Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1066685.8565 | 859296.6603 | 207389.1961 | 63381112.6215 | 56215529.0112 | 7165583.6103 |
Total P&L (%) | 1066.6859 | 859.2967 | 207.3892 | 63381.1126 | 56215.529 | 7165.5836 |
Avg Daily Profit (%) | 0.4266 | 0.3437 | 0.0829 | 0.2584 | 0.2536 | 0.1716 |
Buy And Hold Return (%) | 826.9072 | 826.9072 | 826.9072 | 826.9072 | 826.9072 | 826.9072 |
Max Trade Drawdown | -60666 | -69162 | -94678 | -13944554 | -11880823 | -2936021 |
Profit Factor | 3.5998 | 5.4054 | 1.9635 | 3.4256 | 4.5475 | 1.6968 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 65.4206 | 69.8113 | 61.1111 | 65.4206 | 69.8113 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.9028 | 2.3375 | 1.2495 | 1.8107 | 1.9665 | 1.0798 |
Largest Winning Trade | 333536 | 333536 | 51963 | 30661336 | 30661336 | 7067001 |
Largest Losing Trade | -60666 | -23899 | -60666 | -11880823 | -11880823 | -2597442 |
Avg Bars in Trades | 66 | 77 | 55 | 66 | 77 | 55 |
Avg Bars in Winners | 72 | 79 | 64 | 72 | 79 | 64 |
Avg Bars in Losers | 55 | 74 | 41 | 55 | 74 | 41 |
Bars Traded | 7104 | 4110 | 2994 | 7104 | 4110 | 2994 |
Profit Streak | 0 | 167.2037 | 0 | 0 | 167.2037 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56538 | -312338 | -423987 | 625395 | -160145 | -168716 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542499200000, "first_datapoint_time": 1548489600000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758516798419, "expiration_time": 1764980064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 209, "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": [ [ 1066685.8564625545, 859296.6603326695, 207389.1961298845, 63381112.621502064, 56215529.011155054, 7165583.610347001 ], [ 1066.685856, 859.29666, 207.389196, 63381.112622, 56215.529011, 7165.58361 ], [ 0.426618, 0.343673, 0.082945, 0.258432, 0.25363, 0.171554 ], [ 826.90722, 826.90722, 826.90722, 826.90722, 826.90722, 826.90722 ], [ -60666, -69162, -94678, -13944554, -11880823, -2936021 ], [ 3.599807, 5.405359, 1.963539, 3.425618, 4.547513, 1.696809 ], [ 107, 53, 54, 107, 53, 54 ], [ 70, 37, 33, 70, 37, 33 ], [ 37, 16, 21, 37, 16, 21 ], [ 65.420561, 69.811321, 61.111111, 65.420561, 69.811321, 61.111111 ], [ 1.902755, 2.337452, 1.249525, 1.810684, 1.966492, 1.079788 ], [ 333536, 333536, 51963, 30661336, 30661336, 7067001 ], [ -60666, -23899, -60666, -11880823, -11880823, -2597442 ], [ 66, 77, 55, 66, 77, 55 ], [ 72, 79, 64, 72, 79, 64 ], [ 55, 74, 41, 55, 74, 41 ], [ 7104, 4110, 2994, 7104, 4110, 2994 ], [ 0, 167.203685, 0, 0, 167.203685, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -56538, -312338, -423987, 625395, -160145, -168716 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542499200000, "first_datapoint_time": 1548489600000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758516798419, "expiration_time": 1764980064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 209, "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) |
---|