Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1033077.6585 | 851458.5251 | 181619.1333 | 27436368.9749 | 22671663.2516 | 4764705.7233 |
Total P&L (%) | 1033.0777 | 851.4585 | 181.6191 | 27436.369 | 22671.6633 | 4764.7057 |
Avg Daily Profit (%) | 0.4132 | 0.3405 | 0.0726 | 0.2249 | 0.2173 | 0.1555 |
Buy And Hold Return (%) | 817.6851 | 817.6851 | 817.6851 | 817.6851 | 817.6851 | 817.6851 |
Max Trade Drawdown | -91746 | -81028 | -58458 | -2529294 | -1896692 | -1252998 |
Profit Factor | 3.5861 | 5.2674 | 1.9084 | 5.6177 | 7.608 | 2.8978 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Losing Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Profitability (%) | 58.6207 | 65.1163 | 52.2727 | 58.6207 | 65.1163 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.5314 | 2.8218 | 1.7424 | 3.9654 | 4.0757 | 2.6458 |
Largest Winning Trade | 339054 | 339054 | 55076 | 10976419 | 10976419 | 1479797 |
Largest Losing Trade | -58458 | -50113 | -58458 | -762168 | -762168 | -583623 |
Avg Bars in Trades | 79 | 102 | 56 | 79 | 102 | 56 |
Avg Bars in Winners | 96 | 100 | 91 | 96 | 100 | 91 |
Avg Bars in Losers | 54 | 105 | 18 | 54 | 105 | 18 |
Bars Traded | 6893 | 4398 | 2495 | 6893 | 4398 | 2495 |
Profit Streak | 433.3004 | 444.6337 | 433.3004 | 433.3004 | 444.6337 | 433.3004 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64427 | -132312 | -256399 | 694045 | 723566 | 508256 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542528000000, "first_datapoint_time": 1548518400000, "last_datapoint_time": 1758528000000, "evaluation_time": 1758553953408, "expiration_time": 1765008864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 209, "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": [ [ 1033077.6584915002, 851458.5251449159, 181619.1333465842, 27436368.974885922, 22671663.25162012, 4764705.723265806 ], [ 1033.077658, 851.458525, 181.619133, 27436.368975, 22671.663252, 4764.705723 ], [ 0.413177, 0.340538, 0.072638, 0.224947, 0.217331, 0.155484 ], [ 817.685073, 817.685073, 817.685073, 817.685073, 817.685073, 817.685073 ], [ -91746, -81028, -58458, -2529294, -1896692, -1252998 ], [ 3.586138, 5.267371, 1.908369, 5.617714, 7.608012, 2.897827 ], [ 87, 43, 44, 87, 43, 44 ], [ 51, 28, 23, 51, 28, 23 ], [ 36, 15, 21, 36, 15, 21 ], [ 58.62069, 65.116279, 52.272727, 58.62069, 65.116279, 52.272727 ], [ 2.531391, 2.821806, 1.742424, 3.965446, 4.075721, 2.645842 ], [ 339054, 339054, 55076, 10976419, 10976419, 1479797 ], [ -58458, -50113, -58458, -762168, -762168, -583623 ], [ 79, 102, 56, 79, 102, 56 ], [ 96, 100, 91, 96, 100, 91 ], [ 54, 105, 18, 54, 105, 18 ], [ 6893, 4398, 2495, 6893, 4398, 2495 ], [ 433.300387, 444.63372, 433.300387, 433.300387, 444.63372, 433.300387 ], [ 8, 5, 4, 8, 5, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -64427, -132312, -256399, 694045, 723566, 508256 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542528000000, "first_datapoint_time": 1548518400000, "last_datapoint_time": 1758528000000, "evaluation_time": 1758553953408, "expiration_time": 1765008864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 209, "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) |
---|