Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832065.3469 | 768331.2371 | 63734.1097 | 3005788.4692 | 4860174.0875 | -1854385.6183 |
Total P&L (%) | 832.0653 | 768.3312 | 63.7341 | 3005.7885 | 4860.1741 | -1854.3856 |
Avg Daily Profit (%) | 0.3327 | 0.3073 | 0.0255 | 0.1375 | 0.1562 | 0 |
Buy And Hold Return (%) | 634.2327 | 634.2327 | 634.2327 | 634.2327 | 634.2327 | 634.2327 |
Max Trade Drawdown | -100672 | -61886 | -109690 | -2987179 | -1316438 | -3561855 |
Profit Factor | 2.5318 | 4.068 | 1.2177 | 1.3384 | 2.4502 | 0.6647 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 44.5783 | 47.619 | 41.4634 | 44.5783 | 47.619 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.1476 | 4.4748 | 1.7191 | 1.664 | 2.6953 | 0.9384 |
Largest Winning Trade | 348592 | 348592 | 51351 | 2217434 | 2217434 | 727634 |
Largest Losing Trade | -72233 | -24765 | -72233 | -2568664 | -545052 | -2568664 |
Avg Bars in Trades | 85 | 88 | 83 | 85 | 88 | 83 |
Avg Bars in Winners | 138 | 138 | 137 | 138 | 138 | 137 |
Avg Bars in Losers | 43 | 42 | 44 | 43 | 42 | 44 |
Bars Traded | 7115 | 3706 | 3410 | 7115 | 3706 | 3410 |
Profit Streak | 169.0451 | 169.0451 | 237.3785 | 169.0451 | 169.0451 | 237.3785 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56739 | -83847 | -325838 | -11205 | 447042 | -582707 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1541692800000, "first_datapoint_time": 1545609600000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757725499832, "expiration_time": 1764203328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 31, "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": [ [ 832065.3468769729, 768331.2371421626, 63734.1097348106, 3005788.4691874725, 4860174.087493649, -1854385.618306173 ], [ 832.065347, 768.331237, 63.73411, 3005.788469, 4860.174087, -1854.385618 ], [ 0.332737, 0.30725, 0.025487, 0.137492, 0.156241, 0 ], [ 634.232747, 634.232747, 634.232747, 634.232747, 634.232747, 634.232747 ], [ -100672, -61886, -109690, -2987179, -1316438, -3561855 ], [ 2.531763, 4.067958, 1.217693, 1.338442, 2.450246, 0.664667 ], [ 83, 42, 41, 83, 42, 41 ], [ 37, 20, 17, 37, 20, 17 ], [ 46, 22, 24, 46, 22, 24 ], [ 44.578313, 47.619048, 41.463415, 44.578313, 47.619048, 41.463415 ], [ 3.147597, 4.474753, 1.719096, 1.664009, 2.695271, 0.938353 ], [ 348592, 348592, 51351, 2217434, 2217434, 727634 ], [ -72233, -24765, -72233, -2568664, -545052, -2568664 ], [ 85, 88, 83, 85, 88, 83 ], [ 138, 138, 137, 138, 138, 137 ], [ 43, 42, 44, 43, 42, 44 ], [ 7115, 3706, 3410, 7115, 3706, 3410 ], [ 169.045137, 169.045137, 237.37847, 169.045137, 169.045137, 237.37847 ], [ 4, 2, 3, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -56739, -83847, -325838, -11205, 447042, -582707 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1541692800000, "first_datapoint_time": 1545609600000, "last_datapoint_time": 1757721600000, "evaluation_time": 1757725499832, "expiration_time": 1764203328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 31, "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) |
---|