Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933205.1366 | 830667.779 | 102537.3576 | 7245913.8744 | 10414455.5566 | -3168541.6822 |
Total P&L (%) | 933.2051 | 830.6678 | 102.5374 | 7245.9139 | 10414.4556 | -3168.5417 |
Avg Daily Profit (%) | 0.3732 | 0.3322 | 0.041 | 0.172 | 0.1864 | 0 |
Buy And Hold Return (%) | 736.3866 | 736.3866 | 736.3866 | 736.3866 | 736.3866 | 736.3866 |
Max Trade Drawdown | -115671 | -76504 | -53422 | -12998521 | -7025965 | -6006270 |
Profit Factor | 1.859 | 2.3752 | 1.2126 | 1.244 | 1.6425 | 0.765 |
Total Trades | 409 | 205 | 204 | 409 | 205 | 204 |
Winning Trades | 181 | 84 | 97 | 181 | 84 | 97 |
Losing Trades | 228 | 121 | 107 | 228 | 121 | 107 |
Profitability (%) | 44.2543 | 40.9756 | 47.549 | 44.2543 | 40.9756 | 47.549 |
Ratio Avg Win / Avg Loss | 2.3417 | 3.4214 | 1.3376 | 1.5671 | 2.366 | 0.8439 |
Largest Winning Trade | 374574 | 374574 | 44840 | 10053563 | 10053563 | 1148161 |
Largest Losing Trade | -33453 | -22466 | -33453 | -4149405 | -2084689 | -4149405 |
Avg Bars in Trades | 18 | 20 | 15 | 18 | 20 | 15 |
Avg Bars in Winners | 25 | 31 | 20 | 25 | 31 | 20 |
Avg Bars in Losers | 12 | 13 | 10 | 12 | 13 | 10 |
Bars Traded | 7387 | 4267 | 3121 | 7387 | 4267 | 3121 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69397 | -114967 | -304517 | 317971 | 299425 | -580941 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542038400000, "first_datapoint_time": 1543248000000, "last_datapoint_time": 1758038400000, "evaluation_time": 1758065361436, "expiration_time": 1764519264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 43, "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": [ [ 933205.1366299675, 830667.7790369929, 102537.3575929754, 7245913.874404529, 10414455.556635756, -3168541.682231227 ], [ 933.205137, 830.667779, 102.537358, 7245.913874, 10414.455557, -3168.541682 ], [ 0.373233, 0.332223, 0.04101, 0.171994, 0.186362, 0 ], [ 736.386642, 736.386642, 736.386642, 736.386642, 736.386642, 736.386642 ], [ -115671, -76504, -53422, -12998521, -7025965, -6006270 ], [ 1.859015, 2.375216, 1.212583, 1.244038, 1.642493, 0.764985 ], [ 409, 205, 204, 409, 205, 204 ], [ 181, 84, 97, 181, 84, 97 ], [ 228, 121, 107, 228, 121, 107 ], [ 44.254279, 40.97561, 47.54902, 44.254279, 40.97561, 47.54902 ], [ 2.341743, 3.421442, 1.337592, 1.567075, 2.365971, 0.84385 ], [ 374574, 374574, 44840, 10053563, 10053563, 1148161 ], [ -33453, -22466, -33453, -4149405, -2084689, -4149405 ], [ 18, 20, 15, 18, 20, 15 ], [ 25, 31, 20, 25, 31, 20 ], [ 12, 13, 10, 12, 13, 10 ], [ 7387, 4267, 3121, 7387, 4267, 3121 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -69397, -114967, -304517, 317971, 299425, -580941 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542038400000, "first_datapoint_time": 1543248000000, "last_datapoint_time": 1758038400000, "evaluation_time": 1758065361436, "expiration_time": 1764519264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 43, "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) |
---|