Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810963.3799 | 734297.2009 | 76666.179 | 4036002.3876 | 5075326.0585 | -1039323.6709 |
Total P&L (%) | 810.9634 | 734.2972 | 76.6662 | 4036.0024 | 5075.3261 | -1039.3237 |
Avg Daily Profit (%) | 0.3243 | 0.2937 | 0.0307 | 0.149 | 0.158 | 0 |
Buy And Hold Return (%) | 943.1116 | 943.1116 | 943.1116 | 943.1116 | 943.1116 | 943.1116 |
Max Trade Drawdown | -122036 | -51881 | -96709 | -1819257 | -838096 | -2347804 |
Profit Factor | 2.8539 | 4.865 | 1.3098 | 1.7284 | 3.2027 | 0.6789 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 53.6585 | 51.2195 | 56.0976 | 53.6585 | 51.2195 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.4647 | 4.6333 | 1.0251 | 1.4927 | 3.0502 | 0.5313 |
Largest Winning Trade | 317623 | 317623 | 50827 | 3349848 | 3349848 | 479881 |
Largest Losing Trade | -68712 | -39213 | -68712 | -1045925 | -609590 | -1045925 |
Avg Bars in Trades | 85 | 99 | 71 | 85 | 99 | 71 |
Avg Bars in Winners | 100 | 123 | 78 | 100 | 123 | 78 |
Avg Bars in Losers | 68 | 74 | 61 | 68 | 74 | 61 |
Bars Traded | 7006 | 4082 | 2923 | 7006 | 4082 | 2923 |
Profit Streak | 79.1511 | 101.4844 | 0 | 79.1511 | 101.4844 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158974 | -148489 | -316731 | -1298 | 485095 | -579951 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541923200000, "first_datapoint_time": 1548777600000, "last_datapoint_time": 1757923200000, "evaluation_time": 1757936255034, "expiration_time": 1764404064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 239, "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": [ [ 810963.379948209, 734297.2009181355, 76666.1790300737, 4036002.3876015125, 5075326.058477823, -1039323.6708763099 ], [ 810.96338, 734.297201, 76.666179, 4036.002388, 5075.326058, -1039.323671 ], [ 0.324343, 0.29368, 0.030662, 0.148984, 0.157963, 0 ], [ 943.11156, 943.11156, 943.11156, 943.11156, 943.11156, 943.11156 ], [ -122036, -51881, -96709, -1819257, -838096, -2347804 ], [ 2.853898, 4.864968, 1.309826, 1.728398, 3.202684, 0.678902 ], [ 82, 41, 41, 82, 41, 41 ], [ 44, 21, 23, 44, 21, 23 ], [ 38, 20, 18, 38, 20, 18 ], [ 53.658537, 51.219512, 56.097561, 53.658537, 51.219512, 56.097561 ], [ 2.46473, 4.633303, 1.025081, 1.492707, 3.050175, 0.531314 ], [ 317623, 317623, 50827, 3349848, 3349848, 479881 ], [ -68712, -39213, -68712, -1045925, -609590, -1045925 ], [ 85, 99, 71, 85, 99, 71 ], [ 100, 123, 78, 100, 123, 78 ], [ 68, 74, 61, 68, 74, 61 ], [ 7006, 4082, 2923, 7006, 4082, 2923 ], [ 79.1511, 101.484433, 0, 79.1511, 101.484433, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -158974, -148489, -316731, -1298, 485095, -579951 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541923200000, "first_datapoint_time": 1548777600000, "last_datapoint_time": 1757923200000, "evaluation_time": 1757936255034, "expiration_time": 1764404064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 239, "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) |
---|