Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 983007.4521 | 833487.9307 | 149519.5214 | 17094615.2091 | 16813091.7494 | 281523.4597 |
Total P&L (%) | 983.0075 | 833.4879 | 149.5195 | 17094.6152 | 16813.0917 | 281.5235 |
Avg Daily Profit (%) | 0.3932 | 0.3334 | 0.0598 | 0.2061 | 0.2054 | 0.0536 |
Buy And Hold Return (%) | 870.1223 | 870.1223 | 870.1223 | 870.1223 | 870.1223 | 870.1223 |
Max Trade Drawdown | -124692 | -79161 | -81092 | -8467948 | -4197728 | -6212143 |
Profit Factor | 3.8868 | 5.5198 | 1.9578 | 1.9962 | 3.0145 | 1.0319 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 54.2857 | 48.5714 | 60 | 54.2857 | 48.5714 | 60 |
Ratio Avg Win / Avg Loss | 3.2731 | 5.8445 | 1.3052 | 1.681 | 3.1918 | 0.688 |
Largest Winning Trade | 322422 | 322422 | 49885 | 8991353 | 8991353 | 1823670 |
Largest Losing Trade | -44625 | -29684 | -44625 | -2444255 | -1834179 | -2444255 |
Avg Bars in Trades | 96 | 124 | 67 | 96 | 124 | 67 |
Avg Bars in Winners | 106 | 138 | 81 | 106 | 138 | 81 |
Avg Bars in Losers | 83 | 111 | 48 | 83 | 111 | 48 |
Bars Traded | 6735 | 4357 | 2377 | 6735 | 4357 | 2377 |
Profit Streak | 123.9409 | 123.9409 | 190.6076 | 123.9409 | 123.9409 | 190.6076 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -205734 | -148423 | -274367 | -85103 | 498335 | -472346 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541779200000, "first_datapoint_time": 1547856000000, "last_datapoint_time": 1757779200000, "evaluation_time": 1757802895487, "expiration_time": 1764260064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 212, "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": [ [ 983007.4520567195, 833487.9306758133, 149519.5213809058, 17094615.20906113, 16813091.749408588, 281523.4596525428 ], [ 983.007452, 833.487931, 149.519521, 17094.615209, 16813.091749, 281.52346 ], [ 0.393151, 0.333351, 0.0598, 0.206072, 0.205411, 0.053567 ], [ 870.122312, 870.122312, 870.122312, 870.122312, 870.122312, 870.122312 ], [ -124692, -79161, -81092, -8467948, -4197728, -6212143 ], [ 3.88684, 5.519837, 1.957804, 1.996162, 3.014475, 1.031939 ], [ 70, 35, 35, 70, 35, 35 ], [ 38, 17, 21, 38, 17, 21 ], [ 32, 18, 14, 32, 18, 14 ], [ 54.285714, 48.571429, 60, 54.285714, 48.571429, 60 ], [ 3.273128, 5.844533, 1.305202, 1.680979, 3.191797, 0.68796 ], [ 322422, 322422, 49885, 8991353, 8991353, 1823670 ], [ -44625, -29684, -44625, -2444255, -1834179, -2444255 ], [ 96, 124, 67, 96, 124, 67 ], [ 106, 138, 81, 106, 138, 81 ], [ 83, 111, 48, 83, 111, 48 ], [ 6735, 4357, 2377, 6735, 4357, 2377 ], [ 123.94092, 123.94092, 190.607587, 123.94092, 123.94092, 190.607587 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -205734, -148423, -274367, -85103, 498335, -472346 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541779200000, "first_datapoint_time": 1547856000000, "last_datapoint_time": 1757779200000, "evaluation_time": 1757802895487, "expiration_time": 1764260064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 212, "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) |
---|