Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 917587.7165 | 770730.1383 | 146857.5782 | 14029262.9563 | 11817576.0203 | 2211686.936 |
Total P&L (%) | 917.5877 | 770.7301 | 146.8576 | 14029.263 | 11817.576 | 2211.6869 |
Avg Daily Profit (%) | 0.367 | 0.3083 | 0.0587 | 0.1982 | 0.1914 | 0.1257 |
Buy And Hold Return (%) | 820.6325 | 820.6325 | 820.6325 | 820.6325 | 820.6325 | 820.6325 |
Max Trade Drawdown | -113769 | -79642 | -79130 | -3277224 | -1962838 | -2849596 |
Profit Factor | 3.9679 | 6.0342 | 1.9409 | 3.3875 | 5.7218 | 1.6556 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 71.4286 | 67.7419 | 75 | 71.4286 | 67.7419 | 75 |
Ratio Avg Win / Avg Loss | 1.5871 | 2.8734 | 0.647 | 1.355 | 2.7247 | 0.5519 |
Largest Winning Trade | 365946 | 365946 | 38086 | 5803596 | 5803596 | 914553 |
Largest Losing Trade | -65600 | -39351 | -65600 | -2671870 | -980393 | -2671870 |
Avg Bars in Trades | 112 | 143 | 81 | 112 | 143 | 81 |
Avg Bars in Winners | 115 | 143 | 90 | 115 | 143 | 90 |
Avg Bars in Losers | 104 | 145 | 54 | 104 | 145 | 54 |
Bars Traded | 7064 | 4458 | 2606 | 7064 | 4458 | 2606 |
Profit Streak | 547.4975 | 547.4975 | 638.1642 | 547.4975 | 547.4975 | 638.1642 |
Trades During Streak | 13 | 6 | 7 | 13 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -259251 | -144640 | -274756 | -133344 | 717620 | -23227 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542412800000, "first_datapoint_time": 1547654400000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758426984181, "expiration_time": 1764893664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 121, "offset": 0, "std": 4.66253 } }, "second_band": { "type": "vwma", "factors": { "length": 183, "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": [ [ 917587.7164677407, 770730.1382529899, 146857.5782147506, 14029262.956311893, 11817576.020319056, 2211686.935992834 ], [ 917.587716, 770.730138, 146.857578, 14029.262956, 11817.57602, 2211.686936 ], [ 0.366987, 0.308251, 0.058735, 0.198203, 0.191382, 0.125685 ], [ 820.632484, 820.632484, 820.632484, 820.632484, 820.632484, 820.632484 ], [ -113769, -79642, -79130, -3277224, -1962838, -2849596 ], [ 3.967859, 6.034242, 1.940928, 3.387486, 5.721792, 1.655627 ], [ 63, 31, 32, 63, 31, 32 ], [ 45, 21, 24, 45, 21, 24 ], [ 18, 10, 8, 18, 10, 8 ], [ 71.428571, 67.741935, 75, 71.428571, 67.741935, 75 ], [ 1.587144, 2.873449, 0.646976, 1.354994, 2.724663, 0.551876 ], [ 365946, 365946, 38086, 5803596, 5803596, 914553 ], [ -65600, -39351, -65600, -2671870, -980393, -2671870 ], [ 112, 143, 81, 112, 143, 81 ], [ 115, 143, 90, 115, 143, 90 ], [ 104, 145, 54, 104, 145, 54 ], [ 7064, 4458, 2606, 7064, 4458, 2606 ], [ 547.497502, 547.497502, 638.164169, 547.497502, 547.497502, 638.164169 ], [ 13, 6, 7, 13, 6, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -259251, -144640, -274756, -133344, 717620, -23227 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542412800000, "first_datapoint_time": 1547654400000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758426984181, "expiration_time": 1764893664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 121, "offset": 0, "std": 4.66253 } }, "second_band": { "type": "vwma", "factors": { "length": 183, "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) |
---|