Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1037383.256 | 878329.4099 | 159053.846 | 26768518.2447 | 26280762.3289 | 487755.9158 |
Total P&L (%) | 1037.3833 | 878.3294 | 159.0538 | 26768.5182 | 26280.7623 | 487.7559 |
Avg Daily Profit (%) | 0.415 | 0.3513 | 0.0636 | 0.224 | 0.2233 | 0.0709 |
Buy And Hold Return (%) | 739.3265 | 739.3265 | 739.3265 | 739.3265 | 739.3265 | 739.3265 |
Max Trade Drawdown | -99865 | -72102 | -73542 | -10032807 | -5621998 | -10238040 |
Profit Factor | 3.0744 | 3.9729 | 1.7772 | 1.7449 | 2.3996 | 1.0284 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 50.4425 | 50 | 50.8772 | 50.4425 | 50 | 50.8772 |
Ratio Avg Win / Avg Loss | 3.0204 | 3.9729 | 1.7159 | 1.7143 | 2.3996 | 0.993 |
Largest Winning Trade | 313028 | 313028 | 58611 | 17083976 | 17083976 | 4832042 |
Largest Losing Trade | -36368 | -36368 | -29298 | -5821152 | -4445574 | -5821152 |
Avg Bars in Trades | 83 | 104 | 63 | 83 | 104 | 63 |
Avg Bars in Winners | 112 | 138 | 88 | 112 | 138 | 88 |
Avg Bars in Losers | 53 | 70 | 37 | 53 | 70 | 37 |
Bars Traded | 9457 | 5845 | 3612 | 9457 | 5845 | 3612 |
Profit Streak | 156.1213 | 157.1213 | 156.1213 | 156.1213 | 157.1213 | 156.1213 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22866 | -270002 | -449361 | 478461 | -166282 | -633987 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541570400000, "first_datapoint_time": 1545868800000, "last_datapoint_time": 1757570400000, "evaluation_time": 1757580881860, "expiration_time": 1764050400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 200, "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": [ [ 1037383.2559581052, 878329.4099083315, 159053.8460497739, 26768518.244688094, 26280762.328911424, 487755.9157766649 ], [ 1037.383256, 878.32941, 159.053846, 26768.518245, 26280.762329, 487.755916 ], [ 0.414953, 0.351332, 0.063622, 0.223992, 0.223258, 0.070871 ], [ 739.326468, 739.326468, 739.326468, 739.326468, 739.326468, 739.326468 ], [ -99865, -72102, -73542, -10032807, -5621998, -10238040 ], [ 3.074383, 3.972917, 1.777204, 1.744931, 2.399563, 1.02843 ], [ 113, 56, 57, 113, 56, 57 ], [ 57, 28, 29, 57, 28, 29 ], [ 56, 28, 28, 56, 28, 28 ], [ 50.442478, 50, 50.877193, 50.442478, 50, 50.877193 ], [ 3.020447, 3.972917, 1.715921, 1.714319, 2.399563, 0.992967 ], [ 313028, 313028, 58611, 17083976, 17083976, 4832042 ], [ -36368, -36368, -29298, -5821152, -4445574, -5821152 ], [ 83, 104, 63, 83, 104, 63 ], [ 112, 138, 88, 112, 138, 88 ], [ 53, 70, 37, 53, 70, 37 ], [ 9457, 5845, 3612, 9457, 5845, 3612 ], [ 156.121318, 157.121318, 156.121318, 156.121318, 157.121318, 156.121318 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -22866, -270002, -449361, 478461, -166282, -633987 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541570400000, "first_datapoint_time": 1545868800000, "last_datapoint_time": 1757570400000, "evaluation_time": 1757580881860, "expiration_time": 1764050400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 200, "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) |
---|