Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 809605.0934 | 698422.9288 | 111182.1646 | 8992242.91 | 17917280.9332 | -8925038.0232 |
Total P&L (%) | 809.6051 | 698.4229 | 111.1822 | 8992.2429 | 17917.2809 | -8925.038 |
Avg Daily Profit (%) | 0.3236 | 0.2791 | 0.0444 | 0.1804 | 0.2078 | 0 |
Buy And Hold Return (%) | 843.2362 | 843.2362 | 843.2362 | 843.2362 | 843.2362 | 843.2362 |
Max Trade Drawdown | -87735 | -96714 | -72314 | -11317270 | -5415533 | -11245983 |
Profit Factor | 3.0495 | 4.7121 | 1.5374 | 1.3263 | 2.6032 | 0.4552 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 57.1429 | 54.7619 | 59.5238 | 57.1429 | 54.7619 | 59.5238 |
Ratio Avg Win / Avg Loss | 2.2871 | 3.8926 | 1.0454 | 0.9947 | 2.1504 | 0.3095 |
Largest Winning Trade | 240000 | 240000 | 55307 | 13903549 | 13903549 | 1121001 |
Largest Losing Trade | -45592 | -31077 | -45592 | -5959235 | -1638219 | -5959235 |
Avg Bars in Trades | 55 | 52 | 59 | 55 | 52 | 59 |
Avg Bars in Winners | 60 | 57 | 63 | 60 | 57 | 63 |
Avg Bars in Losers | 49 | 46 | 52 | 49 | 46 | 52 |
Bars Traded | 4693 | 2200 | 2493 | 4693 | 2200 | 2493 |
Profit Streak | 0 | 0 | 71.2257 | 0 | 0 | 71.2257 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149707 | -148819 | -295964 | 273553 | 494252 | -578942 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5004, "evaluation_days": 2502, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1550102400000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758691500200, "expiration_time": 1765157184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 11, "offset": 165 } } }
{ "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": [ [ 809605.0934141095, 698422.9288296003, 111182.1645845092, 8992242.91000026, 17917280.933183286, -8925038.023183025 ], [ 809.605093, 698.422929, 111.182165, 8992.24291, 17917.280933, -8925.038023 ], [ 0.323583, 0.279146, 0.044437, 0.180419, 0.207806, 0 ], [ 843.236233, 843.236233, 843.236233, 843.236233, 843.236233, 843.236233 ], [ -87735, -96714, -72314, -11317270, -5415533, -11245983 ], [ 3.049453, 4.712066, 1.53741, 1.326297, 2.603159, 0.455199 ], [ 84, 42, 42, 84, 42, 42 ], [ 48, 23, 25, 48, 23, 25 ], [ 36, 19, 17, 36, 19, 17 ], [ 57.142857, 54.761905, 59.52381, 57.142857, 54.761905, 59.52381 ], [ 2.28709, 3.892577, 1.045439, 0.994723, 2.150436, 0.309535 ], [ 240000, 240000, 55307, 13903549, 13903549, 1121001 ], [ -45592, -31077, -45592, -5959235, -1638219, -5959235 ], [ 55, 52, 59, 55, 52, 59 ], [ 60, 57, 63, 60, 57, 63 ], [ 49, 46, 52, 49, 46, 52 ], [ 4693, 2200, 2493, 4693, 2200, 2493 ], [ 0, 0, 71.225697, 0, 0, 71.225697 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -149707, -148819, -295964, 273553, 494252, -578942 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5004, "evaluation_days": 2502, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1550102400000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758691500200, "expiration_time": 1765157184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 11, "offset": 165 } } }
# | 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) |
---|