Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 949087.6671 | 763037.4435 | 186050.2236 | 35211849.1985 | 30309281.3126 | 4902567.886 |
Total P&L (%) | 949.0877 | 763.0374 | 186.0502 | 35211.8492 | 30309.2813 | 4902.5679 |
Avg Daily Profit (%) | 0.3796 | 0.3052 | 0.0744 | 0.2349 | 0.2289 | 0.1566 |
Buy And Hold Return (%) | 853.6388 | 853.6388 | 853.6388 | 853.6388 | 853.6388 | 853.6388 |
Max Trade Drawdown | -62168 | -52886 | -85917 | -894386 | -890440 | -997453 |
Profit Factor | 3.8641 | 5.7226 | 2.0957 | 7.9554 | 15.384 | 2.6589 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 61.7647 | 64.7059 | 58.8235 | 61.7647 | 64.7059 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.3921 | 3.1214 | 1.467 | 4.9248 | 8.3913 | 1.8612 |
Largest Winning Trade | 199891 | 199891 | 58142 | 13222473 | 13222473 | 2766676 |
Largest Losing Trade | -62168 | -42390 | -62168 | -853105 | -461630 | -853105 |
Avg Bars in Trades | 99 | 116 | 81 | 99 | 116 | 81 |
Avg Bars in Winners | 116 | 113 | 119 | 116 | 113 | 119 |
Avg Bars in Losers | 70 | 121 | 27 | 70 | 121 | 27 |
Bars Traded | 6733 | 3966 | 2767 | 6733 | 3966 | 2767 |
Profit Streak | 286.3215 | 515.9881 | 286.3215 | 286.3215 | 515.9881 | 286.3215 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -225039 | -145256 | -254401 | -93718 | 722610 | 503845 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541577600000, "first_datapoint_time": 1548432000000, "last_datapoint_time": 1757577600000, "evaluation_time": 1757605374744, "expiration_time": 1764058464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 239, "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": [ [ 949087.6670790708, 763037.4434965891, 186050.2235824815, 35211849.19854896, 30309281.312562585, 4902567.885986375 ], [ 949.087667, 763.037443, 186.050224, 35211.849199, 30309.281313, 4902.567886 ], [ 0.379585, 0.305175, 0.07441, 0.234917, 0.228925, 0.156603 ], [ 853.638797, 853.638797, 853.638797, 853.638797, 853.638797, 853.638797 ], [ -62168, -52886, -85917, -894386, -890440, -997453 ], [ 3.864082, 5.722637, 2.095666, 7.955432, 15.384028, 2.65888 ], [ 68, 34, 34, 68, 34, 34 ], [ 42, 22, 20, 42, 22, 20 ], [ 26, 12, 14, 26, 12, 14 ], [ 61.764706, 64.705882, 58.823529, 61.764706, 64.705882, 58.823529 ], [ 2.392051, 3.121438, 1.466966, 4.924791, 8.391288, 1.861216 ], [ 199891, 199891, 58142, 13222473, 13222473, 2766676 ], [ -62168, -42390, -62168, -853105, -461630, -853105 ], [ 99, 116, 81, 99, 116, 81 ], [ 116, 113, 119, 116, 113, 119 ], [ 70, 121, 27, 70, 121, 27 ], [ 6733, 3966, 2767, 6733, 3966, 2767 ], [ 286.321467, 515.988134, 286.321467, 286.321467, 515.988134, 286.321467 ], [ 5, 5, 2, 5, 5, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -225039, -145256, -254401, -93718, 722610, 503845 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541577600000, "first_datapoint_time": 1548432000000, "last_datapoint_time": 1757577600000, "evaluation_time": 1757605374744, "expiration_time": 1764058464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 239, "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) |
---|