Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980209.6611 | 804648.137 | 175561.5241 | 36137917.8636 | 50067675.9002 | -13929758.0366 |
Total P&L (%) | 980.2097 | 804.6481 | 175.5615 | 36137.9179 | 50067.6759 | -13929.758 |
Avg Daily Profit (%) | 0.3921 | 0.3219 | 0.0702 | 0.236 | 0.249 | 0 |
Buy And Hold Return (%) | 747.7502 | 747.7502 | 747.7502 | 747.7502 | 747.7502 | 747.7502 |
Max Trade Drawdown | -117218 | -62385 | -90227 | -57831501 | -30242307 | -30899920 |
Profit Factor | 1.9141 | 2.4669 | 1.3352 | 1.2538 | 1.6806 | 0.7977 |
Total Trades | 333 | 166 | 167 | 333 | 166 | 167 |
Winning Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Losing Trades | 166 | 82 | 84 | 166 | 82 | 84 |
Profitability (%) | 50.1502 | 50.6024 | 49.7006 | 50.1502 | 50.6024 | 49.7006 |
Ratio Avg Win / Avg Loss | 1.9026 | 2.4081 | 1.3512 | 1.2462 | 1.6406 | 0.8073 |
Largest Winning Trade | 175643 | 175643 | 50987 | 22694626 | 22694626 | 10286657 |
Largest Losing Trade | -45276 | -31363 | -45276 | -25231890 | -19716689 | -25231890 |
Avg Bars in Trades | 29 | 30 | 27 | 29 | 30 | 27 |
Avg Bars in Winners | 37 | 35 | 38 | 37 | 35 | 38 |
Avg Bars in Losers | 21 | 25 | 17 | 21 | 25 | 17 |
Bars Traded | 9744 | 5081 | 4663 | 9744 | 5081 | 4663 |
Profit Streak | 0 | 19.4846 | 0 | 0 | 19.4846 | 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 | -53707 | -127374 | -264171 | 366660 | 453256 | -580297 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542153600000, "first_datapoint_time": 1545825600000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758173867402, "expiration_time": 1764633600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 67, "offset": 0, "multiplier": 2.68181 } } }
{ "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": [ [ 980209.6610691573, 804648.1369949598, 175561.524074197, 36137917.863600746, 50067675.900158264, -13929758.036557514 ], [ 980.209661, 804.648137, 175.561524, 36137.917864, 50067.6759, -13929.758037 ], [ 0.392084, 0.321859, 0.070225, 0.235986, 0.249028, 0 ], [ 747.750199, 747.750199, 747.750199, 747.750199, 747.750199, 747.750199 ], [ -117218, -62385, -90227, -57831501, -30242307, -30899920 ], [ 1.914066, 2.466883, 1.335157, 1.253756, 1.680631, 0.797683 ], [ 333, 166, 167, 333, 166, 167 ], [ 167, 84, 83, 167, 84, 83 ], [ 166, 82, 84, 166, 82, 84 ], [ 50.15015, 50.60241, 49.700599, 50.15015, 50.60241, 49.700599 ], [ 1.902605, 2.408147, 1.351243, 1.246249, 1.640616, 0.807294 ], [ 175643, 175643, 50987, 22694626, 22694626, 10286657 ], [ -45276, -31363, -45276, -25231890, -19716689, -25231890 ], [ 29, 30, 27, 29, 30, 27 ], [ 37, 35, 38, 37, 35, 38 ], [ 21, 25, 17, 21, 25, 17 ], [ 9744, 5081, 4663, 9744, 5081, 4663 ], [ 0, 19.484576, 0, 0, 19.484576, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -53707, -127374, -264171, 366660, 453256, -580297 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542153600000, "first_datapoint_time": 1545825600000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758173867402, "expiration_time": 1764633600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 67, "offset": 0, "multiplier": 2.68181 } } }
# | 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) |
---|