Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 946870.9149 | 822983.7296 | 123887.1853 | 14594107.7368 | 15902796.1419 | -1308688.4051 |
Total P&L (%) | 946.8709 | 822.9837 | 123.8872 | 14594.1077 | 15902.7961 | -1308.6884 |
Avg Daily Profit (%) | 0.3787 | 0.3292 | 0.0496 | 0.1998 | 0.2032 | 0 |
Buy And Hold Return (%) | 731.0802 | 731.0802 | 731.0802 | 731.0802 | 731.0802 | 731.0802 |
Max Trade Drawdown | -92279 | -53689 | -72757 | -3675415 | -1639213 | -5303690 |
Profit Factor | 3.093 | 5.5541 | 1.456 | 2.0796 | 4.5928 | 0.8561 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 51.2195 | 48.7805 | 53.6585 | 51.2195 | 48.7805 | 53.6585 |
Ratio Avg Win / Avg Loss | 2.9457 | 5.8318 | 1.2574 | 1.9806 | 4.8224 | 0.7393 |
Largest Winning Trade | 354740 | 354740 | 53074 | 9528812 | 9528812 | 2280888 |
Largest Losing Trade | -50365 | -23044 | -50365 | -3182752 | -829325 | -3182752 |
Avg Bars in Trades | 117 | 118 | 116 | 117 | 118 | 116 |
Avg Bars in Winners | 152 | 154 | 151 | 152 | 154 | 151 |
Avg Bars in Losers | 80 | 85 | 76 | 80 | 85 | 76 |
Bars Traded | 9654 | 4871 | 4783 | 9654 | 4871 | 4783 |
Profit Streak | 0 | 165.2695 | 0 | 0 | 165.2695 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67092 | -108797 | -290970 | 121327 | 579223 | -580268 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1546927200000, "last_datapoint_time": 1758088800000, "evaluation_time": 1758090480791, "expiration_time": 1764569448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 110, "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": [ [ 946870.9148966022, 822983.729640489, 123887.1852561129, 14594107.736829624, 15902796.141932763, -1308688.4051031396 ], [ 946.870915, 822.98373, 123.887185, 14594.107737, 15902.796142, -1308.688405 ], [ 0.37871, 0.329161, 0.04955, 0.199781, 0.2032, 0 ], [ 731.080151, 731.080151, 731.080151, 731.080151, 731.080151, 731.080151 ], [ -92279, -53689, -72757, -3675415, -1639213, -5303690 ], [ 3.092982, 5.554052, 1.45599, 2.079593, 4.5928, 0.856059 ], [ 82, 41, 41, 82, 41, 41 ], [ 42, 20, 22, 42, 20, 22 ], [ 40, 21, 19, 40, 21, 19 ], [ 51.219512, 48.780488, 53.658537, 51.219512, 48.780488, 53.658537 ], [ 2.945697, 5.831755, 1.257446, 1.980565, 4.82244, 0.739324 ], [ 354740, 354740, 53074, 9528812, 9528812, 2280888 ], [ -50365, -23044, -50365, -3182752, -829325, -3182752 ], [ 117, 118, 116, 117, 118, 116 ], [ 152, 154, 151, 152, 154, 151 ], [ 80, 85, 76, 80, 85, 76 ], [ 9654, 4871, 4783, 9654, 4871, 4783 ], [ 0, 165.269454, 0, 0, 165.269454, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -67092, -108797, -290970, 121327, 579223, -580268 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1546927200000, "last_datapoint_time": 1758088800000, "evaluation_time": 1758090480791, "expiration_time": 1764569448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 110, "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) |
---|