Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794870.6592 | 696418.6622 | 98451.9971 | 4186852.6137 | 21780971.9805 | -17594119.3668 |
Total P&L (%) | 794.8707 | 696.4187 | 98.452 | 4186.8526 | 21780.972 | -17594.1194 |
Avg Daily Profit (%) | 0.3179 | 0.2785 | 0.0394 | 0.1504 | 0.2157 | 0 |
Buy And Hold Return (%) | 598.4065 | 598.4065 | 598.4065 | 598.4065 | 598.4065 | 598.4065 |
Max Trade Drawdown | -146138 | -66079 | -155722 | -20326797 | -7435826 | -25669189 |
Profit Factor | 1.8758 | 2.5032 | 1.2216 | 1.0677 | 1.8619 | 0.5187 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Losing Trades | 115 | 59 | 56 | 115 | 59 | 56 |
Profitability (%) | 52.8689 | 51.6393 | 54.0984 | 52.8689 | 51.6393 | 54.0984 |
Ratio Avg Win / Avg Loss | 1.6722 | 2.3442 | 1.0365 | 0.9518 | 1.7437 | 0.4401 |
Largest Winning Trade | 157637 | 157637 | 62700 | 13879609 | 13879609 | 2839739 |
Largest Losing Trade | -76313 | -38687 | -76313 | -17311152 | -2723773 | -17311152 |
Avg Bars in Trades | 30 | 32 | 28 | 30 | 32 | 28 |
Avg Bars in Winners | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Losers | 22 | 28 | 16 | 22 | 28 | 16 |
Bars Traded | 7402 | 3973 | 3429 | 7402 | 3973 | 3429 |
Profit Streak | 27.7746 | 84.108 | 27.7746 | 27.7746 | 84.108 | 27.7746 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48370 | -99993 | -305358 | -137428 | 469909 | -579658 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541289600000, "first_datapoint_time": 1543017600000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757298928767, "expiration_time": 1763770464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 16, "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": [ [ 794870.6592084158, 696418.6621543026, 98451.9970541136, 4186852.613739052, 21780971.980520897, -17594119.36678185 ], [ 794.870659, 696.418662, 98.451997, 4186.852614, 21780.971981, -17594.119367 ], [ 0.317906, 0.278531, 0.039376, 0.150419, 0.215732, 0 ], [ 598.406529, 598.406529, 598.406529, 598.406529, 598.406529, 598.406529 ], [ -146138, -66079, -155722, -20326797, -7435826, -25669189 ], [ 1.875793, 2.50316, 1.22159, 1.067722, 1.861867, 0.518653 ], [ 244, 122, 122, 244, 122, 122 ], [ 129, 63, 66, 129, 63, 66 ], [ 115, 59, 56, 115, 59, 56 ], [ 52.868852, 51.639344, 54.098361, 52.868852, 51.639344, 54.098361 ], [ 1.672218, 2.344229, 1.0365, 0.951846, 1.743653, 0.440069 ], [ 157637, 157637, 62700, 13879609, 13879609, 2839739 ], [ -76313, -38687, -76313, -17311152, -2723773, -17311152 ], [ 30, 32, 28, 30, 32, 28 ], [ 37, 36, 38, 37, 36, 38 ], [ 22, 28, 16, 22, 28, 16 ], [ 7402, 3973, 3429, 7402, 3973, 3429 ], [ 27.774638, 84.107972, 27.774638, 27.774638, 84.107972, 27.774638 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -48370, -99993, -305358, -137428, 469909, -579658 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541289600000, "first_datapoint_time": 1543017600000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757298928767, "expiration_time": 1763770464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 16, "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) |
---|