Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1227481.9638 | 1004773.2503 | 222708.7134 | 81350589.9528 | 72764287.605 | 8586302.3478 |
Total P&L (%) | 1227.482 | 1004.7733 | 222.7087 | 81350.59 | 72764.2876 | 8586.3023 |
Avg Daily Profit (%) | 0.4909 | 0.4019 | 0.0891 | 0.2684 | 0.264 | 0.1787 |
Buy And Hold Return (%) | 835.3315 | 835.3315 | 835.3315 | 835.3315 | 835.3315 | 835.3315 |
Max Trade Drawdown | -72789 | -66422 | -72789 | -2847144 | -2794460 | -2072921 |
Profit Factor | 4.7078 | 7.1308 | 2.3323 | 7.8884 | 11.2473 | 2.8234 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 66.1765 | 67.6471 | 64.7059 | 66.1765 | 67.6471 | 64.7059 |
Ratio Avg Win / Avg Loss | 2.4062 | 3.4104 | 1.2722 | 4.0318 | 5.3791 | 1.54 |
Largest Winning Trade | 368123 | 368123 | 64097 | 41309106 | 41309106 | 4229773 |
Largest Losing Trade | -72789 | -44113 | -72789 | -2534180 | -2534180 | -2072921 |
Avg Bars in Trades | 101 | 120 | 83 | 101 | 120 | 83 |
Avg Bars in Winners | 120 | 126 | 113 | 120 | 126 | 113 |
Avg Bars in Losers | 66 | 108 | 27 | 66 | 108 | 27 |
Bars Traded | 6928 | 4094 | 2834 | 6928 | 4094 | 2834 |
Profit Streak | 113.6511 | 113.6511 | 431.9845 | 113.6511 | 113.6511 | 431.9845 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112065 | -81546 | -233263 | -93293 | 718064 | 593020 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541462400000, "first_datapoint_time": 1548172800000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757489858167, "expiration_time": 1763943264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 234, "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": [ [ 1227481.9637688326, 1004773.2503229855, 222708.7134458467, 81350589.95275351, 72764287.60497323, 8586302.347780302 ], [ 1227.481964, 1004.77325, 222.708713, 81350.589953, 72764.287605, 8586.302348 ], [ 0.490928, 0.401856, 0.089072, 0.268428, 0.26396, 0.178709 ], [ 835.331528, 835.331528, 835.331528, 835.331528, 835.331528, 835.331528 ], [ -72789, -66422, -72789, -2847144, -2794460, -2072921 ], [ 4.707821, 7.13076, 2.332295, 7.888394, 11.247312, 2.823386 ], [ 68, 34, 34, 68, 34, 34 ], [ 45, 23, 22, 45, 23, 22 ], [ 23, 11, 12, 23, 11, 12 ], [ 66.176471, 67.647059, 64.705882, 66.176471, 67.647059, 64.705882 ], [ 2.406219, 3.410364, 1.272161, 4.031846, 5.379149, 1.540029 ], [ 368123, 368123, 64097, 41309106, 41309106, 4229773 ], [ -72789, -44113, -72789, -2534180, -2534180, -2072921 ], [ 101, 120, 83, 101, 120, 83 ], [ 120, 126, 113, 120, 126, 113 ], [ 66, 108, 27, 66, 108, 27 ], [ 6928, 4094, 2834, 6928, 4094, 2834 ], [ 113.651136, 113.651136, 431.984469, 113.651136, 113.651136, 431.98447 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -112065, -81546, -233263, -93293, 718064, 593020 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541462400000, "first_datapoint_time": 1548172800000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757489858167, "expiration_time": 1763943264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 234, "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) |
---|