Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1049684.6028 | 890307.8733 | 159376.7294 | 28232042.7751 | 27374041.6377 | 858001.1374 |
Total P&L (%) | 1049.6846 | 890.3079 | 159.3767 | 28232.0428 | 27374.0416 | 858.0011 |
Avg Daily Profit (%) | 0.4198 | 0.3561 | 0.0637 | 0.2261 | 0.2249 | 0.0904 |
Buy And Hold Return (%) | 835.2822 | 835.2822 | 835.2822 | 835.2822 | 835.2822 | 835.2822 |
Max Trade Drawdown | -65730 | -67048 | -57744 | -15794800 | -8663551 | -8029578 |
Profit Factor | 2.854 | 3.8959 | 1.616 | 1.7044 | 2.2779 | 1.046 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 50.8065 | 45.1613 | 56.4516 | 50.8065 | 45.1613 | 56.4516 |
Ratio Avg Win / Avg Loss | 2.7634 | 4.7307 | 1.2466 | 1.6503 | 2.766 | 0.8069 |
Largest Winning Trade | 352092 | 352092 | 49244 | 20034746 | 20034746 | 4323245 |
Largest Losing Trade | -32757 | -32757 | -24322 | -4788534 | -4788534 | -4088620 |
Avg Bars in Trades | 58 | 62 | 54 | 58 | 62 | 54 |
Avg Bars in Winners | 75 | 86 | 66 | 75 | 86 | 66 |
Avg Bars in Losers | 40 | 42 | 38 | 40 | 42 | 38 |
Bars Traded | 7228 | 3878 | 3350 | 7228 | 3878 | 3350 |
Profit Streak | 114.1988 | 114.1988 | 122.8655 | 114.1988 | 114.1988 | 122.8655 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68697 | -284029 | -423639 | 480565 | -142517 | -552755 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541635200000, "first_datapoint_time": 1547193600000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757652375538, "expiration_time": 1764116064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 26, "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": [ [ 1049684.6027716782, 890307.8733326466, 159376.7294390316, 28232042.775120065, 27374041.637680225, 858001.1374398319 ], [ 1049.684603, 890.307873, 159.376729, 28232.042775, 27374.041638, 858.001137 ], [ 0.419818, 0.356076, 0.063742, 0.226089, 0.224856, 0.090416 ], [ 835.282221, 835.282221, 835.282221, 835.282221, 835.282221, 835.282221 ], [ -65730, -67048, -57744, -15794800, -8663551, -8029578 ], [ 2.85402, 3.89585, 1.616011, 1.704392, 2.277906, 1.045983 ], [ 124, 62, 62, 124, 62, 62 ], [ 63, 28, 35, 63, 28, 35 ], [ 61, 34, 27, 61, 34, 27 ], [ 50.806452, 45.16129, 56.451613, 50.806452, 45.16129, 56.451613 ], [ 2.763416, 4.730675, 1.246637, 1.650284, 2.766029, 0.806901 ], [ 352092, 352092, 49244, 20034746, 20034746, 4323245 ], [ -32757, -32757, -24322, -4788534, -4788534, -4088620 ], [ 58, 62, 54, 58, 62, 54 ], [ 75, 86, 66, 75, 86, 66 ], [ 40, 42, 38, 40, 42, 38 ], [ 7228, 3878, 3350, 7228, 3878, 3350 ], [ 114.198791, 114.198791, 122.865458, 114.198791, 114.198791, 122.865458 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -68697, -284029, -423639, 480565, -142517, -552755 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541635200000, "first_datapoint_time": 1547193600000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757652375538, "expiration_time": 1764116064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 26, "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) |
---|