Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1230824.4679 | 958459.5739 | 272364.894 | 182229000.961 | 160981905.9158 | 21247095.0452 |
Total P&L (%) | 1230.8245 | 958.4596 | 272.3649 | 182229.001 | 160981.9059 | 21247.095 |
Avg Daily Profit (%) | 0.4922 | 0.3833 | 0.1089 | 0.3007 | 0.2957 | 0.2147 |
Buy And Hold Return (%) | 892.4019 | 892.4019 | 892.4019 | 892.4019 | 892.4019 | 892.4019 |
Max Trade Drawdown | -86423 | -48665 | -73588 | -30503394 | -9548376 | -29160038 |
Profit Factor | 6.5797 | 10.4949 | 3.2764 | 4.8588 | 11.6803 | 1.6608 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 17 | 9 | 8 | 17 | 9 | 8 |
Profitability (%) | 72.1311 | 70 | 74.1935 | 72.1311 | 70 | 74.1935 |
Ratio Avg Win / Avg Loss | 2.5421 | 4.4978 | 1.1396 | 1.8773 | 5.0058 | 0.5777 |
Largest Winning Trade | 340743 | 340743 | 39469 | 79727757 | 79727757 | 9750109 |
Largest Losing Trade | -73588 | -38475 | -73588 | -29160038 | -7366479 | -29160038 |
Avg Bars in Trades | 116 | 125 | 108 | 116 | 125 | 108 |
Avg Bars in Winners | 122 | 123 | 122 | 122 | 123 | 122 |
Avg Bars in Losers | 101 | 131 | 66 | 101 | 131 | 66 |
Bars Traded | 7119 | 3771 | 3348 | 7119 | 3771 | 3348 |
Profit Streak | 333.3692 | 350.3692 | 333.3692 | 333.3692 | 350.3692 | 333.3692 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -190458 | -120727 | -203768 | -145135 | 765813 | 466996 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1542384000000, "first_datapoint_time": 1549238400000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758415900773, "expiration_time": 1764894528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "wma", "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": [ [ 1230824.4679196929, 958459.5738771341, 272364.8940425583, 182229000.9610294, 160981905.91580123, 21247095.045228172 ], [ 1230.824468, 958.459574, 272.364894, 182229.000961, 160981.905916, 21247.095045 ], [ 0.492198, 0.383281, 0.108917, 0.300707, 0.295737, 0.214713 ], [ 892.401871, 892.401871, 892.401871, 892.401871, 892.401871, 892.401871 ], [ -86423, -48665, -73588, -30503394, -9548376, -29160038 ], [ 6.57965, 10.494916, 3.2764, 4.8588, 11.680293, 1.660844 ], [ 61, 30, 31, 61, 30, 31 ], [ 44, 21, 23, 44, 21, 23 ], [ 17, 9, 8, 17, 9, 8 ], [ 72.131148, 70, 74.193548, 72.131148, 70, 74.193548 ], [ 2.542138, 4.497821, 1.139618, 1.877264, 5.00584, 0.577685 ], [ 340743, 340743, 39469, 79727757, 79727757, 9750109 ], [ -73588, -38475, -73588, -29160038, -7366479, -29160038 ], [ 116, 125, 108, 116, 125, 108 ], [ 122, 123, 122, 122, 123, 122 ], [ 101, 131, 66, 101, 131, 66 ], [ 7119, 3771, 3348, 7119, 3771, 3348 ], [ 333.369222, 350.369222, 333.369222, 333.369222, 350.369222, 333.369222 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -190458, -120727, -203768, -145135, 765813, 466996 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1542384000000, "first_datapoint_time": 1549238400000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758415900773, "expiration_time": 1764894528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "wma", "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) |
---|