Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 895364.1714 | 815565.11 | 79799.0614 | 5172860.9582 | 5421711.411 | -248850.4529 |
Total P&L (%) | 895.3642 | 815.5651 | 79.7991 | 5172.861 | 5421.7114 | -248.8505 |
Avg Daily Profit (%) | 0.3577 | 0.3258 | 0.0319 | 0.1585 | 0.1604 | 0 |
Buy And Hold Return (%) | 844.5895 | 844.5895 | 844.5895 | 844.5895 | 844.5895 | 844.5895 |
Max Trade Drawdown | -186544 | -117376 | -75424 | -3131348 | -1976888 | -1657608 |
Profit Factor | 1.6481 | 2.0523 | 1.1316 | 1.3835 | 1.7779 | 0.9618 |
Total Trades | 558 | 279 | 279 | 558 | 279 | 279 |
Winning Trades | 236 | 110 | 126 | 236 | 110 | 126 |
Losing Trades | 322 | 169 | 153 | 322 | 169 | 153 |
Profitability (%) | 42.2939 | 39.4265 | 45.1613 | 42.2939 | 39.4265 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.2487 | 3.1531 | 1.3741 | 1.8877 | 2.7315 | 1.1679 |
Largest Winning Trade | 338526 | 338526 | 43170 | 3538178 | 3538178 | 993611 |
Largest Losing Trade | -20048 | -18066 | -20048 | -872080 | -452736 | -872080 |
Avg Bars in Trades | 13 | 19 | 7 | 13 | 19 | 7 |
Avg Bars in Winners | 18 | 27 | 9 | 18 | 27 | 9 |
Avg Bars in Losers | 9 | 13 | 6 | 9 | 13 | 6 |
Bars Traded | 7471 | 5323 | 2148 | 7471 | 5323 | 2148 |
Profit Streak | 9.6973 | 12.6973 | 0 | 9.6973 | 12.6973 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133706 | -155081 | -392570 | 347984 | 301179 | -579811 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7510, "evaluation_days": 2503.33, "actual_first_datapoint_time": 1543622400000, "first_datapoint_time": 1544284800000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759913048091, "expiration_time": 1766370240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 24, "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": [ [ 895364.1713943989, 815565.1099959774, 79799.0613984207, 5172860.958170176, 5421711.411030772, -248850.4528605979 ], [ 895.364171, 815.56511, 79.799061, 5172.860958, 5421.711411, -248.850453 ], [ 0.357669, 0.325792, 0.031877, 0.158521, 0.160366, 0 ], [ 844.589546, 844.589546, 844.589546, 844.589546, 844.589546, 844.589546 ], [ -186544, -117376, -75424, -3131348, -1976888, -1657608 ], [ 1.648116, 2.052314, 1.13158, 1.383496, 1.777902, 0.961827 ], [ 558, 279, 279, 558, 279, 279 ], [ 236, 110, 126, 236, 110, 126 ], [ 322, 169, 153, 322, 169, 153 ], [ 42.293907, 39.426523, 45.16129, 42.293907, 39.426523, 45.16129 ], [ 2.248701, 3.153101, 1.374062, 1.887652, 2.731504, 1.167933 ], [ 338526, 338526, 43170, 3538178, 3538178, 993611 ], [ -20048, -18066, -20048, -872080, -452736, -872080 ], [ 13, 19, 7, 13, 19, 7 ], [ 18, 27, 9, 18, 27, 9 ], [ 9, 13, 6, 9, 13, 6 ], [ 7471, 5323, 2148, 7471, 5323, 2148 ], [ 9.697316, 12.697316, 0, 9.697316, 12.697316, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -133706, -155081, -392570, 347984, 301179, -579811 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7510, "evaluation_days": 2503.33, "actual_first_datapoint_time": 1543622400000, "first_datapoint_time": 1544284800000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759913048091, "expiration_time": 1766370240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 24, "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) |
---|