Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 787795.9856 | 713139.9314 | 74656.0542 | 2969186.5747 | 5780468.6863 | -2811282.1117 |
Total P&L (%) | 787.796 | 713.1399 | 74.6561 | 2969.1866 | 5780.4687 | -2811.2821 |
Avg Daily Profit (%) | 0.3151 | 0.2852 | 0.0299 | 0.137 | 0.1631 | 0 |
Buy And Hold Return (%) | 831.6657 | 831.6657 | 831.6657 | 831.6657 | 831.6657 | 831.6657 |
Max Trade Drawdown | -112406 | -55378 | -116118 | -4531054 | -1604336 | -5200330 |
Profit Factor | 2.5304 | 4.1658 | 1.2579 | 1.2668 | 2.6001 | 0.626 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 45.5556 | 44.4444 | 46.6667 | 45.5556 | 44.4444 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.0241 | 5.2072 | 1.4376 | 1.514 | 3.2502 | 0.7154 |
Largest Winning Trade | 318190 | 318190 | 48502 | 2418599 | 2418599 | 967787 |
Largest Losing Trade | -75264 | -16634 | -75264 | -3982355 | -482174 | -3982355 |
Avg Bars in Trades | 81 | 80 | 82 | 81 | 80 | 82 |
Avg Bars in Winners | 115 | 109 | 121 | 115 | 109 | 121 |
Avg Bars in Losers | 53 | 57 | 48 | 53 | 57 | 48 |
Bars Traded | 7337 | 3620 | 3716 | 7337 | 3620 | 3716 |
Profit Streak | 0 | 175.8649 | 0 | 0 | 175.8649 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153420 | -150953 | -320177 | -12775 | 414811 | -582008 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542528000000, "first_datapoint_time": 1544572800000, "last_datapoint_time": 1758528000000, "evaluation_time": 1758545129994, "expiration_time": 1765008864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 65, "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": [ [ 787795.985641235, 713139.931442701, 74656.0541985339, 2969186.574662676, 5780468.686315369, -2811282.1116526932 ], [ 787.795986, 713.139931, 74.656054, 2969.186575, 5780.468686, -2811.282112 ], [ 0.315077, 0.285218, 0.029858, 0.137036, 0.16308, 0 ], [ 831.66573, 831.66573, 831.66573, 831.66573, 831.66573, 831.66573 ], [ -112406, -55378, -116118, -4531054, -1604336, -5200330 ], [ 2.5304, 4.165766, 1.257881, 1.266782, 2.600127, 0.626016 ], [ 90, 45, 45, 90, 45, 45 ], [ 41, 20, 21, 41, 20, 21 ], [ 49, 25, 24, 49, 25, 24 ], [ 45.555556, 44.444444, 46.666667, 45.555556, 44.444444, 46.666667 ], [ 3.024137, 5.207207, 1.437578, 1.51396, 3.250159, 0.715446 ], [ 318190, 318190, 48502, 2418599, 2418599, 967787 ], [ -75264, -16634, -75264, -3982355, -482174, -3982355 ], [ 81, 80, 82, 81, 80, 82 ], [ 115, 109, 121, 115, 109, 121 ], [ 53, 57, 48, 53, 57, 48 ], [ 7337, 3620, 3716, 7337, 3620, 3716 ], [ 0, 175.86493, 0, 0, 175.86493, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -153420, -150953, -320177, -12775, 414811, -582008 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542528000000, "first_datapoint_time": 1544572800000, "last_datapoint_time": 1758528000000, "evaluation_time": 1758545129994, "expiration_time": 1765008864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 65, "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) |
---|