Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861765.7069 | 750596.2403 | 111169.4666 | 7967910.1161 | 7719312.1195 | 248597.9966 |
Total P&L (%) | 861.7657 | 750.5962 | 111.1695 | 7967.9101 | 7719.3121 | 248.598 |
Avg Daily Profit (%) | 0.3447 | 0.3002 | 0.0445 | 0.1758 | 0.1745 | 0.05 |
Buy And Hold Return (%) | 699.9423 | 699.9423 | 699.9423 | 699.9423 | 699.9423 | 699.9423 |
Max Trade Drawdown | -76177 | -34718 | -83210 | -2545995 | -1864514 | -1506989 |
Profit Factor | 2.0825 | 2.9776 | 1.2669 | 1.5765 | 2.0192 | 1.0398 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Losing Trades | 100 | 52 | 48 | 100 | 52 | 48 |
Profitability (%) | 51.2195 | 49.5146 | 52.9412 | 51.2195 | 49.5146 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.9834 | 3.036 | 1.1261 | 1.5015 | 2.0588 | 0.9243 |
Largest Winning Trade | 291856 | 291856 | 38928 | 4733913 | 4733913 | 1167978 |
Largest Losing Trade | -44398 | -24330 | -44398 | -1457403 | -1457403 | -822831 |
Avg Bars in Trades | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Winners | 41 | 40 | 43 | 41 | 40 | 43 |
Avg Bars in Losers | 29 | 26 | 32 | 29 | 26 | 32 |
Bars Traded | 7301 | 3397 | 3904 | 7301 | 3397 | 3904 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79385 | -129150 | -299320 | 430078 | 402787 | -470294 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541664000000, "first_datapoint_time": 1543507200000, "last_datapoint_time": 1757664000000, "evaluation_time": 1757676595475, "expiration_time": 1764144864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 22, "offset": 35 } }, "second_band": { "type": "sinwma", "factors": { "length": 65, "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": [ [ 861765.7069146413, 750596.2403022671, 111169.4666123744, 7967910.116121395, 7719312.1195105, 248597.9966108963 ], [ 861.765707, 750.59624, 111.169467, 7967.910116, 7719.31212, 248.597997 ], [ 0.344661, 0.300199, 0.044462, 0.17575, 0.174496, 0.049956 ], [ 699.942331, 699.942331, 699.942331, 699.942331, 699.942331, 699.942331 ], [ -76177, -34718, -83210, -2545995, -1864514, -1506989 ], [ 2.082545, 2.977641, 1.266904, 1.576535, 2.019219, 1.039797 ], [ 205, 103, 102, 205, 103, 102 ], [ 105, 51, 54, 105, 51, 54 ], [ 100, 52, 48, 100, 52, 48 ], [ 51.219512, 49.514563, 52.941176, 51.219512, 49.514563, 52.941176 ], [ 1.983376, 3.036026, 1.126137, 1.501461, 2.058812, 0.924264 ], [ 291856, 291856, 38928, 4733913, 4733913, 1167978 ], [ -44398, -24330, -44398, -1457403, -1457403, -822831 ], [ 35, 32, 38, 35, 32, 38 ], [ 41, 40, 43, 41, 40, 43 ], [ 29, 26, 32, 29, 26, 32 ], [ 7301, 3397, 3904, 7301, 3397, 3904 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -79385, -129150, -299320, 430078, 402787, -470294 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541664000000, "first_datapoint_time": 1543507200000, "last_datapoint_time": 1757664000000, "evaluation_time": 1757676595475, "expiration_time": 1764144864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 22, "offset": 35 } }, "second_band": { "type": "sinwma", "factors": { "length": 65, "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) |
---|