Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606608.509 | 544313.9285 | 62294.5804 | -7851414.9686 | 10776850.2107 | -18628265.1793 |
Total P&L (%) | 606.6085 | 544.3139 | 62.2946 | -7851.415 | 10776.8502 | -18628.2652 |
Avg Daily Profit (%) | 0.2426 | 0.2177 | 0.0249 | 0 | 0.1877 | 0 |
Buy And Hold Return (%) | 935.1436 | 935.1436 | 935.1436 | 935.1436 | 935.1436 | 935.1436 |
Max Trade Drawdown | -143516 | -77003 | -137104 | -22982416 | -1976685 | -21362886 |
Profit Factor | 2.654 | 6.6002 | 1.2311 | 0.7072 | 4.1323 | 0.2029 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 41 | 22 | 19 | 42 | 23 | 19 |
Losing Trades | 21 | 9 | 12 | 20 | 8 | 12 |
Profitability (%) | 66.129 | 70.9677 | 61.2903 | 67.7419 | 74.1935 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.3594 | 2.7001 | 0.7775 | 0.3367 | 1.4373 | 0.1282 |
Largest Winning Trade | 116307 | 116307 | 45376 | 8072627 | 8072627 | 772127 |
Largest Losing Trade | -137104 | -39063 | -137104 | -20584053 | -1976685 | -20584053 |
Avg Bars in Trades | 113 | 111 | 115 | 113 | 111 | 115 |
Avg Bars in Winners | 116 | 116 | 116 | 108 | 94 | 124 |
Avg Bars in Losers | 108 | 100 | 114 | 125 | 160 | 101 |
Bars Traded | 7052 | 3470 | 3582 | 7052 | 3470 | 3582 |
Profit Streak | 0 | 0 | 0 | 63.541 | 63.541 | 202.8743 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -309833 | -146382 | -325949 | -736004 | 634880 | -578762 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1548691200000, "last_datapoint_time": 1758096000000, "evaluation_time": 1758113939160, "expiration_time": 1764577728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 231, "offset": 0, "a": 0.74005 } } }
{ "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": [ [ 606608.5089545836, 544313.9285407807, 62294.5804138027, -7851414.968619694, 10776850.210706184, -18628265.17932588 ], [ 606.608509, 544.313929, 62.29458, -7851.414969, 10776.850211, -18628.265179 ], [ 0.242578, 0.217667, 0.024911, 0, 0.187695, 0 ], [ 935.143551, 935.143551, 935.143551, 935.143551, 935.143551, 935.143551 ], [ -143516, -77003, -137104, -22982416, -1976685, -21362886 ], [ 2.653994, 6.600202, 1.231099, 0.707157, 4.132272, 0.202912 ], [ 62, 31, 31, 62, 31, 31 ], [ 41, 22, 19, 42, 23, 19 ], [ 21, 9, 12, 20, 8, 12 ], [ 66.129032, 70.967742, 61.290323, 67.741935, 74.193548, 61.290323 ], [ 1.359363, 2.700083, 0.777536, 0.336741, 1.437312, 0.128155 ], [ 116307, 116307, 45376, 8072627, 8072627, 772127 ], [ -137104, -39063, -137104, -20584053, -1976685, -20584053 ], [ 113, 111, 115, 113, 111, 115 ], [ 116, 116, 116, 108, 94, 124 ], [ 108, 100, 114, 125, 160, 101 ], [ 7052, 3470, 3582, 7052, 3470, 3582 ], [ 0, 0, 0, 63.540962, 63.540962, 202.874296 ], [ 0, 0, 0, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -309833, -146382, -325949, -736004, 634880, -578762 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1548691200000, "last_datapoint_time": 1758096000000, "evaluation_time": 1758113939160, "expiration_time": 1764577728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 231, "offset": 0, "a": 0.74005 } } }
# | 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) |
---|