Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860673.253 | 751075.9616 | 109597.2914 | 8003208.5588 | 12917055.9033 | -4913847.3445 |
Total P&L (%) | 860.6733 | 751.076 | 109.5973 | 8003.2086 | 12917.0559 | -4913.8473 |
Avg Daily Profit (%) | 0.3442 | 0.3004 | 0.0438 | 0.1759 | 0.1949 | 0 |
Buy And Hold Return (%) | 837.346 | 837.346 | 837.346 | 837.346 | 837.346 | 837.346 |
Max Trade Drawdown | -85386 | -48456 | -105818 | -7903501 | -3497239 | -9834444 |
Profit Factor | 1.806 | 2.4861 | 1.1949 | 1.1752 | 1.6293 | 0.8048 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Losing Trades | 162 | 80 | 82 | 162 | 80 | 82 |
Profitability (%) | 54.8747 | 55.3073 | 54.4444 | 54.8747 | 55.3073 | 54.4444 |
Ratio Avg Win / Avg Loss | 1.4851 | 2.0089 | 0.9998 | 0.9664 | 1.3166 | 0.6734 |
Largest Winning Trade | 176983 | 176983 | 49126 | 4485152 | 4485152 | 2555863 |
Largest Losing Trade | -66926 | -24907 | -66926 | -6526174 | -1823404 | -6526174 |
Avg Bars in Trades | 27 | 25 | 28 | 27 | 25 | 28 |
Avg Bars in Winners | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 9732 | 4633 | 5099 | 9732 | 4633 | 5099 |
Profit Streak | 0 | 168.827 | 0 | 0 | 168.827 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142738 | -149356 | -306734 | -18909 | 459190 | -579536 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1541829600000, "first_datapoint_time": 1547143200000, "last_datapoint_time": 1757851200000, "evaluation_time": 1757857851016, "expiration_time": 1764331848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 247, "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": [ [ 860673.2529819742, 751075.9615863957, 109597.291395578, 8003208.558786515, 12917055.903259812, -4913847.344473296 ], [ 860.673253, 751.075962, 109.597291, 8003.208559, 12917.055903, -4913.847344 ], [ 0.344235, 0.3004, 0.043835, 0.175931, 0.194924, 0 ], [ 837.345983, 837.345983, 837.345983, 837.345983, 837.345983, 837.345983 ], [ -85386, -48456, -105818, -7903501, -3497239, -9834444 ], [ 1.806002, 2.486061, 1.194869, 1.175151, 1.629349, 0.804764 ], [ 359, 179, 180, 359, 179, 180 ], [ 197, 99, 98, 197, 99, 98 ], [ 162, 80, 82, 162, 80, 82 ], [ 54.874652, 55.307263, 54.444444, 54.874652, 55.307263, 54.444444 ], [ 1.485139, 2.008938, 0.999788, 0.966368, 1.316646, 0.673374 ], [ 176983, 176983, 49126, 4485152, 4485152, 2555863 ], [ -66926, -24907, -66926, -6526174, -1823404, -6526174 ], [ 27, 25, 28, 27, 25, 28 ], [ 29, 26, 32, 29, 26, 32 ], [ 24, 25, 23, 24, 25, 23 ], [ 9732, 4633, 5099, 9732, 4633, 5099 ], [ 0, 168.826979, 0, 0, 168.826979, 0 ], [ 0, 6, 0, 0, 6, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -142738, -149356, -306734, -18909, 459190, -579536 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1541829600000, "first_datapoint_time": 1547143200000, "last_datapoint_time": 1757851200000, "evaluation_time": 1757857851016, "expiration_time": 1764331848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 247, "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) |
---|