Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941941.9592 | 839422.6636 | 102519.2956 | 7303825.5096 | 6753595.6658 | 550229.8438 |
Total P&L (%) | 941.942 | 839.4227 | 102.5193 | 7303.8255 | 6753.5957 | 550.2298 |
Avg Daily Profit (%) | 0.3767 | 0.3357 | 0.041 | 0.1723 | 0.1692 | 0.0749 |
Buy And Hold Return (%) | 701.4105 | 701.4105 | 701.4105 | 701.4105 | 701.4105 | 701.4105 |
Max Trade Drawdown | -130769 | -106774 | -80205 | -1656940 | -862391 | -1374121 |
Profit Factor | 2.3488 | 3.1555 | 1.3319 | 2.0458 | 2.7931 | 1.171 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 49.0196 | 46.0526 | 51.9481 | 49.0196 | 46.0526 | 51.9481 |
Ratio Avg Win / Avg Loss | 2.4428 | 3.6964 | 1.232 | 2.1277 | 3.2719 | 1.0832 |
Largest Winning Trade | 336252 | 336252 | 62818 | 2811094 | 2811094 | 609905 |
Largest Losing Trade | -53088 | -40240 | -53088 | -1009428 | -560594 | -1009428 |
Avg Bars in Trades | 47 | 58 | 36 | 47 | 58 | 36 |
Avg Bars in Winners | 58 | 67 | 49 | 58 | 67 | 49 |
Avg Bars in Losers | 37 | 50 | 23 | 37 | 50 | 23 |
Bars Traded | 7282 | 4441 | 2841 | 7282 | 4441 | 2841 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44647 | -140327 | -345341 | 435970 | -37887 | -332397 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542124800000, "first_datapoint_time": 1546041600000, "last_datapoint_time": 1758124800000, "evaluation_time": 1758141781698, "expiration_time": 1764605664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 137, "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": [ [ 941941.9591819016, 839422.6635878908, 102519.2955940111, 7303825.509596542, 6753595.665773793, 550229.8438227508 ], [ 941.941959, 839.422664, 102.519296, 7303.82551, 6753.595666, 550.229844 ], [ 0.376727, 0.335725, 0.041002, 0.172309, 0.169215, 0.074904 ], [ 701.410542, 701.410542, 701.410542, 701.410542, 701.410542, 701.410542 ], [ -130769, -106774, -80205, -1656940, -862391, -1374121 ], [ 2.34881, 3.155497, 1.331867, 2.045847, 2.793089, 1.171028 ], [ 153, 76, 77, 153, 76, 77 ], [ 75, 35, 40, 75, 35, 40 ], [ 78, 41, 37, 78, 41, 37 ], [ 49.019608, 46.052632, 51.948052, 49.019608, 46.052632, 51.948052 ], [ 2.442763, 3.696439, 1.231977, 2.127681, 3.271904, 1.083201 ], [ 336252, 336252, 62818, 2811094, 2811094, 609905 ], [ -53088, -40240, -53088, -1009428, -560594, -1009428 ], [ 47, 58, 36, 47, 58, 36 ], [ 58, 67, 49, 58, 67, 49 ], [ 37, 50, 23, 37, 50, 23 ], [ 7282, 4441, 2841, 7282, 4441, 2841 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -44647, -140327, -345341, 435970, -37887, -332397 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542124800000, "first_datapoint_time": 1546041600000, "last_datapoint_time": 1758124800000, "evaluation_time": 1758141781698, "expiration_time": 1764605664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 137, "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) |
---|