Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 984645.7049 | 856211.5323 | 128434.1725 | 16301032.4104 | 19355340.3716 | -3054307.9612 |
Total P&L (%) | 984.6457 | 856.2115 | 128.4342 | 16301.0324 | 19355.3404 | -3054.308 |
Avg Daily Profit (%) | 0.3938 | 0.3424 | 0.0514 | 0.2042 | 0.211 | 0 |
Buy And Hold Return (%) | 810.2822 | 810.2822 | 810.2822 | 810.2822 | 810.2822 | 810.2822 |
Max Trade Drawdown | -104786 | -76003 | -90770 | -10774714 | -5161191 | -11316471 |
Profit Factor | 2.1883 | 2.9933 | 1.3218 | 1.3343 | 1.8416 | 0.8815 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Losing Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Profitability (%) | 50.2513 | 51.5152 | 49 | 50.2513 | 51.5152 | 49 |
Ratio Avg Win / Avg Loss | 2.1664 | 2.8173 | 1.3758 | 1.3209 | 1.7332 | 0.9174 |
Largest Winning Trade | 317411 | 317411 | 63086 | 15130989 | 15130989 | 4246375 |
Largest Losing Trade | -41686 | -41686 | -35123 | -5394789 | -4202430 | -5394789 |
Avg Bars in Trades | 36 | 40 | 32 | 36 | 40 | 32 |
Avg Bars in Winners | 44 | 45 | 42 | 44 | 45 | 42 |
Avg Bars in Losers | 29 | 34 | 23 | 29 | 34 | 23 |
Bars Traded | 7287 | 3989 | 3297 | 7287 | 3989 | 3297 |
Profit Streak | 75.9311 | 168.5978 | 75.9311 | 75.9311 | 168.5978 | 75.9311 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82933 | -132296 | -289996 | 374617 | 450004 | -580896 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542528000000, "first_datapoint_time": 1548115200000, "last_datapoint_time": 1758528000000, "evaluation_time": 1758550849443, "expiration_time": 1765008864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 100, "offset": 0, "multiplier": 2.83587 } } }
{ "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": [ [ 984645.7048673828, 856211.5323188937, 128434.1725484888, 16301032.41038647, 19355340.37161901, -3054307.961232541 ], [ 984.645705, 856.211532, 128.434173, 16301.03241, 19355.340372, -3054.307961 ], [ 0.393806, 0.342439, 0.051367, 0.204178, 0.211023, 0 ], [ 810.282162, 810.282162, 810.282162, 810.282162, 810.282162, 810.282162 ], [ -104786, -76003, -90770, -10774714, -5161191, -11316471 ], [ 2.188273, 2.993329, 1.321812, 1.334281, 1.841565, 0.881456 ], [ 199, 99, 100, 199, 99, 100 ], [ 100, 51, 49, 100, 51, 49 ], [ 99, 48, 51, 99, 48, 51 ], [ 50.251256, 51.515152, 49, 50.251256, 51.515152, 49 ], [ 2.16639, 2.817251, 1.375763, 1.320938, 1.733238, 0.917434 ], [ 317411, 317411, 63086, 15130989, 15130989, 4246375 ], [ -41686, -41686, -35123, -5394789, -4202430, -5394789 ], [ 36, 40, 32, 36, 40, 32 ], [ 44, 45, 42, 44, 45, 42 ], [ 29, 34, 23, 29, 34, 23 ], [ 7287, 3989, 3297, 7287, 3989, 3297 ], [ 75.931128, 168.597794, 75.931128, 75.931128, 168.597794, 75.931128 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -82933, -132296, -289996, 374617, 450004, -580896 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542528000000, "first_datapoint_time": 1548115200000, "last_datapoint_time": 1758528000000, "evaluation_time": 1758550849443, "expiration_time": 1765008864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 100, "offset": 0, "multiplier": 2.83587 } } }
# | 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) |
---|