Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000233.8239 | 873054.7129 | 127179.111 | 22571262.9124 | 29573718.9038 | -7002455.9914 |
Total P&L (%) | 1000.2338 | 873.0547 | 127.1791 | 22571.2629 | 29573.7189 | -7002.456 |
Avg Daily Profit (%) | 0.4 | 0.3491 | 0.0509 | 0.2171 | 0.2279 | 0 |
Buy And Hold Return (%) | 705.3728 | 705.3728 | 705.3728 | 705.3728 | 705.3728 | 705.3728 |
Max Trade Drawdown | -77645 | -60900 | -83979 | -9633014 | -4988776 | -14843778 |
Profit Factor | 2.5161 | 3.9326 | 1.3513 | 1.4064 | 2.2663 | 0.7824 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 44.2308 | 43.5897 | 44.8718 | 44.2308 | 43.5897 | 44.8718 |
Ratio Avg Win / Avg Loss | 3.1725 | 5.0893 | 1.6602 | 1.7733 | 2.9329 | 0.9613 |
Largest Winning Trade | 199816 | 199816 | 65046 | 13677954 | 13677954 | 3945792 |
Largest Losing Trade | -29596 | -21655 | -29596 | -6473683 | -4926271 | -6473683 |
Avg Bars in Trades | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Winners | 60 | 48 | 71 | 60 | 48 | 71 |
Avg Bars in Losers | 34 | 39 | 28 | 34 | 39 | 28 |
Bars Traded | 7109 | 3384 | 3725 | 7109 | 3384 | 3725 |
Profit Streak | 107.6865 | 107.6865 | 110.3532 | 107.6865 | 107.6865 | 110.3532 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21651 | -111884 | -325155 | 344197 | -23798 | -616668 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1541433600000, "first_datapoint_time": 1547049600000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757464117076, "expiration_time": 1763944128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "midprice", "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": [ [ 1000233.8239439109, 873054.7129040117, 127179.111039899, 22571262.9123863, 29573718.903774746, -7002455.991388459 ], [ 1000.233824, 873.054713, 127.179111, 22571.262912, 29573.718904, -7002.455991 ], [ 0.399986, 0.349128, 0.050858, 0.217125, 0.227912, 0 ], [ 705.372807, 705.372807, 705.372807, 705.372807, 705.372807, 705.372807 ], [ -77645, -60900, -83979, -9633014, -4988776, -14843778 ], [ 2.5161, 3.932604, 1.351289, 1.406396, 2.266332, 0.78244 ], [ 156, 78, 78, 156, 78, 78 ], [ 69, 34, 35, 69, 34, 35 ], [ 87, 44, 43, 87, 44, 43 ], [ 44.230769, 43.589744, 44.871795, 44.230769, 43.589744, 44.871795 ], [ 3.172474, 5.089252, 1.660156, 1.773281, 2.9329, 0.961283 ], [ 199816, 199816, 65046, 13677954, 13677954, 3945792 ], [ -29596, -21655, -29596, -6473683, -4926271, -6473683 ], [ 45, 43, 47, 45, 43, 47 ], [ 60, 48, 71, 60, 48, 71 ], [ 34, 39, 28, 34, 39, 28 ], [ 7109, 3384, 3725, 7109, 3384, 3725 ], [ 107.68654, 107.68654, 110.353207, 107.68654, 107.68654, 110.353207 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -21651, -111884, -325155, 344197, -23798, -616668 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1541433600000, "first_datapoint_time": 1547049600000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757464117076, "expiration_time": 1763944128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "midprice", "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) |
---|