Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 834651.4459 | 693290.3518 | 141361.0941 | 16040782.3506 | 16575354.2014 | -534571.8508 |
Total P&L (%) | 834.6514 | 693.2904 | 141.3611 | 16040.7824 | 16575.3542 | -534.5719 |
Avg Daily Profit (%) | 0.3338 | 0.2773 | 0.0565 | 0.2035 | 0.2049 | 0 |
Buy And Hold Return (%) | 695.768 | 695.768 | 695.768 | 695.768 | 695.768 | 695.768 |
Max Trade Drawdown | -104613 | -87137 | -47499 | -5825793 | -454715 | -5825793 |
Profit Factor | 3.2907 | 5.018 | 1.7369 | 3.11 | 17.4053 | 0.9189 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 17 | 8 | 9 | 17 | 8 | 9 |
Profitability (%) | 76.7123 | 77.7778 | 75.6757 | 76.7123 | 77.7778 | 75.6757 |
Ratio Avg Win / Avg Loss | 0.999 | 1.4337 | 0.5583 | 0.9441 | 4.9729 | 0.2954 |
Largest Winning Trade | 175812 | 175812 | 60809 | 7838876 | 7838876 | 2390624 |
Largest Losing Trade | -51064 | -51064 | -47499 | -5825793 | -351714 | -5825793 |
Avg Bars in Trades | 129 | 148 | 110 | 129 | 148 | 110 |
Avg Bars in Winners | 112 | 117 | 106 | 112 | 117 | 106 |
Avg Bars in Losers | 185 | 256 | 121 | 185 | 256 | 121 |
Bars Traded | 9423 | 5348 | 4075 | 9423 | 5348 | 4075 |
Profit Streak | 88.7722 | 88.7722 | 192.7722 | 88.7722 | 88.7722 | 192.7722 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162156 | -146225 | -277964 | -59942 | 747528 | -576058 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1541440800000, "first_datapoint_time": 1545998400000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757464321535, "expiration_time": 1763943048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 115, "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": [ [ 834651.4458815892, 693290.3517802946, 141361.094101295, 16040782.350576602, 16575354.201392595, -534571.8508159895 ], [ 834.651446, 693.290352, 141.361094, 16040.782351, 16575.354201, -534.571851 ], [ 0.333827, 0.277288, 0.056539, 0.203544, 0.20485, 0 ], [ 695.76797, 695.76797, 695.76797, 695.76797, 695.76797, 695.76797 ], [ -104613, -87137, -47499, -5825793, -454715, -5825793 ], [ 3.29068, 5.017951, 1.736946, 3.109969, 17.405283, 0.918906 ], [ 73, 36, 37, 73, 36, 37 ], [ 56, 28, 28, 56, 28, 28 ], [ 17, 8, 9, 17, 8, 9 ], [ 76.712329, 77.777778, 75.675676, 76.712329, 77.777778, 75.675676 ], [ 0.998957, 1.4337, 0.558304, 0.944098, 4.972938, 0.295363 ], [ 175812, 175812, 60809, 7838876, 7838876, 2390624 ], [ -51064, -51064, -47499, -5825793, -351714, -5825793 ], [ 129, 148, 110, 129, 148, 110 ], [ 112, 117, 106, 112, 117, 106 ], [ 185, 256, 121, 185, 256, 121 ], [ 9423, 5348, 4075, 9423, 5348, 4075 ], [ 88.77224, 88.77224, 192.77224, 88.77224, 88.77224, 192.77224 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -162156, -146225, -277964, -59942, 747528, -576058 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1541440800000, "first_datapoint_time": 1545998400000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757464321535, "expiration_time": 1763943048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 115, "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) |
---|