Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832193.5716 | 717765.3705 | 114428.2011 | 6128447.4002 | 10691474.6783 | -4563027.2781 |
Total P&L (%) | 832.1936 | 717.7654 | 114.4282 | 6128.4474 | 10691.4747 | -4563.0273 |
Avg Daily Profit (%) | 0.3328 | 0.2871 | 0.0458 | 0.1654 | 0.1874 | 0 |
Buy And Hold Return (%) | 881.078 | 881.078 | 881.078 | 881.078 | 881.078 | 881.078 |
Max Trade Drawdown | -147118 | -62696 | -137306 | -4882901 | -330737 | -5289218 |
Profit Factor | 3.0147 | 6.8188 | 1.395 | 1.7467 | 20.8707 | 0.405 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Losing Trades | 23 | 8 | 15 | 23 | 8 | 15 |
Profitability (%) | 67.1429 | 77.1429 | 57.1429 | 67.1429 | 77.1429 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.4753 | 2.0204 | 1.0462 | 0.8548 | 6.1839 | 0.3037 |
Largest Winning Trade | 178920 | 178920 | 65448 | 4934867 | 4934867 | 457990 |
Largest Losing Trade | -79021 | -44333 | -79021 | -4882901 | -225496 | -4882901 |
Avg Bars in Trades | 98 | 107 | 89 | 98 | 107 | 89 |
Avg Bars in Winners | 109 | 94 | 130 | 109 | 94 | 130 |
Avg Bars in Losers | 75 | 149 | 35 | 75 | 149 | 35 |
Bars Traded | 6885 | 3752 | 3133 | 6885 | 3752 | 3133 |
Profit Streak | 58.8671 | 549.5338 | 0 | 58.8671 | 549.5338 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -247674 | -143573 | -295983 | -87471 | 768698 | -579861 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541779200000, "first_datapoint_time": 1548172800000, "last_datapoint_time": 1757779200000, "evaluation_time": 1757796516680, "expiration_time": 1764260064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 223, "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": [ [ 832193.5716111332, 717765.3704746715, 114428.2011364618, 6128447.400222253, 10691474.67827485, -4563027.278052596 ], [ 832.193572, 717.76537, 114.428201, 6128.4474, 10691.474678, -4563.027278 ], [ 0.332833, 0.287068, 0.045765, 0.165383, 0.187404, 0 ], [ 881.078018, 881.078018, 881.078018, 881.078018, 881.078018, 881.078018 ], [ -147118, -62696, -137306, -4882901, -330737, -5289218 ], [ 3.014741, 6.818763, 1.39499, 1.746749, 20.870661, 0.404987 ], [ 70, 35, 35, 70, 35, 35 ], [ 47, 27, 20, 47, 27, 20 ], [ 23, 8, 15, 23, 8, 15 ], [ 67.142857, 77.142857, 57.142857, 67.142857, 77.142857, 57.142857 ], [ 1.475299, 2.020374, 1.046243, 0.854792, 6.1839, 0.30374 ], [ 178920, 178920, 65448, 4934867, 4934867, 457990 ], [ -79021, -44333, -79021, -4882901, -225496, -4882901 ], [ 98, 107, 89, 98, 107, 89 ], [ 109, 94, 130, 109, 94, 130 ], [ 75, 149, 35, 75, 149, 35 ], [ 6885, 3752, 3133, 6885, 3752, 3133 ], [ 58.867091, 549.533758, 0, 58.867091, 549.533758, 0 ], [ 1, 6, 0, 1, 6, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -247674, -143573, -295983, -87471, 768698, -579861 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541779200000, "first_datapoint_time": 1548172800000, "last_datapoint_time": 1757779200000, "evaluation_time": 1757796516680, "expiration_time": 1764260064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 223, "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) |
---|