Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069446.5246 | 877489.2706 | 191957.254 | 39930986.2005 | 45759508.4078 | -5828522.2073 |
Total P&L (%) | 1069.4465 | 877.4893 | 191.9573 | 39930.9862 | 45759.5084 | -5828.5222 |
Avg Daily Profit (%) | 0.4277 | 0.3509 | 0.0768 | 0.2399 | 0.2454 | 0 |
Buy And Hold Return (%) | 765.689 | 765.689 | 765.689 | 765.689 | 765.689 | 765.689 |
Max Trade Drawdown | -93547 | -82140 | -76069 | -32632311 | -19656507 | -21035768 |
Profit Factor | 2.8601 | 3.8675 | 1.7138 | 1.4702 | 2.0742 | 0.8623 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 53.8462 | 53.5211 | 54.1667 | 53.8462 | 53.5211 | 54.1667 |
Ratio Avg Win / Avg Loss | 2.4515 | 3.3586 | 1.4501 | 1.2602 | 1.8012 | 0.7296 |
Largest Winning Trade | 340324 | 340324 | 42422 | 39095271 | 39095271 | 7772356 |
Largest Losing Trade | -33000 | -33000 | -31750 | -19263636 | -19263636 | -11149612 |
Avg Bars in Trades | 50 | 61 | 40 | 50 | 61 | 40 |
Avg Bars in Winners | 62 | 73 | 51 | 62 | 73 | 51 |
Avg Bars in Losers | 37 | 48 | 26 | 37 | 48 | 26 |
Bars Traded | 7278 | 4379 | 2899 | 7278 | 4379 | 2899 |
Profit Streak | 101.2736 | 134.2736 | 101.2736 | 101.2736 | 134.2736 | 101.2736 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25077 | -189714 | -332163 | 408188 | -73285 | -658857 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542182400000, "first_datapoint_time": 1546416000000, "last_datapoint_time": 1758182400000, "evaluation_time": 1758206037310, "expiration_time": 1764663264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 148, "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": [ [ 1069446.524573579, 877489.2706012918, 191957.2539722872, 39930986.20052413, 45759508.40781554, -5828522.207291421 ], [ 1069.446525, 877.489271, 191.957254, 39930.986201, 45759.508408, -5828.522207 ], [ 0.427722, 0.350949, 0.076773, 0.239945, 0.245395, 0 ], [ 765.688987, 765.688987, 765.688987, 765.688987, 765.688987, 765.688987 ], [ -93547, -82140, -76069, -32632311, -19656507, -21035768 ], [ 2.860063, 3.867508, 1.713753, 1.470223, 2.074163, 0.862272 ], [ 143, 71, 72, 143, 71, 72 ], [ 77, 38, 39, 77, 38, 39 ], [ 66, 33, 33, 66, 33, 33 ], [ 53.846154, 53.521127, 54.166667, 53.846154, 53.521127, 54.166667 ], [ 2.451483, 3.358626, 1.450099, 1.260191, 1.801247, 0.729615 ], [ 340324, 340324, 42422, 39095271, 39095271, 7772356 ], [ -33000, -33000, -31750, -19263636, -19263636, -11149612 ], [ 50, 61, 40, 50, 61, 40 ], [ 62, 73, 51, 62, 73, 51 ], [ 37, 48, 26, 37, 48, 26 ], [ 7278, 4379, 2899, 7278, 4379, 2899 ], [ 101.27358, 134.27358, 101.27358, 101.27358, 134.27358, 101.27358 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -25077, -189714, -332163, 408188, -73285, -658857 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542182400000, "first_datapoint_time": 1546416000000, "last_datapoint_time": 1758182400000, "evaluation_time": 1758206037310, "expiration_time": 1764663264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 148, "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) |
---|