Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 746868.5646 | 667970.274 | 78898.2906 | 6003539.0981 | 8747472.7527 | -2743933.6545 |
Total P&L (%) | 746.8686 | 667.9703 | 78.8983 | 6003.5391 | 8747.4728 | -2743.9337 |
Avg Daily Profit (%) | 0.2987 | 0.2671 | 0.0316 | 0.1645 | 0.1794 | 0 |
Buy And Hold Return (%) | 959.9449 | 959.9449 | 959.9449 | 959.9449 | 959.9449 | 959.9449 |
Max Trade Drawdown | -158068 | -108439 | -87345 | -7422503 | -5196720 | -5501156 |
Profit Factor | 2.084 | 3.0366 | 1.2185 | 1.3033 | 1.9369 | 0.7375 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 49.1803 | 48.913 | 49.4505 | 49.1803 | 48.913 | 49.4505 |
Ratio Avg Win / Avg Loss | 2.1534 | 3.1715 | 1.2456 | 1.3468 | 2.023 | 0.7539 |
Largest Winning Trade | 190183 | 190183 | 61912 | 4775336 | 4775336 | 1231640 |
Largest Losing Trade | -37722 | -37722 | -25412 | -2133369 | -2133369 | -1502108 |
Avg Bars in Trades | 38 | 43 | 33 | 38 | 43 | 33 |
Avg Bars in Winners | 51 | 67 | 34 | 51 | 67 | 34 |
Avg Bars in Losers | 26 | 20 | 32 | 26 | 20 | 32 |
Bars Traded | 7090 | 4031 | 3059 | 7090 | 4031 | 3059 |
Profit Streak | 67.0194 | 84.3528 | 67.0194 | 67.0194 | 84.3528 | 67.0194 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150912 | -150732 | -316896 | 337087 | 438257 | -580744 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1541836800000, "first_datapoint_time": 1548777600000, "last_datapoint_time": 1757865600000, "evaluation_time": 1757867279876, "expiration_time": 1764347328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 68, "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": [ [ 746868.5645826838, 667970.2739651648, 78898.2906175192, 6003539.098149051, 8747472.75268456, -2743933.654535508 ], [ 746.868565, 667.970274, 78.898291, 6003.539098, 8747.472753, -2743.933655 ], [ 0.298667, 0.267117, 0.031551, 0.164549, 0.179421, 0 ], [ 959.944934, 959.944934, 959.944934, 959.944934, 959.944934, 959.944934 ], [ -158068, -108439, -87345, -7422503, -5196720, -5501156 ], [ 2.083967, 3.036578, 1.218538, 1.303341, 1.936877, 0.737537 ], [ 183, 92, 91, 183, 92, 91 ], [ 90, 45, 45, 90, 45, 45 ], [ 93, 47, 46, 93, 47, 46 ], [ 49.180328, 48.913043, 49.450549, 49.180328, 48.913043, 49.450549 ], [ 2.153433, 3.171537, 1.245617, 1.346785, 2.022961, 0.753927 ], [ 190183, 190183, 61912, 4775336, 4775336, 1231640 ], [ -37722, -37722, -25412, -2133369, -2133369, -1502108 ], [ 38, 43, 33, 38, 43, 33 ], [ 51, 67, 34, 51, 67, 34 ], [ 26, 20, 32, 26, 20, 32 ], [ 7090, 4031, 3059, 7090, 4031, 3059 ], [ 67.019443, 84.352776, 67.019443, 67.019443, 84.352776, 67.019443 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150912, -150732, -316896, 337087, 438257, -580744 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1541836800000, "first_datapoint_time": 1548777600000, "last_datapoint_time": 1757865600000, "evaluation_time": 1757867279876, "expiration_time": 1764347328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 68, "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) |
---|