Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958058.603 | 817729.5364 | 140329.0666 | 16746299.2187 | 28433389.7098 | -11687090.4912 |
Total P&L (%) | 958.0586 | 817.7295 | 140.3291 | 16746.2992 | 28433.3897 | -11687.0905 |
Avg Daily Profit (%) | 0.3831 | 0.327 | 0.0561 | 0.2052 | 0.2264 | 0 |
Buy And Hold Return (%) | 808.2225 | 808.2225 | 808.2225 | 808.2225 | 808.2225 | 808.2225 |
Max Trade Drawdown | -96779 | -32274 | -83057 | -16668922 | -4748985 | -19663563 |
Profit Factor | 3.564 | 7.1445 | 1.5833 | 1.4971 | 4.2025 | 0.5289 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 60.9756 | 58.5366 | 63.4146 | 60.9756 | 58.5366 | 63.4146 |
Ratio Avg Win / Avg Loss | 2.281 | 5.0607 | 0.9135 | 0.9581 | 2.9768 | 0.3052 |
Largest Winning Trade | 331083 | 331083 | 46844 | 20927641 | 20927641 | 2974250 |
Largest Losing Trade | -65835 | -23046 | -65835 | -11567302 | -3437996 | -11567302 |
Avg Bars in Trades | 58 | 69 | 47 | 58 | 69 | 47 |
Avg Bars in Winners | 66 | 78 | 55 | 66 | 78 | 55 |
Avg Bars in Losers | 44 | 55 | 32 | 44 | 55 | 32 |
Bars Traded | 4768 | 2838 | 1930 | 4768 | 2838 | 1930 |
Profit Streak | 139.0198 | 148.5198 | 139.0198 | 139.0198 | 148.5198 | 139.0198 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97481 | -142361 | -281263 | 71216 | 632812 | -578432 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541376000000, "first_datapoint_time": 1547294400000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757377714262, "expiration_time": 1763857296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 138, "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": [ [ 958058.6030057671, 817729.5364061107, 140329.0665996561, 16746299.218665265, 28433389.709839225, -11687090.491173964 ], [ 958.058603, 817.729536, 140.329067, 16746.299219, 28433.38971, -11687.090491 ], [ 0.383147, 0.327026, 0.05612, 0.205238, 0.226357, 0 ], [ 808.222502, 808.222502, 808.222502, 808.222502, 808.222502, 808.222502 ], [ -96779, -32274, -83057, -16668922, -4748985, -19663563 ], [ 3.564025, 7.144501, 1.583317, 1.497084, 4.202488, 0.528947 ], [ 82, 41, 41, 82, 41, 41 ], [ 50, 24, 26, 50, 24, 26 ], [ 32, 17, 15, 32, 17, 15 ], [ 60.97561, 58.536585, 63.414634, 60.97561, 58.536585, 63.414634 ], [ 2.280976, 5.060688, 0.913452, 0.958134, 2.976762, 0.305162 ], [ 331083, 331083, 46844, 20927641, 20927641, 2974250 ], [ -65835, -23046, -65835, -11567302, -3437996, -11567302 ], [ 58, 69, 47, 58, 69, 47 ], [ 66, 78, 55, 66, 78, 55 ], [ 44, 55, 32, 44, 55, 32 ], [ 4768, 2838, 1930, 4768, 2838, 1930 ], [ 139.019841, 148.519841, 139.019841, 139.019841, 148.519841, 139.019841 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -97481, -142361, -281263, 71216, 632812, -578432 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541376000000, "first_datapoint_time": 1547294400000, "last_datapoint_time": 1757376000000, "evaluation_time": 1757377714262, "expiration_time": 1763857296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 138, "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) |
---|