Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1130111.8484 | 909960.5249 | 220151.3235 | 66500959.8322 | 56511580.1946 | 9989379.6376 |
Total P&L (%) | 1130.1118 | 909.9605 | 220.1513 | 66500.9598 | 56511.5802 | 9989.3796 |
Avg Daily Profit (%) | 0.452 | 0.364 | 0.0881 | 0.2604 | 0.2539 | 0.1847 |
Buy And Hold Return (%) | 714.514 | 714.514 | 714.514 | 714.514 | 714.514 | 714.514 |
Max Trade Drawdown | -108595 | -102996 | -77692 | -26155728 | -13659415 | -13300843 |
Profit Factor | 2.7613 | 3.7159 | 1.7181 | 2.3856 | 3.3689 | 1.4139 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 55.3459 | 51.8987 | 58.75 | 55.3459 | 51.8987 | 58.75 |
Ratio Avg Win / Avg Loss | 2.2279 | 3.444 | 1.2063 | 1.9248 | 3.1224 | 0.9927 |
Largest Winning Trade | 243474 | 243474 | 62144 | 24539032 | 24539032 | 10512113 |
Largest Losing Trade | -67035 | -45757 | -67035 | -9263510 | -9263510 | -8698994 |
Avg Bars in Trades | 61 | 69 | 53 | 61 | 69 | 53 |
Avg Bars in Winners | 69 | 77 | 62 | 69 | 77 | 62 |
Avg Bars in Losers | 51 | 60 | 40 | 51 | 60 | 40 |
Bars Traded | 9725 | 5481 | 4244 | 9725 | 5481 | 4244 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 263143 | -91096 | -257070 | 526478 | -11771 | -11025 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1546279200000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758548414128, "expiration_time": 1765022400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 174, "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": [ [ 1130111.8484234079, 909960.5248922271, 220151.3235311809, 66500959.83224002, 56511580.194632076, 9989379.637607953 ], [ 1130.111848, 909.960525, 220.151324, 66500.959832, 56511.580195, 9989.379638 ], [ 0.452045, 0.363984, 0.088061, 0.260391, 0.253874, 0.184733 ], [ 714.514046, 714.514046, 714.514046, 714.514046, 714.514046, 714.514046 ], [ -108595, -102996, -77692, -26155728, -13659415, -13300843 ], [ 2.761287, 3.715926, 1.718056, 2.385637, 3.368854, 1.413862 ], [ 159, 79, 80, 159, 79, 80 ], [ 88, 41, 47, 88, 41, 47 ], [ 71, 38, 33, 71, 38, 33 ], [ 55.345912, 51.898734, 58.75, 55.345912, 51.898734, 58.75 ], [ 2.227857, 3.444029, 1.206295, 1.924775, 3.122353, 0.992712 ], [ 243474, 243474, 62144, 24539032, 24539032, 10512113 ], [ -67035, -45757, -67035, -9263510, -9263510, -8698994 ], [ 61, 69, 53, 61, 69, 53 ], [ 69, 77, 62, 69, 77, 62 ], [ 51, 60, 40, 51, 60, 40 ], [ 9725, 5481, 4244, 9725, 5481, 4244 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 263143, -91096, -257070, 526478, -11771, -11025 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1546279200000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758548414128, "expiration_time": 1765022400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 174, "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) |
---|