Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1005201.637 | 793663.8337 | 211537.8033 | 67942217.0754 | 69907530.1581 | -1965313.0827 |
Total P&L (%) | 1005.2016 | 793.6638 | 211.5378 | 67942.2171 | 69907.5302 | -1965.3131 |
Avg Daily Profit (%) | 0.4019 | 0.3173 | 0.0846 | 0.2611 | 0.2623 | 0 |
Buy And Hold Return (%) | 936.5024 | 936.5024 | 936.5024 | 936.5024 | 936.5024 | 936.5024 |
Max Trade Drawdown | -84469 | -78152 | -65070 | -11588262 | -7215670 | -16654130 |
Profit Factor | 3.8627 | 5.3681 | 2.2485 | 2.9172 | 7.0261 | 0.9176 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 68.4211 | 68.4211 | 68.4211 | 68.4211 | 68.4211 | 68.4211 |
Ratio Avg Win / Avg Loss | 1.7828 | 2.4776 | 1.0378 | 1.3464 | 3.2428 | 0.4235 |
Largest Winning Trade | 161544 | 161544 | 49308 | 25327967 | 25327967 | 4695543 |
Largest Losing Trade | -65070 | -47218 | -65070 | -7700930 | -3336191 | -7700930 |
Avg Bars in Trades | 90 | 108 | 72 | 90 | 108 | 72 |
Avg Bars in Winners | 100 | 101 | 98 | 100 | 101 | 98 |
Avg Bars in Losers | 69 | 123 | 16 | 69 | 123 | 16 |
Bars Traded | 6871 | 4123 | 2748 | 6871 | 4123 | 2748 |
Profit Streak | 290.007 | 439.6736 | 290.007 | 290.007 | 439.6736 | 290.007 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -175951 | -144878 | -239271 | -36701 | 752127 | -577408 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7503, "evaluation_days": 2501, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1548748800000, "last_datapoint_time": 1758124800000, "evaluation_time": 1758125402710, "expiration_time": 1764607392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 233, "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": [ [ 1005201.6370208901, 793663.8337262663, 211537.8032946239, 67942217.07540344, 69907530.1581268, -1965313.082723369 ], [ 1005.201637, 793.663834, 211.537803, 67942.217075, 69907.530158, -1965.313083 ], [ 0.40192, 0.317339, 0.084581, 0.261145, 0.262286, 0 ], [ 936.502372, 936.502372, 936.502372, 936.502372, 936.502372, 936.502372 ], [ -84469, -78152, -65070, -11588262, -7215670, -16654130 ], [ 3.862743, 5.368109, 2.248473, 2.917186, 7.026085, 0.917554 ], [ 76, 38, 38, 76, 38, 38 ], [ 52, 26, 26, 52, 26, 26 ], [ 24, 12, 12, 24, 12, 12 ], [ 68.421053, 68.421053, 68.421053, 68.421053, 68.421053, 68.421053 ], [ 1.782805, 2.477589, 1.037757, 1.346394, 3.242809, 0.423487 ], [ 161544, 161544, 49308, 25327967, 25327967, 4695543 ], [ -65070, -47218, -65070, -7700930, -3336191, -7700930 ], [ 90, 108, 72, 90, 108, 72 ], [ 100, 101, 98, 100, 101, 98 ], [ 69, 123, 16, 69, 123, 16 ], [ 6871, 4123, 2748, 6871, 4123, 2748 ], [ 290.006976, 439.673642, 290.006976, 290.006976, 439.673642, 290.006976 ], [ 5, 6, 2, 5, 6, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -175951, -144878, -239271, -36701, 752127, -577408 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7503, "evaluation_days": 2501, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1548748800000, "last_datapoint_time": 1758124800000, "evaluation_time": 1758125402710, "expiration_time": 1764607392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 233, "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) |
---|