Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 768055.9511 | 703912.9001 | 64143.051 | 4241981.3118 | 4999183.7522 | -757202.4404 |
Total P&L (%) | 768.056 | 703.9129 | 64.1431 | 4241.9813 | 4999.1838 | -757.2024 |
Avg Daily Profit (%) | 0.3071 | 0.2815 | 0.0257 | 0.1509 | 0.1573 | 0 |
Buy And Hold Return (%) | 898.2761 | 898.2761 | 898.2761 | 898.2761 | 898.2761 | 898.2761 |
Max Trade Drawdown | -109985 | -50748 | -70001 | -1291146 | -356650 | -2037641 |
Profit Factor | 2.759 | 6.1457 | 1.2139 | 1.9781 | 6.0866 | 0.7742 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 45.0549 | 45.6522 | 44.4444 | 45.0549 | 45.6522 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.3646 | 7.3163 | 1.5174 | 2.4123 | 7.2459 | 0.9678 |
Largest Winning Trade | 313895 | 313895 | 56670 | 3155529 | 3155529 | 756543 |
Largest Losing Trade | -43300 | -19163 | -43300 | -1220133 | -266808 | -1220133 |
Avg Bars in Trades | 77 | 26 | 129 | 77 | 26 | 129 |
Avg Bars in Winners | 111 | 39 | 188 | 111 | 39 | 188 |
Avg Bars in Losers | 49 | 15 | 82 | 49 | 15 | 82 |
Bars Traded | 7039 | 1212 | 5827 | 7039 | 1212 | 5827 |
Profit Streak | 63.4166 | 132.75 | 0 | 63.4166 | 132.75 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152680 | -148894 | -325809 | 312301 | 535152 | -582872 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1541577600000, "first_datapoint_time": 1544313600000, "last_datapoint_time": 1757606400000, "evaluation_time": 1757613595821, "expiration_time": 1764088128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 209, "offset": 0, "std": 1.23114 } }, "second_band": { "type": "sinwma", "factors": { "length": 15, "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": [ [ 768055.9510787787, 703912.9000824222, 64143.0509963563, 4241981.311822582, 4999183.752197085, -757202.440374503 ], [ 768.055951, 703.9129, 64.143051, 4241.981312, 4999.183752, -757.20244 ], [ 0.30714, 0.28149, 0.02565, 0.15091, 0.157348, 0 ], [ 898.276091, 898.276091, 898.276091, 898.276091, 898.276091, 898.276091 ], [ -109985, -50748, -70001, -1291146, -356650, -2037641 ], [ 2.758993, 6.145672, 1.213918, 1.978125, 6.086581, 0.774241 ], [ 91, 46, 45, 91, 46, 45 ], [ 41, 21, 20, 41, 21, 20 ], [ 50, 25, 25, 50, 25, 25 ], [ 45.054945, 45.652174, 44.444444, 45.054945, 45.652174, 44.444444 ], [ 3.364626, 7.316276, 1.517398, 2.412348, 7.24593, 0.967801 ], [ 313895, 313895, 56670, 3155529, 3155529, 756543 ], [ -43300, -19163, -43300, -1220133, -266808, -1220133 ], [ 77, 26, 129, 77, 26, 129 ], [ 111, 39, 188, 111, 39, 188 ], [ 49, 15, 82, 49, 15, 82 ], [ 7039, 1212, 5827, 7039, 1212, 5827 ], [ 63.416618, 132.749952, 0, 63.416618, 132.749952, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152680, -148894, -325809, 312301, 535152, -582872 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1541577600000, "first_datapoint_time": 1544313600000, "last_datapoint_time": 1757606400000, "evaluation_time": 1757613595821, "expiration_time": 1764088128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 209, "offset": 0, "std": 1.23114 } }, "second_band": { "type": "sinwma", "factors": { "length": 15, "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) |
---|