Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619143.4675 | 579011.3576 | 40132.1098 | 731193.4989 | 4063113.3901 | -3331919.8912 |
Total P&L (%) | 619.1435 | 579.0114 | 40.1321 | 731.1935 | 4063.1134 | -3331.9199 |
Avg Daily Profit (%) | 0.2476 | 0.2315 | 0.016 | 0.0847 | 0.1492 | 0 |
Buy And Hold Return (%) | 738.7124 | 738.7124 | 738.7124 | 738.7124 | 738.7124 | 738.7124 |
Max Trade Drawdown | -92532 | -65682 | -93447 | -3716609 | -457456 | -3837760 |
Profit Factor | 2.1466 | 3.6191 | 1.1258 | 1.1136 | 4.0555 | 0.3473 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 62.8866 | 66.6667 | 59.1837 | 62.8866 | 66.6667 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.2668 | 1.8095 | 0.7764 | 0.6572 | 2.0277 | 0.2395 |
Largest Winning Trade | 176412 | 176412 | 57621 | 2766621 | 2766621 | 192410 |
Largest Losing Trade | -84489 | -48272 | -84489 | -3662534 | -264466 | -3662534 |
Avg Bars in Trades | 48 | 57 | 38 | 48 | 57 | 38 |
Avg Bars in Winners | 54 | 51 | 57 | 54 | 51 | 57 |
Avg Bars in Losers | 37 | 70 | 11 | 37 | 70 | 11 |
Bars Traded | 4666 | 2770 | 1896 | 4666 | 2770 | 1896 |
Profit Streak | 66.7371 | 292.2371 | 66.7371 | 66.7371 | 292.2371 | 66.7371 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151462 | -147069 | -419121 | -339514 | 585772 | -578932 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1542412800000, "first_datapoint_time": 1546646400000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758476487973, "expiration_time": 1764938592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 99, "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": [ [ 619143.4674611168, 579011.3576352119, 40132.1098259045, 731193.4989216696, 4063113.3901115456, -3331919.8911898755 ], [ 619.143467, 579.011358, 40.13211, 731.193499, 4063.11339, -3331.919891 ], [ 0.247558, 0.231512, 0.016046, 0.08471, 0.149205, 0 ], [ 738.71242, 738.71242, 738.71242, 738.71242, 738.71242, 738.71242 ], [ -92532, -65682, -93447, -3716609, -457456, -3837760 ], [ 2.146551, 3.619087, 1.125833, 1.113637, 4.055466, 0.347283 ], [ 97, 48, 49, 97, 48, 49 ], [ 61, 32, 29, 61, 32, 29 ], [ 36, 16, 20, 36, 16, 20 ], [ 62.886598, 66.666667, 59.183673, 62.886598, 66.666667, 59.183673 ], [ 1.266817, 1.809543, 0.776437, 0.657228, 2.027733, 0.239505 ], [ 176412, 176412, 57621, 2766621, 2766621, 192410 ], [ -84489, -48272, -84489, -3662534, -264466, -3662534 ], [ 48, 57, 38, 48, 57, 38 ], [ 54, 51, 57, 54, 51, 57 ], [ 37, 70, 11, 37, 70, 11 ], [ 4666, 2770, 1896, 4666, 2770, 1896 ], [ 66.737129, 292.237129, 66.737129, 66.737129, 292.237129, 66.737129 ], [ 2, 4, 1, 2, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151462, -147069, -419121, -339514, 585772, -578932 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1542412800000, "first_datapoint_time": 1546646400000, "last_datapoint_time": 1758456000000, "evaluation_time": 1758476487973, "expiration_time": 1764938592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 99, "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) |
---|