Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1006795.1728 | 818592.3604 | 188202.8124 | 50963121.0209 | 49992685.2696 | 970435.7513 |
Total P&L (%) | 1006.7952 | 818.5924 | 188.2028 | 50963.121 | 49992.6853 | 970.4358 |
Avg Daily Profit (%) | 0.4024 | 0.3272 | 0.0752 | 0.2496 | 0.2488 | 0.0948 |
Buy And Hold Return (%) | 801.6978 | 801.6978 | 801.6978 | 801.6978 | 801.6978 | 801.6978 |
Max Trade Drawdown | -84958 | -79409 | -40943 | -12205135 | -6374635 | -13139252 |
Profit Factor | 3.4663 | 4.59 | 2.0444 | 2.7179 | 4.9572 | 1.057 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 60.4938 | 65 | 56.0976 | 60.4938 | 65 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.2637 | 2.4715 | 1.6 | 1.7749 | 2.6693 | 0.8272 |
Largest Winning Trade | 196399 | 196399 | 60005 | 22806902 | 22806902 | 7438841 |
Largest Losing Trade | -46882 | -46882 | -28117 | -6374635 | -6374635 | -5897225 |
Avg Bars in Trades | 87 | 101 | 74 | 87 | 101 | 74 |
Avg Bars in Winners | 103 | 105 | 101 | 103 | 105 | 101 |
Avg Bars in Losers | 62 | 93 | 39 | 62 | 93 | 39 |
Bars Traded | 7106 | 4062 | 3044 | 7106 | 4062 | 3044 |
Profit Streak | 104.041 | 141.3743 | 104.041 | 104.041 | 141.3743 | 104.041 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83470 | -140058 | -253002 | -34 | 675440 | -324413 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7505, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1542556800000, "first_datapoint_time": 1548057600000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758704339896, "expiration_time": 1765156320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 192, "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": [ [ 1006795.1728137482, 818592.3604306276, 188202.8123831205, 50963121.02087881, 49992685.26957139, 970435.7513074232 ], [ 1006.795173, 818.59236, 188.202812, 50963.121021, 49992.68527, 970.435751 ], [ 0.402449, 0.327218, 0.075231, 0.24957, 0.248801, 0.094808 ], [ 801.697804, 801.697804, 801.697804, 801.697804, 801.697804, 801.697804 ], [ -84958, -79409, -40943, -12205135, -6374635, -13139252 ], [ 3.466325, 4.590017, 2.044425, 2.717854, 4.957247, 1.056972 ], [ 81, 40, 41, 81, 40, 41 ], [ 49, 26, 23, 49, 26, 23 ], [ 32, 14, 18, 32, 14, 18 ], [ 60.493827, 65, 56.097561, 60.493827, 65, 56.097561 ], [ 2.263723, 2.471547, 1.599985, 1.774925, 2.669287, 0.827196 ], [ 196399, 196399, 60005, 22806902, 22806902, 7438841 ], [ -46882, -46882, -28117, -6374635, -6374635, -5897225 ], [ 87, 101, 74, 87, 101, 74 ], [ 103, 105, 101, 103, 105, 101 ], [ 62, 93, 39, 62, 93, 39 ], [ 7106, 4062, 3044, 7106, 4062, 3044 ], [ 104.040971, 141.374304, 104.040971, 104.040971, 141.374304, 104.040971 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -83470, -140058, -253002, -34, 675440, -324413 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7505, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1542556800000, "first_datapoint_time": 1548057600000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758704339896, "expiration_time": 1765156320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 192, "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) |
---|