Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848208.8975 | 782809.223 | 65399.6745 | 4414493.8733 | 13270133.3693 | -8855639.4961 |
Total P&L (%) | 848.2089 | 782.8092 | 65.3997 | 4414.4939 | 13270.1334 | -8855.6395 |
Avg Daily Profit (%) | 0.3392 | 0.3131 | 0.0262 | 0.1525 | 0.196 | 0 |
Buy And Hold Return (%) | 815.3643 | 815.3643 | 815.3643 | 815.3643 | 815.3643 | 815.3643 |
Max Trade Drawdown | -135217 | -54007 | -106854 | -13781170 | -4003244 | -11985362 |
Profit Factor | 2.6773 | 4.6523 | 1.2245 | 1.186 | 2.5789 | 0.4225 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 47.7778 | 48.8889 | 46.6667 | 47.7778 | 48.8889 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.9264 | 4.8638 | 1.3994 | 1.2963 | 2.6961 | 0.4828 |
Largest Winning Trade | 317234 | 317234 | 55013 | 13177772 | 13177772 | 1415972 |
Largest Losing Trade | -48309 | -21065 | -48309 | -7919272 | -1982816 | -7919272 |
Avg Bars in Trades | 79 | 87 | 72 | 79 | 87 | 72 |
Avg Bars in Winners | 106 | 113 | 98 | 106 | 113 | 98 |
Avg Bars in Losers | 55 | 61 | 49 | 55 | 61 | 49 |
Bars Traded | 7179 | 3919 | 3260 | 7179 | 3919 | 3260 |
Profit Streak | 59.9427 | 94.276 | 0 | 59.9427 | 94.276 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138974 | -148640 | -325317 | -9455 | 486494 | -582008 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541318400000, "first_datapoint_time": 1547193600000, "last_datapoint_time": 1757318400000, "evaluation_time": 1757342246419, "expiration_time": 1763799264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 205, "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": [ [ 848208.8975385883, 782809.2230129038, 65399.6745256844, 4414493.873298577, 13270133.369349211, -8855639.496050635 ], [ 848.208898, 782.809223, 65.399675, 4414.493873, 13270.133369, -8855.639496 ], [ 0.339239, 0.313082, 0.026156, 0.152491, 0.19599, 0 ], [ 815.364344, 815.364344, 815.364344, 815.364344, 815.364344, 815.364344 ], [ -135217, -54007, -106854, -13781170, -4003244, -11985362 ], [ 2.677339, 4.652291, 1.224469, 1.185965, 2.578859, 0.422459 ], [ 90, 45, 45, 90, 45, 45 ], [ 43, 22, 21, 43, 22, 21 ], [ 47, 23, 24, 47, 23, 24 ], [ 47.777778, 48.888889, 46.666667, 47.777778, 48.888889, 46.666667 ], [ 2.926394, 4.863759, 1.399393, 1.296288, 2.696079, 0.482811 ], [ 317234, 317234, 55013, 13177772, 13177772, 1415972 ], [ -48309, -21065, -48309, -7919272, -1982816, -7919272 ], [ 79, 87, 72, 79, 87, 72 ], [ 106, 113, 98, 106, 113, 98 ], [ 55, 61, 49, 55, 61, 49 ], [ 7179, 3919, 3260, 7179, 3919, 3260 ], [ 59.942667, 94.276, 0, 59.942667, 94.276, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -138974, -148640, -325317, -9455, 486494, -582008 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541318400000, "first_datapoint_time": 1547193600000, "last_datapoint_time": 1757318400000, "evaluation_time": 1757342246419, "expiration_time": 1763799264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 205, "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) |
---|