Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 816680.2209 | 730483.8421 | 86196.3789 | 6338618.6489 | 6963967.5783 | -625348.9294 |
Total P&L (%) | 816.6802 | 730.4838 | 86.1964 | 6338.6186 | 6963.9676 | -625.3489 |
Avg Daily Profit (%) | 0.3266 | 0.2922 | 0.0345 | 0.1667 | 0.1704 | 0 |
Buy And Hold Return (%) | 770.0995 | 770.0995 | 770.0995 | 770.0995 | 770.0995 | 770.0995 |
Max Trade Drawdown | -72241 | -69918 | -58350 | -2562642 | -1985799 | -1660560 |
Profit Factor | 2.8793 | 4.2962 | 1.4048 | 1.6967 | 2.4838 | 0.858 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 45.1613 | 47.8261 | 42.5532 | 45.1613 | 47.8261 | 42.5532 |
Ratio Avg Win / Avg Loss | 3.4963 | 4.6868 | 1.8964 | 2.0603 | 2.7096 | 1.1583 |
Largest Winning Trade | 282496 | 282496 | 48605 | 3686247 | 3686247 | 882126 |
Largest Losing Trade | -24550 | -24550 | -23624 | -723184 | -657010 | -723184 |
Avg Bars in Trades | 78 | 72 | 84 | 78 | 72 | 84 |
Avg Bars in Winners | 109 | 103 | 116 | 109 | 103 | 116 |
Avg Bars in Losers | 53 | 43 | 61 | 53 | 43 | 61 |
Bars Traded | 7308 | 3315 | 3993 | 7308 | 3315 | 3993 |
Profit Streak | 0 | 174.4987 | 0 | 0 | 174.4987 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133976 | -149476 | -313598 | 336039 | 457779 | -581926 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542384000000, "first_datapoint_time": 1545955200000, "last_datapoint_time": 1758384000000, "evaluation_time": 1758398286191, "expiration_time": 1764864864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 125, "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": [ [ 816680.2209493868, 730483.8420909652, 86196.3788584215, 6338618.648889983, 6963967.5783150615, -625348.9294250784 ], [ 816.680221, 730.483842, 86.196379, 6338.618649, 6963.967578, -625.348929 ], [ 0.326629, 0.292155, 0.034474, 0.166713, 0.170426, 0 ], [ 770.099473, 770.099473, 770.099473, 770.099473, 770.099473, 770.099473 ], [ -72241, -69918, -58350, -2562642, -1985799, -1660560 ], [ 2.879295, 4.296225, 1.404763, 1.6967, 2.483791, 0.858027 ], [ 93, 46, 47, 93, 46, 47 ], [ 42, 22, 20, 42, 22, 20 ], [ 51, 24, 27, 51, 24, 27 ], [ 45.16129, 47.826087, 42.553191, 45.16129, 47.826087, 42.553191 ], [ 3.496287, 4.686791, 1.89643, 2.060279, 2.709591, 1.158336 ], [ 282496, 282496, 48605, 3686247, 3686247, 882126 ], [ -24550, -24550, -23624, -723184, -657010, -723184 ], [ 78, 72, 84, 78, 72, 84 ], [ 109, 103, 116, 109, 103, 116 ], [ 53, 43, 61, 53, 43, 61 ], [ 7308, 3315, 3993, 7308, 3315, 3993 ], [ 0, 174.498683, 0, 0, 174.498683, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -133976, -149476, -313598, 336039, 457779, -581926 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542384000000, "first_datapoint_time": 1545955200000, "last_datapoint_time": 1758384000000, "evaluation_time": 1758398286191, "expiration_time": 1764864864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 125, "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) |
---|