars in Losers | 28 | 35 | 22 | 28 | 35 | 22 |
Bars Traded | 9516 | 5044 | 4472 | 9516 | 5044 | 4472 |
Profit Streak | 54.1204 | 159.6204 | 0 | 54.1204 | 159.6204 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155099 | -153427 | -532833 | -197642 | 337294 | -584645 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1541376000000, "first_datapoint_time": 1545955200000, "last_datapoint_time": 1757397600000, "evaluation_time": 1757408005437, "expiration_time": 1763878248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 65, "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": [ [ 698172.4448635963, 679758.2199595538, 18414.2249040427, 1514487.2569733164, 5609396.987253957, -4094909.7302806405 ], [ 698.172445, 679.75822, 18.414225, 1514.487257, 5609.396987, -4094.90973 ], [ 0.279241, 0.271876, 0.007365, 0.111315, 0.161903, 0 ], [ 793.546005, 793.546005, 793.546005, 793.546005, 793.546005, 793.546005 ], [ -107101, -63420, -174646, -6209761, -2169096, -7172723 ], [ 1.756937, 2.674994, 1.035649, 1.068837, 1.617555, 0.683006 ], [ 216, 108, 108, 216, 108, 108 ], [ 91, 47, 44, 91, 47, 44 ], [ 125, 61, 64, 125, 61, 64 ], [ 42.12963, 43.518519, 40.740741, 42.12963, 43.518519, 40.740741 ], [ 2.413376, 3.471801, 1.506399, 1.468182, 2.09938, 0.993463 ], [ 187825, 187825, 55671, 1841481, 1841481, 1125962 ], [ -58084, -36007, -58084, -3954615, -1391258, -3954615 ], [ 44, 46, 41, 44, 46, 41 ], [ 64, 61, 68, 64, 61, 68 ], [ 28, 35, 22, 28, 35, 22 ], [ 9516, 5044, 4472, 9516, 5044, 4472 ], [ 54.120433, 159.620433, 0, 54.120433, 159.620433, 0 ], [ 1, 4, 0, 1, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -155099, -153427, -532833, -197642, 337294, -584645 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1541376000000, "first_datapoint_time": 1545955200000, "last_datapoint_time": 1757397600000, "evaluation_time": 1757408005437, "expiration_time": 1763878248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 65, "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) |
---|