Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737697.851 | 628218.3699 | 109479.4812 | 5564007.67 | 8520370.0439 | -2956362.3739 |
Total P&L (%) | 737.6979 | 628.2184 | 109.4795 | 5564.0077 | 8520.37 | -2956.3624 |
Avg Daily Profit (%) | 0.295 | 0.2512 | 0.0438 | 0.1616 | 0.1784 | 0 |
Buy And Hold Return (%) | 540.1493 | 540.1493 | 540.1493 | 540.1493 | 540.1493 | 540.1493 |
Max Trade Drawdown | -93609 | -55323 | -103383 | -5213485 | -931656 | -5747909 |
Profit Factor | 1.6431 | 2.0529 | 1.1989 | 1.2533 | 1.8881 | 0.7611 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Losing Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Profitability (%) | 45.7219 | 45.4545 | 45.9893 | 45.7219 | 45.4545 | 45.9893 |
Ratio Avg Win / Avg Loss | 1.9506 | 2.4635 | 1.408 | 1.4878 | 2.2657 | 0.8939 |
Largest Winning Trade | 148253 | 148253 | 44664 | 4161956 | 4161956 | 683234 |
Largest Losing Trade | -34331 | -31568 | -34331 | -2598955 | -527628 | -2598955 |
Avg Bars in Trades | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Winners | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 4958 | 2586 | 2372 | 4958 | 2586 | 2372 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39464 | -103740 | -302807 | 290762 | 373361 | -581636 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541678400000, "first_datapoint_time": 1542412800000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757700971674, "expiration_time": 1764159696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 10, "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": [ [ 737697.8510113938, 628218.3698526755, 109479.4811587178, 5564007.670012293, 8520370.043927537, -2956362.373915245 ], [ 737.697851, 628.21837, 109.479481, 5564.00767, 8520.370044, -2956.362374 ], [ 0.29502, 0.251237, 0.043783, 0.161567, 0.178392, 0 ], [ 540.149304, 540.149304, 540.149304, 540.149304, 540.149304, 540.149304 ], [ -93609, -55323, -103383, -5213485, -931656, -5747909 ], [ 1.643112, 2.052931, 1.198895, 1.253256, 1.888121, 0.761125 ], [ 374, 187, 187, 374, 187, 187 ], [ 171, 85, 86, 171, 85, 86 ], [ 203, 102, 101, 203, 102, 101 ], [ 45.721925, 45.454545, 45.989305, 45.721925, 45.454545, 45.989305 ], [ 1.950595, 2.463517, 1.408005, 1.487783, 2.265746, 0.89388 ], [ 148253, 148253, 44664, 4161956, 4161956, 683234 ], [ -34331, -31568, -34331, -2598955, -527628, -2598955 ], [ 13, 13, 12, 13, 13, 12 ], [ 17, 18, 16, 17, 18, 16 ], [ 9, 9, 9, 9, 9, 9 ], [ 4958, 2586, 2372, 4958, 2586, 2372 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -39464, -103740, -302807, 290762, 373361, -581636 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541678400000, "first_datapoint_time": 1542412800000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757700971674, "expiration_time": 1764159696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 10, "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) |
---|