Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 866779.5679 | 773132.9099 | 93646.6579 | 7530043.3415 | 11940484.9168 | -4410441.5753 |
Total P&L (%) | 866.7796 | 773.1329 | 93.6467 | 7530.0433 | 11940.4849 | -4410.4416 |
Avg Daily Profit (%) | 0.3464 | 0.309 | 0.0374 | 0.1734 | 0.1917 | 0 |
Buy And Hold Return (%) | 806.6043 | 806.6043 | 806.6043 | 806.6043 | 806.6043 | 806.6043 |
Max Trade Drawdown | -94402 | -79353 | -72374 | -7303168 | -1663739 | -8022259 |
Profit Factor | 2.4558 | 3.4253 | 1.3386 | 1.4496 | 2.9412 | 0.5838 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Losing Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Profitability (%) | 57.0248 | 63.9344 | 50 | 57.0248 | 63.9344 | 50 |
Ratio Avg Win / Avg Loss | 1.8508 | 1.9322 | 1.3386 | 1.0925 | 1.6592 | 0.5838 |
Largest Winning Trade | 166870 | 166870 | 65301 | 7359608 | 7359608 | 1109012 |
Largest Losing Trade | -61222 | -46136 | -61222 | -7205859 | -1045615 | -7205859 |
Avg Bars in Trades | 59 | 74 | 45 | 59 | 74 | 45 |
Avg Bars in Winners | 75 | 76 | 74 | 75 | 76 | 74 |
Avg Bars in Losers | 38 | 69 | 15 | 38 | 69 | 15 |
Bars Traded | 7225 | 4516 | 2709 | 7225 | 4516 | 2709 |
Profit Streak | 75.9356 | 85.9356 | 75.9356 | 75.9356 | 85.9356 | 75.9356 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125995 | -309170 | -476981 | 410837 | -145330 | -749400 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7506, "evaluation_days": 2502, "actual_first_datapoint_time": 1542556800000, "first_datapoint_time": 1548835200000, "last_datapoint_time": 1758700800000, "evaluation_time": 1758724037064, "expiration_time": 1765185984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 101, "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": [ [ 866779.5678811194, 773132.9099318722, 93646.657949247, 7530043.341503129, 11940484.916792529, -4410441.575289401 ], [ 866.779568, 773.13291, 93.646658, 7530.043342, 11940.484917, -4410.441575 ], [ 0.346435, 0.309006, 0.037429, 0.173399, 0.191665, 0 ], [ 806.604277, 806.604277, 806.604277, 806.604277, 806.604277, 806.604277 ], [ -94402, -79353, -72374, -7303168, -1663739, -8022259 ], [ 2.455815, 3.425266, 1.338553, 1.449642, 2.941226, 0.583754 ], [ 121, 61, 60, 121, 61, 60 ], [ 69, 39, 30, 69, 39, 30 ], [ 52, 22, 30, 52, 22, 30 ], [ 57.024793, 63.934426, 50, 57.024793, 63.934426, 50 ], [ 1.850759, 1.932202, 1.338553, 1.092484, 1.659153, 0.583754 ], [ 166870, 166870, 65301, 7359608, 7359608, 1109012 ], [ -61222, -46136, -61222, -7205859, -1045615, -7205859 ], [ 59, 74, 45, 59, 74, 45 ], [ 75, 76, 74, 75, 76, 74 ], [ 38, 69, 15, 38, 69, 15 ], [ 7225, 4516, 2709, 7225, 4516, 2709 ], [ 75.935614, 85.935614, 75.935614, 75.935614, 85.935614, 75.935614 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -125995, -309170, -476981, 410837, -145330, -749400 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7506, "evaluation_days": 2502, "actual_first_datapoint_time": 1542556800000, "first_datapoint_time": 1548835200000, "last_datapoint_time": 1758700800000, "evaluation_time": 1758724037064, "expiration_time": 1765185984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 101, "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) |
---|