Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 831712.2548 | 770582.4631 | 61129.7918 | 2894006.0757 | 5824832.4248 | -2930826.3491 |
Total P&L (%) | 831.7123 | 770.5825 | 61.1298 | 2894.0061 | 5824.8324 | -2930.8263 |
Avg Daily Profit (%) | 0.3327 | 0.3082 | 0.0245 | 0.1361 | 0.1634 | 0 |
Buy And Hold Return (%) | 756.9101 | 756.9101 | 756.9101 | 756.9101 | 756.9101 | 756.9101 |
Max Trade Drawdown | -105922 | -72385 | -113907 | -4071460 | -1878679 | -4499478 |
Profit Factor | 2.0959 | 3.0117 | 1.1626 | 1.1908 | 1.8186 | 0.636 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Losing Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Profitability (%) | 49.2228 | 50.5155 | 47.9167 | 49.2228 | 50.5155 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.1621 | 2.9503 | 1.2637 | 1.2284 | 1.7815 | 0.6913 |
Largest Winning Trade | 354347 | 354347 | 54046 | 4486859 | 4486859 | 540080 |
Largest Losing Trade | -57617 | -32613 | -57617 | -1717522 | -865964 | -1717522 |
Avg Bars in Trades | 49 | 53 | 45 | 49 | 53 | 45 |
Avg Bars in Winners | 63 | 63 | 64 | 63 | 63 | 64 |
Avg Bars in Losers | 36 | 44 | 28 | 36 | 44 | 28 |
Bars Traded | 9612 | 5236 | 4376 | 9612 | 5236 | 4376 |
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 | -121166 | -145671 | -368729 | -23279 | 394077 | -581886 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541635200000, "first_datapoint_time": 1546106400000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757653868758, "expiration_time": 1764115200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 45, "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": [ [ 831712.2548315552, 770582.4630760264, 61129.7917555288, 2894006.0756861498, 5824832.424832477, -2930826.3491463256 ], [ 831.712255, 770.582463, 61.129792, 2894.006076, 5824.832425, -2930.826349 ], [ 0.332685, 0.308233, 0.024452, 0.13606, 0.163403, 0 ], [ 756.910067, 756.910067, 756.910067, 756.910067, 756.910067, 756.910067 ], [ -105922, -72385, -113907, -4071460, -1878679, -4499478 ], [ 2.095888, 3.011732, 1.162625, 1.190814, 1.818644, 0.635984 ], [ 193, 97, 96, 193, 97, 96 ], [ 95, 49, 46, 95, 49, 46 ], [ 98, 48, 50, 98, 48, 50 ], [ 49.222798, 50.515464, 47.916667, 49.222798, 50.515464, 47.916667 ], [ 2.162074, 2.950268, 1.263723, 1.228419, 1.781529, 0.691287 ], [ 354347, 354347, 54046, 4486859, 4486859, 540080 ], [ -57617, -32613, -57617, -1717522, -865964, -1717522 ], [ 49, 53, 45, 49, 53, 45 ], [ 63, 63, 64, 63, 63, 64 ], [ 36, 44, 28, 36, 44, 28 ], [ 9612, 5236, 4376, 9612, 5236, 4376 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -121166, -145671, -368729, -23279, 394077, -581886 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541635200000, "first_datapoint_time": 1546106400000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757653868758, "expiration_time": 1764115200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 45, "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) |
---|