Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1319171.3451 | 1013273.6504 | 305897.6947 | 545928785.2796 | 430396677.1713 | 115532108.1083 |
Total P&L (%) | 1319.1713 | 1013.2737 | 305.8977 | 545928.7853 | 430396.6772 | 115532.1081 |
Avg Daily Profit (%) | 0.5276 | 0.4053 | 0.1223 | 0.3448 | 0.3352 | 0.2825 |
Buy And Hold Return (%) | 850.5072 | 850.5072 | 850.5072 | 850.5072 | 850.5072 | 850.5072 |
Max Trade Drawdown | -39557 | -53794 | -17671 | -24358861 | -9324308 | -24358861 |
Profit Factor | 6.407 | 8.8658 | 3.6564 | 10.2824 | 21.9868 | 4.0161 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 66.3158 | 68.0851 | 64.5833 | 66.3158 | 68.0851 | 64.5833 |
Ratio Avg Win / Avg Loss | 3.2543 | 4.1559 | 2.0051 | 5.2228 | 10.3063 | 2.2024 |
Largest Winning Trade | 337777 | 337777 | 44273 | 173785774 | 173785774 | 68812932 |
Largest Losing Trade | -21778 | -21778 | -15716 | -24358861 | -9324308 | -24358861 |
Avg Bars in Trades | 74 | 89 | 60 | 74 | 89 | 60 |
Avg Bars in Winners | 82 | 91 | 72 | 82 | 91 | 72 |
Avg Bars in Losers | 59 | 83 | 38 | 59 | 83 | 38 |
Bars Traded | 7076 | 4184 | 2892 | 7076 | 4184 | 2892 |
Profit Streak | 207.6327 | 438.6327 | 207.6327 | 207.6327 | 438.6327 | 207.6327 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488359 | -84081 | -185311 | 787851 | 776110 | 689575 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542009600000, "first_datapoint_time": 1548835200000, "last_datapoint_time": 1758009600000, "evaluation_time": 1758035461764, "expiration_time": 1764490464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 238, "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": [ [ 1319171.3451054764, 1013273.6503894255, 305897.6947160515, 545928785.2795995, 430396677.17128015, 115532108.1083193 ], [ 1319.171345, 1013.27365, 305.897695, 545928.78528, 430396.677171, 115532.108108 ], [ 0.527599, 0.405256, 0.122343, 0.344758, 0.335217, 0.282481 ], [ 850.507176, 850.507176, 850.507176, 850.507176, 850.507176, 850.507176 ], [ -39557, -53794, -17671, -24358861, -9324308, -24358861 ], [ 6.406961, 8.865842, 3.656353, 10.282421, 21.986801, 4.016093 ], [ 95, 47, 48, 95, 47, 48 ], [ 63, 32, 31, 63, 32, 31 ], [ 32, 15, 17, 32, 15, 17 ], [ 66.315789, 68.085106, 64.583333, 66.315789, 68.085106, 64.583333 ], [ 3.254329, 4.155863, 2.005097, 5.222817, 10.306313, 2.202374 ], [ 337777, 337777, 44273, 173785774, 173785774, 68812932 ], [ -21778, -21778, -15716, -24358861, -9324308, -24358861 ], [ 74, 89, 60, 74, 89, 60 ], [ 82, 91, 72, 82, 91, 72 ], [ 59, 83, 38, 59, 83, 38 ], [ 7076, 4184, 2892, 7076, 4184, 2892 ], [ 207.632659, 438.632659, 207.632659, 207.632659, 438.632659, 207.632659 ], [ 6, 7, 3, 6, 7, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 488359, -84081, -185311, 787851, 776110, 689575 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542009600000, "first_datapoint_time": 1548835200000, "last_datapoint_time": 1758009600000, "evaluation_time": 1758035461764, "expiration_time": 1764490464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 238, "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) |
---|