Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1013457.9083 | 800654.2897 | 212803.6186 | 53675478.5422 | 66392288.2898 | -12716809.7476 |
Total P&L (%) | 1013.4579 | 800.6543 | 212.8036 | 53675.4785 | 66392.2883 | -12716.8097 |
Avg Daily Profit (%) | 0.4053 | 0.3202 | 0.0851 | 0.2518 | 0.2603 | 0 |
Buy And Hold Return (%) | 724.1131 | 724.1131 | 724.1131 | 724.1131 | 724.1131 | 724.1131 |
Max Trade Drawdown | -82514 | -44128 | -94942 | -29962584 | -5490071 | -38160385 |
Profit Factor | 2.7245 | 4.3182 | 1.6143 | 1.658 | 3.7608 | 0.7789 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 132 | 65 | 67 | 132 | 65 | 67 |
Losing Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Profitability (%) | 59.1928 | 58.5586 | 59.8214 | 59.1928 | 58.5586 | 59.8214 |
Ratio Avg Win / Avg Loss | 1.8782 | 3.0559 | 1.0843 | 1.143 | 2.6615 | 0.5232 |
Largest Winning Trade | 168332 | 168332 | 47451 | 21723384 | 21723384 | 5521415 |
Largest Losing Trade | -61779 | -37200 | -61779 | -26713882 | -4735309 | -26713882 |
Avg Bars in Trades | 32 | 34 | 31 | 32 | 34 | 31 |
Avg Bars in Winners | 37 | 37 | 38 | 37 | 37 | 38 |
Avg Bars in Losers | 25 | 30 | 20 | 25 | 30 | 20 |
Bars Traded | 7315 | 3825 | 3490 | 7315 | 3825 | 3490 |
Profit Streak | 0 | 55.4525 | 0 | 0 | 55.4525 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24112 | -114278 | -242142 | 463257 | 636936 | -579761 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542384000000, "first_datapoint_time": 1546358400000, "last_datapoint_time": 1758384000000, "evaluation_time": 1758394294012, "expiration_time": 1764864864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 2, "offset": 135 } } }
{ "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": [ [ 1013457.9082961772, 800654.2897242913, 212803.6185718864, 53675478.54220565, 66392288.28982505, -12716809.747619392 ], [ 1013.457908, 800.65429, 212.803619, 53675.478542, 66392.28829, -12716.809748 ], [ 0.40533, 0.320219, 0.08511, 0.251779, 0.260291, 0 ], [ 724.113082, 724.113082, 724.113082, 724.113082, 724.113082, 724.113082 ], [ -82514, -44128, -94942, -29962584, -5490071, -38160385 ], [ 2.72449, 4.318153, 1.614346, 1.65804, 3.76083, 0.778918 ], [ 223, 111, 112, 223, 111, 112 ], [ 132, 65, 67, 132, 65, 67 ], [ 91, 46, 45, 91, 46, 45 ], [ 59.192825, 58.558559, 59.821429, 59.192825, 58.558559, 59.821429 ], [ 1.878247, 3.055924, 1.084262, 1.143043, 2.661511, 0.523154 ], [ 168332, 168332, 47451, 21723384, 21723384, 5521415 ], [ -61779, -37200, -61779, -26713882, -4735309, -26713882 ], [ 32, 34, 31, 32, 34, 31 ], [ 37, 37, 38, 37, 37, 38 ], [ 25, 30, 20, 25, 30, 20 ], [ 7315, 3825, 3490, 7315, 3825, 3490 ], [ 0, 55.452477, 0, 0, 55.452477, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -24112, -114278, -242142, 463257, 636936, -579761 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542384000000, "first_datapoint_time": 1546358400000, "last_datapoint_time": 1758384000000, "evaluation_time": 1758394294012, "expiration_time": 1764864864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 2, "offset": 135 } } }
# | 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) |
---|