Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798719.1714 | 696027.9161 | 102691.2553 | 8997417.1271 | 7671832.0464 | 1325585.0807 |
Total P&L (%) | 798.7192 | 696.0279 | 102.6913 | 8997.4171 | 7671.832 | 1325.5851 |
Avg Daily Profit (%) | 0.3194 | 0.2784 | 0.0411 | 0.1806 | 0.1743 | 0.1063 |
Buy And Hold Return (%) | 707.2641 | 707.2641 | 707.2641 | 707.2641 | 707.2641 | 707.2641 |
Max Trade Drawdown | -89476 | -65137 | -68830 | -1837158 | -1102634 | -1982276 |
Profit Factor | 1.7636 | 2.3155 | 1.1986 | 1.6146 | 2.0132 | 1.1876 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 139 | 65 | 74 | 139 | 65 | 74 |
Losing Trades | 215 | 112 | 103 | 215 | 112 | 103 |
Profitability (%) | 39.2655 | 36.7232 | 41.8079 | 39.2655 | 36.7232 | 41.8079 |
Ratio Avg Win / Avg Loss | 2.7278 | 3.9897 | 1.6684 | 2.4974 | 3.4689 | 1.653 |
Largest Winning Trade | 184065 | 184065 | 58009 | 3324088 | 3324088 | 1045727 |
Largest Losing Trade | -26754 | -23481 | -26754 | -849298 | -799786 | -849298 |
Avg Bars in Trades | 20 | 22 | 19 | 20 | 22 | 19 |
Avg Bars in Winners | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Losers | 12 | 13 | 10 | 12 | 13 | 10 |
Bars Traded | 7372 | 3894 | 3479 | 7372 | 3894 | 3479 |
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 | -115191 | -157175 | -307263 | 319758 | 256656 | -73982 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541980800000, "first_datapoint_time": 1543708800000, "last_datapoint_time": 1757980800000, "evaluation_time": 1758000271761, "expiration_time": 1764461664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 8, "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": [ [ 798719.1713884649, 696027.9160811774, 102691.2553072881, 8997417.127105076, 7671832.046415584, 1325585.080689487 ], [ 798.719171, 696.027916, 102.691255, 8997.417127, 7671.832046, 1325.585081 ], [ 0.319446, 0.278374, 0.041071, 0.180562, 0.174252, 0.106329 ], [ 707.26408, 707.26408, 707.26408, 707.26408, 707.26408, 707.26408 ], [ -89476, -65137, -68830, -1837158, -1102634, -1982276 ], [ 1.76355, 2.315474, 1.198647, 1.614596, 2.013185, 1.187559 ], [ 354, 177, 177, 354, 177, 177 ], [ 139, 65, 74, 139, 65, 74 ], [ 215, 112, 103, 215, 112, 103 ], [ 39.265537, 36.723164, 41.80791, 39.265537, 36.723164, 41.80791 ], [ 2.727793, 3.989739, 1.668388, 2.497396, 3.468872, 1.652953 ], [ 184065, 184065, 58009, 3324088, 3324088, 1045727 ], [ -26754, -23481, -26754, -849298, -799786, -849298 ], [ 20, 22, 19, 20, 22, 19 ], [ 33, 35, 31, 33, 35, 31 ], [ 12, 13, 10, 12, 13, 10 ], [ 7372, 3894, 3479, 7372, 3894, 3479 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -115191, -157175, -307263, 319758, 256656, -73982 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541980800000, "first_datapoint_time": 1543708800000, "last_datapoint_time": 1757980800000, "evaluation_time": 1758000271761, "expiration_time": 1764461664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 8, "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) |
---|