Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667892.3337 | 561448.1987 | 106444.1351 | 5584270.6502 | 5136157.161 | 448113.4891 |
Total P&L (%) | 667.8923 | 561.4482 | 106.4441 | 5584.2707 | 5136.1572 | 448.1135 |
Avg Daily Profit (%) | 0.2672 | 0.2246 | 0.0426 | 0.1617 | 0.1585 | 0.0681 |
Buy And Hold Return (%) | 884.3208 | 884.3208 | 884.3208 | 884.3208 | 884.3208 | 884.3208 |
Max Trade Drawdown | -50382 | -49587 | -54139 | -473394 | -369868 | -228357 |
Profit Factor | 3.0974 | 5.4612 | 1.5527 | 3.6746 | 6.171 | 1.4094 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 52.8302 | 54.717 | 50.9434 | 52.8302 | 54.717 | 50.9434 |
Ratio Avg Win / Avg Loss | 2.7656 | 4.5196 | 1.4952 | 3.2809 | 5.107 | 1.3572 |
Largest Winning Trade | 281425 | 281425 | 38625 | 3870127 | 3870127 | 179355 |
Largest Losing Trade | -22557 | -15025 | -22557 | -369868 | -369868 | -149163 |
Avg Bars in Trades | 89 | 151 | 27 | 89 | 151 | 27 |
Avg Bars in Winners | 107 | 174 | 36 | 107 | 174 | 36 |
Avg Bars in Losers | 68 | 123 | 18 | 68 | 123 | 18 |
Bars Traded | 9476 | 8022 | 1454 | 9476 | 8022 | 1454 |
Profit Streak | 84.8752 | 0 | 89.1252 | 84.8752 | 0 | 89.1252 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150041 | -328840 | -479281 | 550218 | -164027 | -446160 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541332800000, "first_datapoint_time": 1544702400000, "last_datapoint_time": 1757332800000, "evaluation_time": 1757343613311, "expiration_time": 1763812800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 50, "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": [ [ 667892.3337136158, 561448.1986584926, 106444.1350551233, 5584270.650159524, 5136157.16102507, 448113.4891344543 ], [ 667.892334, 561.448199, 106.444135, 5584.27065, 5136.157161, 448.113489 ], [ 0.267157, 0.224579, 0.042578, 0.161742, 0.158452, 0.068076 ], [ 884.320845, 884.320845, 884.320845, 884.320845, 884.320845, 884.320845 ], [ -50382, -49587, -54139, -473394, -369868, -228357 ], [ 3.097437, 5.461229, 1.552721, 3.674565, 6.17095, 1.409368 ], [ 106, 53, 53, 106, 53, 53 ], [ 56, 29, 27, 56, 29, 27 ], [ 50, 24, 26, 50, 24, 26 ], [ 52.830189, 54.716981, 50.943396, 52.830189, 54.716981, 50.943396 ], [ 2.765569, 4.519638, 1.495213, 3.280862, 5.106993, 1.35717 ], [ 281425, 281425, 38625, 3870127, 3870127, 179355 ], [ -22557, -15025, -22557, -369868, -369868, -149163 ], [ 89, 151, 27, 89, 151, 27 ], [ 107, 174, 36, 107, 174, 36 ], [ 68, 123, 18, 68, 123, 18 ], [ 9476, 8022, 1454, 9476, 8022, 1454 ], [ 84.875154, 0, 89.125154, 84.875154, 0, 89.125154 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150041, -328840, -479281, 550218, -164027, -446160 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541332800000, "first_datapoint_time": 1544702400000, "last_datapoint_time": 1757332800000, "evaluation_time": 1757343613311, "expiration_time": 1763812800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 50, "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) |
---|