Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1007006.6528 | 890231.1693 | 116775.4834 | 10802183.5246 | 11776637.7838 | -974454.2592 |
Total P&L (%) | 1007.0067 | 890.2312 | 116.7755 | 10802.1835 | 11776.6378 | -974.4543 |
Avg Daily Profit (%) | 0.4028 | 0.3561 | 0.0467 | 0.1878 | 0.1913 | 0 |
Buy And Hold Return (%) | 958.0572 | 958.0572 | 958.0572 | 958.0572 | 958.0572 | 958.0572 |
Max Trade Drawdown | -79557 | -63962 | -45739 | -6746544 | -4462470 | -3906190 |
Profit Factor | 2.3493 | 3.1499 | 1.3515 | 1.5507 | 2.0366 | 0.882 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 49.359 | 46.1538 | 52.5641 | 49.359 | 46.1538 | 52.5641 |
Ratio Avg Win / Avg Loss | 2.4103 | 3.6749 | 1.2196 | 1.591 | 2.376 | 0.7959 |
Largest Winning Trade | 365524 | 365524 | 63990 | 10198593 | 10198593 | 1401415 |
Largest Losing Trade | -40538 | -40538 | -34910 | -2156757 | -2070587 | -2156757 |
Avg Bars in Trades | 62 | 64 | 60 | 62 | 64 | 60 |
Avg Bars in Winners | 77 | 76 | 77 | 77 | 76 | 77 |
Avg Bars in Losers | 48 | 54 | 41 | 48 | 54 | 41 |
Bars Traded | 9780 | 5038 | 4742 | 9780 | 5038 | 4742 |
Profit Streak | 80.5118 | 85.0118 | 80.5118 | 80.5118 | 85.0118 | 80.5118 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134106 | -185782 | -329478 | 438896 | -23561 | -614345 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1541959200000, "first_datapoint_time": 1544875200000, "last_datapoint_time": 1757980800000, "evaluation_time": 1757981819767, "expiration_time": 1764461448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 57, "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": [ [ 1007006.6527603224, 890231.1693255842, 116775.4834347385, 10802183.524597803, 11776637.783792695, -974454.2591948884 ], [ 1007.006653, 890.231169, 116.775483, 10802.183525, 11776.637784, -974.454259 ], [ 0.402762, 0.356057, 0.046706, 0.187819, 0.19125, 0 ], [ 958.057208, 958.057208, 958.057208, 958.057208, 958.057208, 958.057208 ], [ -79557, -63962, -45739, -6746544, -4462470, -3906190 ], [ 2.349312, 3.149946, 1.35148, 1.550695, 2.036587, 0.88195 ], [ 156, 78, 78, 156, 78, 78 ], [ 77, 36, 41, 77, 36, 41 ], [ 79, 42, 37, 79, 42, 37 ], [ 49.358974, 46.153846, 52.564103, 49.358974, 46.153846, 52.564103 ], [ 2.410333, 3.674937, 1.219628, 1.590973, 2.376018, 0.795906 ], [ 365524, 365524, 63990, 10198593, 10198593, 1401415 ], [ -40538, -40538, -34910, -2156757, -2070587, -2156757 ], [ 62, 64, 60, 62, 64, 60 ], [ 77, 76, 77, 77, 76, 77 ], [ 48, 54, 41, 48, 54, 41 ], [ 9780, 5038, 4742, 9780, 5038, 4742 ], [ 80.511803, 85.011803, 80.511803, 80.511803, 85.011803, 80.511803 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -134106, -185782, -329478, 438896, -23561, -614345 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10001, "evaluation_days": 2500.25, "actual_first_datapoint_time": 1541959200000, "first_datapoint_time": 1544875200000, "last_datapoint_time": 1757980800000, "evaluation_time": 1757981819767, "expiration_time": 1764461448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 57, "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) |
---|