Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1027929.6223 | 864286.3953 | 163643.2269 | 21672635.1297 | 23581695.4104 | -1909060.2807 |
Total P&L (%) | 1027.9296 | 864.2864 | 163.6432 | 21672.6351 | 23581.6954 | -1909.0603 |
Avg Daily Profit (%) | 0.4109 | 0.3455 | 0.0654 | 0.2154 | 0.2188 | 0 |
Buy And Hold Return (%) | 836.7516 | 836.7516 | 836.7516 | 836.7516 | 836.7516 | 836.7516 |
Max Trade Drawdown | -91820 | -67387 | -104210 | -8475708 | -3566892 | -5255815 |
Profit Factor | 3.3714 | 4.9564 | 1.7611 | 2.6157 | 4.6707 | 0.7269 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 63.3333 | 64.4444 | 62.2222 | 63.3333 | 64.4444 | 62.2222 |
Ratio Avg Win / Avg Loss | 1.9519 | 2.7346 | 1.0692 | 1.5144 | 2.577 | 0.4413 |
Largest Winning Trade | 318400 | 318400 | 59140 | 17329676 | 17329676 | 1221682 |
Largest Losing Trade | -73498 | -40939 | -73498 | -4377048 | -3566892 | -4377048 |
Avg Bars in Trades | 78 | 90 | 67 | 78 | 90 | 67 |
Avg Bars in Winners | 93 | 100 | 86 | 93 | 100 | 86 |
Avg Bars in Losers | 53 | 72 | 36 | 53 | 72 | 36 |
Bars Traded | 7100 | 4071 | 3029 | 7100 | 4071 | 3029 |
Profit Streak | 0 | 0 | 206.2194 | 0 | 0 | 206.2194 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76162 | -136557 | -266511 | 554554 | 636847 | -578151 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7505, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1542556800000, "first_datapoint_time": 1549324800000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758690957306, "expiration_time": 1765156320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 236, "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": [ [ 1027929.6222570902, 864286.3953306231, 163643.2269264668, 21672635.129676767, 23581695.410362605, -1909060.2806858392 ], [ 1027.929622, 864.286395, 163.643227, 21672.63513, 23581.69541, -1909.060281 ], [ 0.410897, 0.345484, 0.065414, 0.215418, 0.218784, 0 ], [ 836.751622, 836.751622, 836.751622, 836.751622, 836.751622, 836.751622 ], [ -91820, -67387, -104210, -8475708, -3566892, -5255815 ], [ 3.371385, 4.956407, 1.761061, 2.615699, 4.670749, 0.72687 ], [ 90, 45, 45, 90, 45, 45 ], [ 57, 29, 28, 57, 29, 28 ], [ 33, 16, 17, 33, 16, 17 ], [ 63.333333, 64.444444, 62.222222, 63.333333, 64.444444, 62.222222 ], [ 1.951855, 2.734569, 1.069216, 1.514352, 2.576965, 0.441314 ], [ 318400, 318400, 59140, 17329676, 17329676, 1221682 ], [ -73498, -40939, -73498, -4377048, -3566892, -4377048 ], [ 78, 90, 67, 78, 90, 67 ], [ 93, 100, 86, 93, 100, 86 ], [ 53, 72, 36, 53, 72, 36 ], [ 7100, 4071, 3029, 7100, 4071, 3029 ], [ 0, 0, 206.219413, 0, 0, 206.219413 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -76162, -136557, -266511, 554554, 636847, -578151 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7505, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1542556800000, "first_datapoint_time": 1549324800000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758690957306, "expiration_time": 1765156320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 236, "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) |
---|