Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1155487.0113 | 936827.1532 | 218659.8581 | 94480443.4881 | 76948912.6898 | 17531530.7984 |
Total P&L (%) | 1155.487 | 936.8272 | 218.6599 | 94480.4435 | 76948.9127 | 17531.5308 |
Avg Daily Profit (%) | 0.4621 | 0.3747 | 0.0875 | 0.2744 | 0.2662 | 0.2071 |
Buy And Hold Return (%) | 716.7111 | 716.7111 | 716.7111 | 716.7111 | 716.7111 | 716.7111 |
Max Trade Drawdown | -122076 | -105217 | -34780 | -5832531 | -5185892 | -1945093 |
Profit Factor | 4.1495 | 4.8523 | 2.7677 | 7.6876 | 8.5713 | 5.4221 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 54.1176 | 52.381 | 55.814 | 54.1176 | 52.381 | 55.814 |
Ratio Avg Win / Avg Loss | 3.518 | 4.4112 | 2.1911 | 6.5177 | 7.7921 | 4.2925 |
Largest Winning Trade | 322498 | 322498 | 60829 | 42531453 | 42531453 | 8820610 |
Largest Losing Trade | -43637 | -43637 | -20669 | -2800837 | -2800837 | -1021069 |
Avg Bars in Trades | 83 | 103 | 64 | 83 | 103 | 64 |
Avg Bars in Winners | 108 | 115 | 102 | 108 | 115 | 102 |
Avg Bars in Losers | 54 | 90 | 15 | 54 | 90 | 15 |
Bars Traded | 7116 | 4357 | 2759 | 7116 | 4357 | 2759 |
Profit Streak | 419.0252 | 430.3586 | 419.0252 | 419.0252 | 430.3586 | 419.0252 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366054 | -51284 | -234537 | 698220 | 678935 | 661145 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541318400000, "first_datapoint_time": 1546214400000, "last_datapoint_time": 1757318400000, "evaluation_time": 1757320581338, "expiration_time": 1763799264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 171, "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": [ [ 1155487.0113067315, 936827.15322787, 218659.8580788616, 94480443.48811242, 76948912.68976092, 17531530.79835149 ], [ 1155.487011, 936.827153, 218.659858, 94480.443488, 76948.91269, 17531.530798 ], [ 0.462134, 0.374681, 0.087452, 0.274421, 0.2662, 0.207078 ], [ 716.711061, 716.711061, 716.711061, 716.711061, 716.711061, 716.711061 ], [ -122076, -105217, -34780, -5832531, -5185892, -1945093 ], [ 4.149482, 4.852318, 2.767715, 7.687578, 8.571327, 5.422071 ], [ 85, 42, 43, 85, 42, 43 ], [ 46, 22, 24, 46, 22, 24 ], [ 39, 20, 19, 39, 20, 19 ], [ 54.117647, 52.380952, 55.813953, 54.117647, 52.380952, 55.813953 ], [ 3.518039, 4.411198, 2.191108, 6.517729, 7.792116, 4.292473 ], [ 322498, 322498, 60829, 42531453, 42531453, 8820610 ], [ -43637, -43637, -20669, -2800837, -2800837, -1021069 ], [ 83, 103, 64, 83, 103, 64 ], [ 108, 115, 102, 108, 115, 102 ], [ 54, 90, 15, 54, 90, 15 ], [ 7116, 4357, 2759, 7116, 4357, 2759 ], [ 419.025247, 430.35858, 419.025247, 419.025247, 430.35858, 419.025247 ], [ 8, 5, 4, 8, 5, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 366054, -51284, -234537, 698220, 678935, 661145 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541318400000, "first_datapoint_time": 1546214400000, "last_datapoint_time": 1757318400000, "evaluation_time": 1757320581338, "expiration_time": 1763799264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 171, "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) |
---|