Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 957185.798 | 806867.4385 | 150318.3595 | 22319598.6627 | 41575009.8893 | -19255411.2266 |
Total P&L (%) | 957.1858 | 806.8674 | 150.3184 | 22319.5987 | 41575.0099 | -19255.4112 |
Avg Daily Profit (%) | 0.3828 | 0.3227 | 0.0601 | 0.2167 | 0.2416 | 0 |
Buy And Hold Return (%) | 852.9592 | 852.9592 | 852.9592 | 852.9592 | 852.9592 | 852.9592 |
Max Trade Drawdown | -132592 | -64869 | -84458 | -39806088 | -13837927 | -28777211 |
Profit Factor | 3.4103 | 6.0727 | 1.6314 | 1.3909 | 3.1808 | 0.4937 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 58.8785 | 58.4906 | 59.2593 | 58.8785 | 58.4906 | 59.2593 |
Ratio Avg Win / Avg Loss | 2.3818 | 4.3097 | 1.1216 | 0.9714 | 2.2574 | 0.3394 |
Largest Winning Trade | 324682 | 324682 | 50684 | 38298885 | 38298885 | 2582822 |
Largest Losing Trade | -44366 | -31336 | -44366 | -22225436 | -6729250 | -22225436 |
Avg Bars in Trades | 67 | 82 | 53 | 67 | 82 | 53 |
Avg Bars in Winners | 80 | 95 | 67 | 80 | 95 | 67 |
Avg Bars in Losers | 49 | 64 | 33 | 49 | 64 | 33 |
Bars Traded | 7270 | 4374 | 2896 | 7270 | 4374 | 2896 |
Profit Streak | 145.8188 | 165.1521 | 145.8188 | 145.8188 | 165.1521 | 145.8188 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108821 | -325763 | -454340 | 358968 | -163128 | -758670 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542240000000, "first_datapoint_time": 1547827200000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758253143692, "expiration_time": 1764720864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 195, "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": [ [ 957185.7979762815, 806867.4384876431, 150318.3594886387, 22319598.662664536, 41575009.88925384, -19255411.22658932 ], [ 957.185798, 806.867438, 150.318359, 22319.598663, 41575.009889, -19255.411227 ], [ 0.382824, 0.322704, 0.060119, 0.216707, 0.241559, 0 ], [ 852.959171, 852.959171, 852.959171, 852.959171, 852.959171, 852.959171 ], [ -132592, -64869, -84458, -39806088, -13837927, -28777211 ], [ 3.410275, 6.072729, 1.631411, 1.390932, 3.180837, 0.493672 ], [ 107, 53, 54, 107, 53, 54 ], [ 63, 31, 32, 63, 31, 32 ], [ 44, 22, 22, 44, 22, 22 ], [ 58.878505, 58.490566, 59.259259, 58.878505, 58.490566, 59.259259 ], [ 2.381779, 4.309679, 1.121595, 0.971444, 2.257368, 0.3394 ], [ 324682, 324682, 50684, 38298885, 38298885, 2582822 ], [ -44366, -31336, -44366, -22225436, -6729250, -22225436 ], [ 67, 82, 53, 67, 82, 53 ], [ 80, 95, 67, 80, 95, 67 ], [ 49, 64, 33, 49, 64, 33 ], [ 7270, 4374, 2896, 7270, 4374, 2896 ], [ 145.818793, 165.152126, 145.818793, 145.818793, 165.152126, 145.818793 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -108821, -325763, -454340, 358968, -163128, -758670 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542240000000, "first_datapoint_time": 1547827200000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758253143692, "expiration_time": 1764720864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 195, "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) |
---|