Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1163143.2563 | 963458.3934 | 199684.8629 | 64189764.8543 | 61520546.1713 | 2669218.683 |
Total P&L (%) | 1163.1433 | 963.4584 | 199.6849 | 64189.7649 | 61520.5462 | 2669.2187 |
Avg Daily Profit (%) | 0.4652 | 0.3853 | 0.0799 | 0.2589 | 0.2572 | 0.1329 |
Buy And Hold Return (%) | 769.6531 | 769.6531 | 769.6531 | 769.6531 | 769.6531 | 769.6531 |
Max Trade Drawdown | -98742 | -71232 | -87657 | -27368767 | -19059365 | -26135294 |
Profit Factor | 2.8464 | 3.8311 | 1.6894 | 1.5499 | 1.9633 | 1.0505 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Losing Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Profitability (%) | 54.6099 | 57.1429 | 52.1127 | 54.6099 | 57.1429 | 52.1127 |
Ratio Avg Win / Avg Loss | 2.3659 | 2.8734 | 1.5525 | 1.2883 | 1.4725 | 0.9653 |
Largest Winning Trade | 284560 | 284560 | 63153 | 38268050 | 38268050 | 9438283 |
Largest Losing Trade | -41823 | -41823 | -39078 | -19059365 | -19059365 | -9461755 |
Avg Bars in Trades | 51 | 59 | 43 | 51 | 59 | 43 |
Avg Bars in Winners | 62 | 70 | 54 | 62 | 70 | 54 |
Avg Bars in Losers | 37 | 45 | 31 | 37 | 45 | 31 |
Bars Traded | 7247 | 4186 | 3061 | 7247 | 4186 | 3061 |
Profit Streak | 69.52 | 128.1867 | 69.52 | 69.52 | 128.1867 | 69.52 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 271091 | -163173 | -334747 | 435320 | -81149 | -270355 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542153600000, "first_datapoint_time": 1546128000000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758169728950, "expiration_time": 1764634464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 139, "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": [ [ 1163143.2562904123, 963458.393435495, 199684.8628549173, 64189764.8543427, 61520546.17132045, 2669218.68302227 ], [ 1163.143256, 963.458393, 199.684863, 64189.764854, 61520.546171, 2669.218683 ], [ 0.465196, 0.385332, 0.079863, 0.25894, 0.25724, 0.132917 ], [ 769.653082, 769.653082, 769.653082, 769.653082, 769.653082, 769.653082 ], [ -98742, -71232, -87657, -27368767, -19059365, -26135294 ], [ 2.846426, 3.831143, 1.689434, 1.549946, 1.963316, 1.050499 ], [ 141, 70, 71, 141, 70, 71 ], [ 77, 40, 37, 77, 40, 37 ], [ 64, 30, 34, 64, 30, 34 ], [ 54.609929, 57.142857, 52.112676, 54.609929, 57.142857, 52.112676 ], [ 2.365861, 2.873357, 1.552453, 1.288267, 1.472487, 0.965323 ], [ 284560, 284560, 63153, 38268050, 38268050, 9438283 ], [ -41823, -41823, -39078, -19059365, -19059365, -9461755 ], [ 51, 59, 43, 51, 59, 43 ], [ 62, 70, 54, 62, 70, 54 ], [ 37, 45, 31, 37, 45, 31 ], [ 7247, 4186, 3061, 7247, 4186, 3061 ], [ 69.520011, 128.186678, 69.520011, 69.520011, 128.186678, 69.520011 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 271091, -163173, -334747, 435320, -81149, -270355 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542153600000, "first_datapoint_time": 1546128000000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758169728950, "expiration_time": 1764634464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 139, "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) |
---|