Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672404.4416 | 602320.0223 | 70084.4193 | -5397166.9578 | 19687837.4992 | -25085004.457 |
Total P&L (%) | 672.4044 | 602.32 | 70.0844 | -5397.167 | 19687.8375 | -25085.0045 |
Avg Daily Profit (%) | 0.2689 | 0.2409 | 0.028 | 0 | 0.2117 | 0 |
Buy And Hold Return (%) | 838.0663 | 838.0663 | 838.0663 | 838.0663 | 838.0663 | 838.0663 |
Max Trade Drawdown | -151084 | -31439 | -167092 | -25587161 | -3488378 | -32450913 |
Profit Factor | 2.4174 | 4.473 | 1.2329 | 0.9037 | 2.4708 | 0.4118 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 39 | 21 | 18 | 38 | 20 | 18 |
Losing Trades | 34 | 16 | 18 | 35 | 17 | 18 |
Profitability (%) | 53.4247 | 56.7568 | 50 | 52.0548 | 54.0541 | 50 |
Ratio Avg Win / Avg Loss | 2.1074 | 3.408 | 1.2329 | 0.8323 | 2.1002 | 0.4118 |
Largest Winning Trade | 97626 | 97626 | 58483 | 8761493 | 8761493 | 2939840 |
Largest Losing Trade | -122330 | -31439 | -122330 | -22903810 | -1955227 | -22903810 |
Avg Bars in Trades | 96 | 94 | 97 | 96 | 94 | 97 |
Avg Bars in Winners | 101 | 87 | 118 | 99 | 88 | 111 |
Avg Bars in Losers | 89 | 104 | 77 | 92 | 101 | 83 |
Bars Traded | 7015 | 3496 | 3519 | 7015 | 3496 | 3519 |
Profit Streak | 160.4935 | 165.8268 | 160.4935 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -226748 | -148133 | -320961 | -656789 | 481592 | -580780 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542268800000, "first_datapoint_time": 1547769600000, "last_datapoint_time": 1758268800000, "evaluation_time": 1758282635233, "expiration_time": 1764749664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 34, "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": [ [ 672404.441608578, 602320.0223080716, 70084.4193005062, -5397166.957775669, 19687837.49924796, -25085004.457023624 ], [ 672.404442, 602.320022, 70.084419, -5397.166958, 19687.837499, -25085.004457 ], [ 0.268926, 0.240896, 0.02803, 0, 0.211702, 0 ], [ 838.066278, 838.066278, 838.066278, 838.066278, 838.066278, 838.066278 ], [ -151084, -31439, -167092, -25587161, -3488378, -32450913 ], [ 2.417358, 4.472978, 1.232857, 0.903679, 2.470825, 0.41181 ], [ 73, 37, 36, 73, 37, 36 ], [ 39, 21, 18, 38, 20, 18 ], [ 34, 16, 18, 35, 17, 18 ], [ 53.424658, 56.756757, 50, 52.054795, 54.054054, 50 ], [ 2.107441, 3.407983, 1.232857, 0.832336, 2.100202, 0.41181 ], [ 97626, 97626, 58483, 8761493, 8761493, 2939840 ], [ -122330, -31439, -122330, -22903810, -1955227, -22903810 ], [ 96, 94, 97, 96, 94, 97 ], [ 101, 87, 118, 99, 88, 111 ], [ 89, 104, 77, 92, 101, 83 ], [ 7015, 3496, 3519, 7015, 3496, 3519 ], [ 160.493463, 165.826797, 160.493463, 0, 0, 0 ], [ 3, 2, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -226748, -148133, -320961, -656789, 481592, -580780 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542268800000, "first_datapoint_time": 1547769600000, "last_datapoint_time": 1758268800000, "evaluation_time": 1758282635233, "expiration_time": 1764749664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 34, "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) |
---|