Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845235.583 | 768367.4088 | 76868.1743 | 5710409.5032 | 7755158.6776 | -2044749.1744 |
Total P&L (%) | 845.2356 | 768.3674 | 76.8682 | 5710.4095 | 7755.1587 | -2044.7492 |
Avg Daily Profit (%) | 0.3381 | 0.3073 | 0.0307 | 0.1626 | 0.1747 | 0 |
Buy And Hold Return (%) | 719.2982 | 719.2982 | 719.2982 | 719.2982 | 719.2982 | 719.2982 |
Max Trade Drawdown | -113220 | -87600 | -78027 | -2695754 | -1769991 | -3074185 |
Profit Factor | 2.1978 | 3.0729 | 1.2295 | 1.3731 | 1.9951 | 0.7278 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 44.9664 | 43.2432 | 46.6667 | 44.9664 | 43.2432 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.6898 | 4.0332 | 1.4051 | 1.6805 | 2.6185 | 0.8318 |
Largest Winning Trade | 268837 | 268837 | 48383 | 4423011 | 4423011 | 1100006 |
Largest Losing Trade | -26618 | -25436 | -26618 | -1615245 | -1125542 | -1615245 |
Avg Bars in Trades | 49 | 46 | 51 | 49 | 46 | 51 |
Avg Bars in Winners | 68 | 59 | 76 | 68 | 59 | 76 |
Avg Bars in Losers | 33 | 36 | 30 | 33 | 36 | 30 |
Bars Traded | 7304 | 3423 | 3881 | 7304 | 3423 | 3881 |
Profit Streak | 169.4286 | 169.4286 | 184.7619 | 169.4286 | 169.4286 | 184.7619 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98060 | -195846 | -374837 | 331464 | -54506 | -637674 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541980800000, "first_datapoint_time": 1547049600000, "last_datapoint_time": 1757980800000, "evaluation_time": 1757989030236, "expiration_time": 1764461664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 11, "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": [ [ 845235.583019405, 768367.4087557015, 76868.1742637035, 5710409.50323922, 7755158.677648517, -2044749.1744092968 ], [ 845.235583, 768.367409, 76.868174, 5710.409503, 7755.158678, -2044.749174 ], [ 0.33805, 0.307306, 0.030743, 0.1626, 0.17468, 0 ], [ 719.298246, 719.298246, 719.298246, 719.298246, 719.298246, 719.298246 ], [ -113220, -87600, -78027, -2695754, -1769991, -3074185 ], [ 2.197777, 3.072943, 1.229454, 1.373077, 1.995059, 0.727824 ], [ 149, 74, 75, 149, 74, 75 ], [ 67, 32, 35, 67, 32, 35 ], [ 82, 42, 40, 82, 42, 40 ], [ 44.966443, 43.243243, 46.666667, 44.966443, 43.243243, 46.666667 ], [ 2.689817, 4.033238, 1.40509, 1.680482, 2.618515, 0.831798 ], [ 268837, 268837, 48383, 4423011, 4423011, 1100006 ], [ -26618, -25436, -26618, -1615245, -1125542, -1615245 ], [ 49, 46, 51, 49, 46, 51 ], [ 68, 59, 76, 68, 59, 76 ], [ 33, 36, 30, 33, 36, 30 ], [ 7304, 3423, 3881, 7304, 3423, 3881 ], [ 169.428591, 169.428591, 184.761924, 169.428591, 169.428591, 184.761924 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -98060, -195846, -374837, 331464, -54506, -637674 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541980800000, "first_datapoint_time": 1547049600000, "last_datapoint_time": 1757980800000, "evaluation_time": 1757989030236, "expiration_time": 1764461664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 11, "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) |
---|