Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585296.8704 | 532353.933 | 52942.9374 | -32032297.5196 | 11529585.7037 | -43561883.2234 |
Total P&L (%) | 585.2969 | 532.3539 | 52.9429 | -32032.2975 | 11529.5857 | -43561.8832 |
Avg Daily Profit (%) | 0.2341 | 0.2129 | 0.0212 | 0 | 0.1904 | 0 |
Buy And Hold Return (%) | 697.9749 | 697.9749 | 697.9749 | 697.9749 | 697.9749 | 697.9749 |
Max Trade Drawdown | -203073 | -73496 | -191043 | -56553313 | -10591730 | -48935647 |
Profit Factor | 2.2148 | 4.2543 | 1.1664 | 0.565 | 1.6549 | 0.2227 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 104 | 51 | 53 | 102 | 51 | 51 |
Losing Trades | 87 | 44 | 43 | 89 | 44 | 45 |
Profitability (%) | 54.4503 | 53.6842 | 55.2083 | 53.4031 | 53.6842 | 53.125 |
Ratio Avg Win / Avg Loss | 1.8528 | 3.6704 | 0.9463 | 0.493 | 1.4278 | 0.1965 |
Largest Winning Trade | 127992 | 127992 | 35054 | 9724822 | 9724822 | 2347015 |
Largest Losing Trade | -183778 | -46268 | -183778 | -45248087 | -7886329 | -45248087 |
Avg Bars in Trades | 37 | 37 | 38 | 37 | 37 | 38 |
Avg Bars in Winners | 40 | 37 | 42 | 39 | 38 | 39 |
Avg Bars in Losers | 35 | 38 | 32 | 36 | 36 | 36 |
Bars Traded | 7241 | 3581 | 3659 | 7241 | 3581 | 3659 |
Profit Streak | 79.6298 | 79.6298 | 82.6298 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150101 | -148836 | -367738 | -579336 | 365611 | -580670 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541318400000, "first_datapoint_time": 1545782400000, "last_datapoint_time": 1757318400000, "evaluation_time": 1757344015513, "expiration_time": 1763799264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 155 } } }
{ "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": [ [ 585296.8704024402, 532353.9330259067, 52942.937376534, -32032297.519634143, 11529585.703746993, -43561883.223381124 ], [ 585.29687, 532.353933, 52.942937, -32032.29752, 11529.585704, -43561.883223 ], [ 0.234088, 0.212913, 0.021174, 0, 0.190401, 0 ], [ 697.974928, 697.974928, 697.974928, 697.974928, 697.974928, 697.974928 ], [ -203073, -73496, -191043, -56553313, -10591730, -48935647 ], [ 2.214843, 4.254297, 1.166381, 0.565049, 1.654939, 0.222689 ], [ 191, 95, 96, 191, 95, 96 ], [ 104, 51, 53, 102, 51, 51 ], [ 87, 44, 43, 89, 44, 45 ], [ 54.450262, 53.684211, 55.208333, 53.403141, 53.684211, 53.125 ], [ 1.852801, 3.670374, 0.946309, 0.493033, 1.427791, 0.19649 ], [ 127992, 127992, 35054, 9724822, 9724822, 2347015 ], [ -183778, -46268, -183778, -45248087, -7886329, -45248087 ], [ 37, 37, 38, 37, 37, 38 ], [ 40, 37, 42, 39, 38, 39 ], [ 35, 38, 32, 36, 36, 36 ], [ 7241, 3581, 3659, 7241, 3581, 3659 ], [ 79.629809, 79.629809, 82.629809, 0, 0, 0 ], [ 7, 3, 4, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150101, -148836, -367738, -579336, 365611, -580670 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541318400000, "first_datapoint_time": 1545782400000, "last_datapoint_time": 1757318400000, "evaluation_time": 1757344015513, "expiration_time": 1763799264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 155 } } }
# | 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) |
---|