Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529636.8103 | 591043.0156 | -61406.2053 | -9525818.7874 | 6591910.7414 | -16117729.5288 |
Total P&L (%) | 529.6368 | 591.043 | -61.4062 | -9525.8188 | 6591.9107 | -16117.7295 |
Avg Daily Profit (%) | 0.2117 | 0.2363 | -0.0245 | 0 | 0.1682 | 0 |
Buy And Hold Return (%) | 845.531 | 845.531 | 845.531 | 845.531 | 845.531 | 845.531 |
Max Trade Drawdown | -221149 | -37724 | -287599 | -23946119 | -3519634 | -24938064 |
Profit Factor | 1.9299 | 4.959 | 0.8539 | 0.7426 | 1.7267 | 0.423 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 35 | 18 | 17 | 35 | 19 | 16 |
Losing Trades | 30 | 14 | 16 | 30 | 13 | 17 |
Profitability (%) | 53.8462 | 56.25 | 51.5152 | 53.8462 | 59.375 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.6542 | 3.857 | 0.8037 | 0.6365 | 1.1814 | 0.4495 |
Largest Winning Trade | 203336 | 203336 | 70784 | 4500758 | 3029876 | 4500758 |
Largest Losing Trade | -214078 | -22829 | -214078 | -15247422 | -3183749 | -15247422 |
Avg Bars in Trades | 108 | 96 | 120 | 108 | 96 | 120 |
Avg Bars in Winners | 110 | 97 | 125 | 117 | 106 | 132 |
Avg Bars in Losers | 106 | 96 | 115 | 98 | 83 | 109 |
Bars Traded | 7076 | 3099 | 3977 | 7076 | 3099 | 3977 |
Profit Streak | 0 | 127.0038 | 0 | 71.3372 | 0 | 81.3372 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -289476 | -148320 | -580606 | -715721 | 399971 | -580834 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7505, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1542556800000, "first_datapoint_time": 1549209600000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758701130905, "expiration_time": 1765156320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 232, "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": [ [ 529636.8103317624, 591043.0156010741, -61406.2052693119, -9525818.787407529, 6591910.7413580045, -16117729.528765535 ], [ 529.63681, 591.043016, -61.406205, -9525.818787, 6591.910741, -16117.729529 ], [ 0.211713, 0.236259, -0.024546, 0, 0.168168, 0 ], [ 845.530957, 845.530957, 845.530957, 845.530957, 845.530957, 845.530957 ], [ -221149, -37724, -287599, -23946119, -3519634, -24938064 ], [ 1.929944, 4.959034, 0.853881, 0.742592, 1.726719, 0.423045 ], [ 65, 32, 33, 65, 32, 33 ], [ 35, 18, 17, 35, 19, 16 ], [ 30, 14, 16, 30, 13, 17 ], [ 53.846154, 56.25, 51.515152, 53.846154, 59.375, 48.484848 ], [ 1.654238, 3.857026, 0.803652, 0.636507, 1.181439, 0.449485 ], [ 203336, 203336, 70784, 4500758, 3029876, 4500758 ], [ -214078, -22829, -214078, -15247422, -3183749, -15247422 ], [ 108, 96, 120, 108, 96, 120 ], [ 110, 97, 125, 117, 106, 132 ], [ 106, 96, 115, 98, 83, 109 ], [ 7076, 3099, 3977, 7076, 3099, 3977 ], [ 0, 127.00383, 0, 71.337163, 0, 81.337163 ], [ 0, 1, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -289476, -148320, -580606, -715721, 399971, -580834 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7505, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1542556800000, "first_datapoint_time": 1549209600000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758701130905, "expiration_time": 1765156320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 232, "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) |
---|