Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900340.0152 | 788622.6694 | 111717.3458 | 8576864.8975 | 13079614.822 | -4502749.9244 |
Total P&L (%) | 900.34 | 788.6227 | 111.7173 | 8576.8649 | 13079.6148 | -4502.7499 |
Avg Daily Profit (%) | 0.3601 | 0.3154 | 0.0447 | 0.1787 | 0.1954 | 0 |
Buy And Hold Return (%) | 770.3222 | 770.3222 | 770.3222 | 770.3222 | 770.3222 | 770.3222 |
Max Trade Drawdown | -84076 | -47693 | -83890 | -7911961 | -2814233 | -8046565 |
Profit Factor | 2.7085 | 4.0596 | 1.415 | 1.4337 | 2.7636 | 0.6357 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 51.7241 | 50 | 53.4483 | 51.7241 | 50 | 53.4483 |
Ratio Avg Win / Avg Loss | 2.5279 | 4.0596 | 1.2324 | 1.3381 | 2.7636 | 0.5537 |
Largest Winning Trade | 357520 | 357520 | 49322 | 9722935 | 9722935 | 1185488 |
Largest Losing Trade | -49926 | -23693 | -49926 | -4846283 | -1276889 | -4846283 |
Avg Bars in Trades | 84 | 88 | 80 | 84 | 88 | 80 |
Avg Bars in Winners | 99 | 101 | 97 | 99 | 101 | 97 |
Avg Bars in Losers | 68 | 74 | 61 | 68 | 74 | 61 |
Bars Traded | 9803 | 5118 | 4685 | 9803 | 5118 | 4685 |
Profit Streak | 76.5608 | 164.8108 | 76.5608 | 76.5608 | 164.8108 | 76.5608 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97197 | -320901 | -477272 | 369087 | -165371 | -759828 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1541851200000, "first_datapoint_time": 1545156000000, "last_datapoint_time": 1757872800000, "evaluation_time": 1757878050751, "expiration_time": 1764353448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 94, "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": [ [ 900340.0152220275, 788622.6694388984, 111717.3457831297, 8576864.897542244, 13079614.821961373, -4502749.924419132 ], [ 900.340015, 788.622669, 111.717346, 8576.864898, 13079.614822, -4502.749924 ], [ 0.3601, 0.315418, 0.044682, 0.178671, 0.195421, 0 ], [ 770.322193, 770.322193, 770.322193, 770.322193, 770.322193, 770.322193 ], [ -84076, -47693, -83890, -7911961, -2814233, -8046565 ], [ 2.708514, 4.059556, 1.414974, 1.433711, 2.763625, 0.635677 ], [ 116, 58, 58, 116, 58, 58 ], [ 60, 29, 31, 60, 29, 31 ], [ 56, 29, 27, 56, 29, 27 ], [ 51.724138, 50, 53.448276, 51.724138, 50, 53.448276 ], [ 2.527946, 4.059556, 1.232396, 1.33813, 2.763625, 0.553654 ], [ 357520, 357520, 49322, 9722935, 9722935, 1185488 ], [ -49926, -23693, -49926, -4846283, -1276889, -4846283 ], [ 84, 88, 80, 84, 88, 80 ], [ 99, 101, 97, 99, 101, 97 ], [ 68, 74, 61, 68, 74, 61 ], [ 9803, 5118, 4685, 9803, 5118, 4685 ], [ 76.560772, 164.810772, 76.560772, 76.560773, 164.810773, 76.560773 ], [ 2, 5, 1, 2, 5, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -97197, -320901, -477272, 369087, -165371, -759828 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1541851200000, "first_datapoint_time": 1545156000000, "last_datapoint_time": 1757872800000, "evaluation_time": 1757878050751, "expiration_time": 1764353448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 94, "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) |
---|