Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1183624.116 | 923406.2687 | 260217.8473 | 202274034.2251 | 179145574.974 | 23128459.2511 |
Total P&L (%) | 1183.6241 | 923.4063 | 260.2178 | 202274.0342 | 179145.575 | 23128.4593 |
Avg Daily Profit (%) | 0.4724 | 0.3685 | 0.1039 | 0.3043 | 0.2994 | 0.2177 |
Buy And Hold Return (%) | 880.9585 | 880.9585 | 880.9585 | 880.9585 | 880.9585 | 880.9585 |
Max Trade Drawdown | -72261 | -76935 | -14168 | -15001970 | -6668464 | -15070699 |
Profit Factor | 5.3425 | 6.1849 | 3.7545 | 6.0142 | 10.8137 | 2.0472 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 61.5385 | 64.4444 | 58.6957 | 61.5385 | 64.4444 | 58.6957 |
Ratio Avg Win / Avg Loss | 3.3391 | 3.4123 | 2.642 | 3.7589 | 5.9662 | 1.4406 |
Largest Winning Trade | 336548 | 336548 | 50361 | 104707363 | 104707363 | 15657223 |
Largest Losing Trade | -21778 | -21778 | -14168 | -15001970 | -6668464 | -15001970 |
Avg Bars in Trades | 77 | 92 | 62 | 77 | 92 | 62 |
Avg Bars in Winners | 91 | 98 | 84 | 91 | 98 | 84 |
Avg Bars in Losers | 53 | 82 | 29 | 53 | 82 | 29 |
Bars Traded | 7018 | 4160 | 2858 | 7018 | 4160 | 2858 |
Profit Streak | 137.7303 | 137.7303 | 224.7303 | 137.7303 | 137.7303 | 224.7303 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37389 | -130272 | -210675 | 739690 | 717272 | 486944 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7517, "evaluation_days": 2505.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1549670400000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759512701290, "expiration_time": 1766001888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 231, "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": [ [ 1183624.1160056132, 923406.2687256781, 260217.8472799348, 202274034.22511414, 179145574.9740048, 23128459.25110935 ], [ 1183.624116, 923.406269, 260.217847, 202274.034225, 179145.574974, 23128.459251 ], [ 0.472378, 0.368527, 0.103852, 0.304281, 0.299423, 0.217662 ], [ 880.958508, 880.958508, 880.958508, 880.958508, 880.958508, 880.958508 ], [ -72261, -76935, -14168, -15001970, -6668464, -15070699 ], [ 5.342495, 6.184852, 3.754478, 6.01416, 10.813719, 2.047202 ], [ 91, 45, 46, 91, 45, 46 ], [ 56, 29, 27, 56, 29, 27 ], [ 35, 16, 19, 35, 16, 19 ], [ 61.538462, 64.444444, 58.695652, 61.538462, 64.444444, 58.695652 ], [ 3.339059, 3.412332, 2.64204, 3.75885, 5.96619, 1.440624 ], [ 336548, 336548, 50361, 104707363, 104707363, 15657223 ], [ -21778, -21778, -14168, -15001970, -6668464, -15001970 ], [ 77, 92, 62, 77, 92, 62 ], [ 91, 98, 84, 91, 98, 84 ], [ 53, 82, 29, 53, 82, 29 ], [ 7018, 4160, 2858, 7018, 4160, 2858 ], [ 137.730339, 137.730339, 224.730339, 137.730339, 137.730339, 224.730339 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -37389, -130272, -210675, 739690, 717272, 486944 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7517, "evaluation_days": 2505.67, "actual_first_datapoint_time": 1543046400000, "first_datapoint_time": 1549670400000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759512701290, "expiration_time": 1766001888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 231, "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) |
---|