Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715158.3937 | 637818.7576 | 77339.6361 | 3058830.8545 | 4527202.9469 | -1468372.0924 |
Total P&L (%) | 715.1584 | 637.8188 | 77.3396 | 3058.8309 | 4527.2029 | -1468.3721 |
Avg Daily Profit (%) | 0.286 | 0.2551 | 0.0309 | 0.1382 | 0.1535 | 0 |
Buy And Hold Return (%) | 841.1602 | 841.1602 | 841.1602 | 841.1602 | 841.1602 | 841.1602 |
Max Trade Drawdown | -79998 | -78059 | -89410 | -1934611 | -1075107 | -2855594 |
Profit Factor | 2.4711 | 4.6524 | 1.2483 | 1.4573 | 3.1065 | 0.6765 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 56.962 | 56.4103 | 57.5 | 56.962 | 56.4103 | 57.5 |
Ratio Avg Win / Avg Loss | 1.8671 | 3.5951 | 0.9226 | 1.1011 | 2.4004 | 0.5 |
Largest Winning Trade | 174191 | 174191 | 55363 | 2221748 | 2221748 | 478612 |
Largest Losing Trade | -62795 | -47684 | -62795 | -1934611 | -660217 | -1934611 |
Avg Bars in Trades | 88 | 105 | 72 | 88 | 105 | 72 |
Avg Bars in Winners | 97 | 81 | 111 | 97 | 81 | 111 |
Avg Bars in Losers | 77 | 136 | 19 | 77 | 136 | 19 |
Bars Traded | 7021 | 4116 | 2906 | 7021 | 4116 | 2906 |
Profit Streak | 57.8882 | 0 | 59.5548 | 57.8882 | 0 | 59.5548 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -181831 | -148877 | -317679 | -39174 | 480549 | -579217 |
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{ "first_band": { "type": "ema", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 200, "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": [ [ 715158.3937172411, 637818.7576091915, 77339.6361080502, 3058830.854509959, 4527202.946909074, -1468372.0923991147 ], [ 715.158394, 637.818758, 77.339636, 3058.830855, 4527.202947, -1468.372092 ], [ 0.286026, 0.255094, 0.030932, 0.138189, 0.153479, 0 ], [ 841.160187, 841.160187, 841.160187, 841.160187, 841.160187, 841.160187 ], [ -79998, -78059, -89410, -1934611, -1075107, -2855594 ], [ 2.471117, 4.652437, 1.248278, 1.457344, 3.106463, 0.676503 ], [ 79, 39, 40, 79, 39, 40 ], [ 45, 22, 23, 45, 22, 23 ], [ 34, 17, 17, 34, 17, 17 ], [ 56.962025, 56.410256, 57.5, 56.962025, 56.410256, 57.5 ], [ 1.867066, 3.595065, 0.92264, 1.101104, 2.400449, 0.500024 ], [ 174191, 174191, 55363, 2221748, 2221748, 478612 ], [ -62795, -47684, -62795, -1934611, -660217, -1934611 ], [ 88, 105, 72, 88, 105, 72 ], [ 97, 81, 111, 97, 81, 111 ], [ 77, 136, 19, 77, 136, 19 ], [ 7021, 4116, 2906, 7021, 4116, 2906 ], [ 57.888179, 0, 59.554846, 57.888179, 0, 59.554846 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -181831, -148877, -317679, -39174, 480549, -579217 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541894400000, "first_datapoint_time": 1547625600000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757913538699, "expiration_time": 1764375264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 200, "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) |
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