Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 937085.9003 | 750613.5704 | 186472.3299 | 26383208.0825 | 23125545.1827 | 3257662.8998 |
Total P&L (%) | 937.0859 | 750.6136 | 186.4723 | 26383.2081 | 23125.5452 | 3257.6629 |
Avg Daily Profit (%) | 0.3745 | 0.3 | 0.0745 | 0.2232 | 0.218 | 0.1405 |
Buy And Hold Return (%) | 891.0083 | 891.0083 | 891.0083 | 891.0083 | 891.0083 | 891.0083 |
Max Trade Drawdown | -60990 | -55005 | -60990 | -4863884 | -2595710 | -2268174 |
Profit Factor | 3.7606 | 4.9124 | 2.2634 | 4.1026 | 5.5167 | 1.9628 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 62.5 | 62.5 | 62.5 | 62.5 | 62.5 | 62.5 |
Ratio Avg Win / Avg Loss | 2.2564 | 2.9475 | 1.358 | 2.4616 | 3.31 | 1.1777 |
Largest Winning Trade | 316854 | 316854 | 47926 | 13633356 | 13633356 | 2240146 |
Largest Losing Trade | -60990 | -43663 | -60990 | -2595710 | -2595710 | -2268174 |
Avg Bars in Trades | 57 | 75 | 39 | 57 | 75 | 39 |
Avg Bars in Winners | 71 | 85 | 56 | 71 | 85 | 56 |
Avg Bars in Losers | 34 | 59 | 10 | 34 | 59 | 10 |
Bars Traded | 4602 | 3028 | 1574 | 4602 | 3028 | 1574 |
Profit Streak | 167.2389 | 170.2389 | 167.2389 | 167.2389 | 170.2389 | 167.2389 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153741 | -146151 | -253399 | -5095 | 697263 | -2297 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5004, "evaluation_days": 2502, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1548763200000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758692640284, "expiration_time": 1765157184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 117, "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": [ [ 937085.900343882, 750613.5704495254, 186472.3298943565, 26383208.082547236, 23125545.182732787, 3257662.899814447 ], [ 937.0859, 750.61357, 186.47233, 26383.208083, 23125.545183, 3257.6629 ], [ 0.374535, 0.300005, 0.074529, 0.223234, 0.217977, 0.14054 ], [ 891.00826, 891.00826, 891.00826, 891.00826, 891.00826, 891.00826 ], [ -60990, -55005, -60990, -4863884, -2595710, -2268174 ], [ 3.760593, 4.912436, 2.263383, 4.102626, 5.516728, 1.962799 ], [ 80, 40, 40, 80, 40, 40 ], [ 50, 25, 25, 50, 25, 25 ], [ 30, 15, 15, 30, 15, 15 ], [ 62.5, 62.5, 62.5, 62.5, 62.5, 62.5 ], [ 2.256356, 2.947462, 1.35803, 2.461575, 3.310037, 1.17768 ], [ 316854, 316854, 47926, 13633356, 13633356, 2240146 ], [ -60990, -43663, -60990, -2595710, -2595710, -2268174 ], [ 57, 75, 39, 57, 75, 39 ], [ 71, 85, 56, 71, 85, 56 ], [ 34, 59, 10, 34, 59, 10 ], [ 4602, 3028, 1574, 4602, 3028, 1574 ], [ 167.238892, 170.238892, 167.238892, 167.238892, 170.238892, 167.238892 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -153741, -146151, -253399, -5095, 697263, -2297 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5004, "evaluation_days": 2502, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1548763200000, "last_datapoint_time": 1758672000000, "evaluation_time": 1758692640284, "expiration_time": 1765157184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 117, "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) |
---|