Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758459.7054 | 712040.8499 | 46418.8555 | 2780028.3169 | 4497510.7802 | -1717482.4633 |
Total P&L (%) | 758.4597 | 712.0409 | 46.4189 | 2780.0283 | 4497.5108 | -1717.4825 |
Avg Daily Profit (%) | 0.3034 | 0.2848 | 0.0186 | 0.1345 | 0.1532 | 0 |
Buy And Hold Return (%) | 726.8932 | 726.8932 | 726.8932 | 726.8932 | 726.8932 | 726.8932 |
Max Trade Drawdown | -92391 | -72556 | -93656 | -3254867 | -2160846 | -3435501 |
Profit Factor | 2.5411 | 4.5914 | 1.1579 | 1.2956 | 2.1375 | 0.6849 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 51.3514 | 54.0541 | 48.6486 | 51.3514 | 54.0541 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.4074 | 3.9027 | 1.2223 | 1.2274 | 1.8169 | 0.7229 |
Largest Winning Trade | 275778 | 275778 | 56160 | 3248103 | 3248103 | 689798 |
Largest Losing Trade | -50815 | -21919 | -50815 | -1693469 | -841732 | -1693469 |
Avg Bars in Trades | 129 | 135 | 122 | 129 | 135 | 122 |
Avg Bars in Winners | 149 | 154 | 144 | 149 | 154 | 144 |
Avg Bars in Losers | 107 | 114 | 101 | 107 | 114 | 101 |
Bars Traded | 9556 | 5026 | 4530 | 9556 | 5026 | 4530 |
Profit Streak | 69.0202 | 158.7702 | 0 | 69.0202 | 158.7702 | 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 | -206545 | -148023 | -381132 | -83413 | 455685 | -581298 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541548800000, "first_datapoint_time": 1546862400000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757550541633, "expiration_time": 1764028800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 191, "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": [ [ 758459.705419074, 712040.8499242597, 46418.8554948142, 2780028.3169246367, 4497510.780181712, -1717482.4632570746 ], [ 758.459705, 712.04085, 46.418855, 2780.028317, 4497.51078, -1717.482463 ], [ 0.303384, 0.284816, 0.018568, 0.134506, 0.153241, 0 ], [ 726.893225, 726.893225, 726.893225, 726.893225, 726.893225, 726.893225 ], [ -92391, -72556, -93656, -3254867, -2160846, -3435501 ], [ 2.541116, 4.591428, 1.157947, 1.295619, 2.137548, 0.684889 ], [ 74, 37, 37, 74, 37, 37 ], [ 38, 20, 18, 38, 20, 18 ], [ 36, 17, 19, 36, 17, 19 ], [ 51.351351, 54.054054, 48.648649, 51.351351, 54.054054, 48.648649 ], [ 2.407373, 3.902714, 1.222277, 1.227429, 1.816916, 0.722938 ], [ 275778, 275778, 56160, 3248103, 3248103, 689798 ], [ -50815, -21919, -50815, -1693469, -841732, -1693469 ], [ 129, 135, 122, 129, 135, 122 ], [ 149, 154, 144, 149, 154, 144 ], [ 107, 114, 101, 107, 114, 101 ], [ 9556, 5026, 4530, 9556, 5026, 4530 ], [ 69.020158, 158.770158, 0, 69.020158, 158.770158, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -206545, -148023, -381132, -83413, 455685, -581298 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541548800000, "first_datapoint_time": 1546862400000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757550541633, "expiration_time": 1764028800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 191, "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) |
---|