Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 826619.42 | 714025.3789 | 112594.0411 | 8099702.4941 | 7100630.3458 | 999072.1483 |
Total P&L (%) | 826.6194 | 714.0254 | 112.594 | 8099.7025 | 7100.6303 | 999.0721 |
Avg Daily Profit (%) | 0.3306 | 0.2856 | 0.045 | 0.1764 | 0.1712 | 0.0959 |
Buy And Hold Return (%) | 721.6736 | 721.6736 | 721.6736 | 721.6736 | 721.6736 | 721.6736 |
Max Trade Drawdown | -153556 | -107060 | -59590 | -1424992 | -756382 | -1773728 |
Profit Factor | 2.2412 | 3.2039 | 1.3292 | 2.2018 | 3.8235 | 1.2365 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 52.9412 | 52.9412 | 52.9412 | 52.9412 | 52.9412 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.9922 | 2.8479 | 1.1815 | 1.9572 | 3.3987 | 1.0991 |
Largest Winning Trade | 234108 | 234108 | 37981 | 3236058 | 3236058 | 1071870 |
Largest Losing Trade | -51128 | -34594 | -51128 | -1188499 | -548867 | -1188499 |
Avg Bars in Trades | 53 | 76 | 30 | 53 | 76 | 30 |
Avg Bars in Winners | 63 | 87 | 40 | 63 | 87 | 40 |
Avg Bars in Losers | 41 | 65 | 18 | 41 | 65 | 18 |
Bars Traded | 7268 | 5223 | 2045 | 7268 | 5223 | 2045 |
Profit Streak | 60.0353 | 400.0353 | 60.0353 | 60.0353 | 400.0353 | 60.0353 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105398 | -258268 | -406517 | 494784 | -92659 | -219238 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541376000000, "first_datapoint_time": 1547020800000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757379045579, "expiration_time": 1763856864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 89, "offset": 241, "multiplier": 4.971 } } }
{ "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": [ [ 826619.4199785964, 714025.3788971571, 112594.0410814398, 8099702.494105164, 7100630.3457649285, 999072.1483402327 ], [ 826.61942, 714.025379, 112.594041, 8099.702494, 7100.630346, 999.072148 ], [ 0.330604, 0.285572, 0.045032, 0.176399, 0.171194, 0.095915 ], [ 721.673563, 721.673563, 721.673563, 721.673563, 721.673563, 721.673563 ], [ -153556, -107060, -59590, -1424992, -756382, -1773728 ], [ 2.241189, 3.203932, 1.329211, 2.20182, 3.823512, 1.236483 ], [ 136, 68, 68, 136, 68, 68 ], [ 72, 36, 36, 72, 36, 36 ], [ 64, 32, 32, 64, 32, 32 ], [ 52.941176, 52.941176, 52.941176, 52.941176, 52.941176, 52.941176 ], [ 1.992168, 2.84794, 1.181521, 1.957173, 3.398678, 1.099096 ], [ 234108, 234108, 37981, 3236058, 3236058, 1071870 ], [ -51128, -34594, -51128, -1188499, -548867, -1188499 ], [ 53, 76, 30, 53, 76, 30 ], [ 63, 87, 40, 63, 87, 40 ], [ 41, 65, 18, 41, 65, 18 ], [ 7268, 5223, 2045, 7268, 5223, 2045 ], [ 60.03525, 400.03525, 60.03525, 60.03525, 400.03525, 60.03525 ], [ 2, 7, 1, 2, 7, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -105398, -258268, -406517, 494784, -92659, -219238 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541376000000, "first_datapoint_time": 1547020800000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757379045579, "expiration_time": 1763856864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 89, "offset": 241, "multiplier": 4.971 } } }
# | 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) |
---|