Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 806225.811 | 752423.809 | 53802.002 | -25501533.6547 | -102980594.8763 | 77479061.2216 |
Total P&L (%) | 806.2258 | 752.4238 | 53.802 | -25501.5337 | -102980.5949 | 77479.0612 |
Avg Daily Profit (%) | 0.3224 | 0.3009 | 0.0215 | 0 | 0 | 0.2665 |
Buy And Hold Return (%) | 864.9836 | 864.9836 | 864.9836 | 864.9836 | 864.9836 | 864.9836 |
Max Trade Drawdown | -198473 | -77177 | -190676 | -127027523 | -106435600 | -27358628 |
Profit Factor | 2.5188 | 5.5722 | 1.1469 | 0.8231 | 0.0817 | 3.4208 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 51 | 24 | 27 | 31 | 17 | 14 |
Losing Trades | 26 | 14 | 12 | 46 | 21 | 25 |
Profitability (%) | 66.2338 | 63.1579 | 69.2308 | 40.2597 | 44.7368 | 35.8974 |
Ratio Avg Win / Avg Loss | 1.2841 | 3.2504 | 0.5097 | 1.2214 | 0.101 | 6.1086 |
Largest Winning Trade | 177700 | 177700 | 62643 | 106469698 | 2398875 | 106469698 |
Largest Losing Trade | -190676 | -38703 | -190676 | -76426830 | -76426830 | -7923114 |
Avg Bars in Trades | 61 | 66 | 57 | 61 | 66 | 57 |
Avg Bars in Winners | 69 | 74 | 65 | 56 | 56 | 55 |
Avg Bars in Losers | 46 | 52 | 39 | 65 | 74 | 58 |
Bars Traded | 4764 | 2523 | 2241 | 4764 | 2523 | 2241 |
Profit Streak | 83.317 | 86.817 | 83.317 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -195937 | -146386 | -387439 | -629176 | -582811 | 348629 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1551787200000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758094585723, "expiration_time": 1764548496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 226, "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": [ [ 806225.8109824973, 752423.8090261383, 53802.001956359, -25501533.654729445, -102980594.87628493, 77479061.22155549 ], [ 806.225811, 752.423809, 53.802002, -25501.533655, -102980.594876, 77479.061222 ], [ 0.322426, 0.300909, 0.021516, 0, 0, 0.266456 ], [ 864.983636, 864.983636, 864.983636, 864.983636, 864.983636, 864.983636 ], [ -198473, -77177, -190676, -127027523, -106435600, -27358628 ], [ 2.518771, 5.572164, 1.14689, 0.823094, 0.081736, 3.420799 ], [ 77, 38, 39, 77, 38, 39 ], [ 51, 24, 27, 31, 17, 14 ], [ 26, 14, 12, 46, 21, 25 ], [ 66.233766, 63.157895, 69.230769, 40.25974, 44.736842, 35.897436 ], [ 1.28408, 3.250429, 0.509729, 1.221365, 0.100968, 6.10857 ], [ 177700, 177700, 62643, 106469698, 2398875, 106469698 ], [ -190676, -38703, -190676, -76426830, -76426830, -7923114 ], [ 61, 66, 57, 61, 66, 57 ], [ 69, 74, 65, 56, 56, 55 ], [ 46, 52, 39, 65, 74, 58 ], [ 4764, 2523, 2241, 4764, 2523, 2241 ], [ 83.316964, 86.816964, 83.316964, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -195937, -146386, -387439, -629176, -582811, 348629 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1551787200000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758094585723, "expiration_time": 1764548496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 226, "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) |
---|