Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659149.7876 | 561772.2377 | 97377.5499 | 790674.7251 | 10468642.5005 | -9677967.7754 |
Total P&L (%) | 659.1498 | 561.7722 | 97.3776 | 790.6747 | 10468.6425 | -9677.9678 |
Avg Daily Profit (%) | 0.2636 | 0.2247 | 0.0389 | 0.0875 | 0.1866 | 0 |
Buy And Hold Return (%) | 865.1074 | 865.1074 | 865.1074 | 865.1074 | 865.1074 | 865.1074 |
Max Trade Drawdown | -96450 | -62504 | -96450 | -12249109 | -509809 | -12249109 |
Profit Factor | 2.9458 | 5.2173 | 1.4738 | 1.0536 | 8.1248 | 0.2716 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Profitability (%) | 67.1642 | 72.7273 | 61.7647 | 67.1642 | 72.7273 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.4402 | 1.9565 | 0.9123 | 0.5151 | 3.0468 | 0.1681 |
Largest Winning Trade | 118383 | 118383 | 40832 | 6884472 | 6884472 | 794122 |
Largest Losing Trade | -96450 | -41964 | -96450 | -12249109 | -509809 | -12249109 |
Avg Bars in Trades | 70 | 71 | 69 | 70 | 71 | 69 |
Avg Bars in Winners | 60 | 56 | 64 | 60 | 56 | 64 |
Avg Bars in Losers | 91 | 109 | 79 | 91 | 109 | 79 |
Bars Traded | 4727 | 2350 | 2377 | 4727 | 2350 | 2377 |
Profit Streak | 210.5925 | 345.5925 | 210.5925 | 210.5925 | 345.5925 | 210.5925 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -270072 | -145310 | -304697 | -522153 | 745776 | -578294 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542715200000, "first_datapoint_time": 1550361600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758852793368, "expiration_time": 1765196496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 248, "offset": 0, "std": 2.73246 } }, "second_band": { "type": "pwma", "factors": { "length": 178, "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": [ [ 659149.7876440312, 561772.2377257985, 97377.5499182327, 790674.7251436773, 10468642.500495328, -9677967.775351647 ], [ 659.149788, 561.772238, 97.37755, 790.674725, 10468.6425, -9677.967775 ], [ 0.263607, 0.224664, 0.038943, 0.087493, 0.186556, 0 ], [ 865.107425, 865.107425, 865.107425, 865.107425, 865.107425, 865.107425 ], [ -96450, -62504, -96450, -12249109, -509809, -12249109 ], [ 2.945806, 5.217265, 1.47375, 1.053583, 8.124758, 0.271611 ], [ 67, 33, 34, 67, 33, 34 ], [ 45, 24, 21, 45, 24, 21 ], [ 22, 9, 13, 22, 9, 13 ], [ 67.164179, 72.727273, 61.764706, 67.164179, 72.727273, 61.764706 ], [ 1.440172, 1.956475, 0.912321, 0.515085, 3.046784, 0.16814 ], [ 118383, 118383, 40832, 6884472, 6884472, 794122 ], [ -96450, -41964, -96450, -12249109, -509809, -12249109 ], [ 70, 71, 69, 70, 71, 69 ], [ 60, 56, 64, 60, 56, 64 ], [ 91, 109, 79, 91, 109, 79 ], [ 4727, 2350, 2377, 4727, 2350, 2377 ], [ 210.592516, 345.592516, 210.592516, 210.592516, 345.592516, 210.592516 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -270072, -145310, -304697, -522153, 745776, -578294 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542715200000, "first_datapoint_time": 1550361600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758852793368, "expiration_time": 1765196496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 248, "offset": 0, "std": 2.73246 } }, "second_band": { "type": "pwma", "factors": { "length": 178, "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) |
---|