Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786733.1833 | 687756.8017 | 98976.3816 | 5445941.9887 | 7741230.089 | -2295288.1002 |
Total P&L (%) | 786.7332 | 687.7568 | 98.9764 | 5445.942 | 7741.2301 | -2295.2881 |
Avg Daily Profit (%) | 0.3146 | 0.275 | 0.0396 | 0.1607 | 0.1746 | 0 |
Buy And Hold Return (%) | 762.4012 | 762.4012 | 762.4012 | 762.4012 | 762.4012 | 762.4012 |
Max Trade Drawdown | -153626 | -113519 | -84994 | -7608268 | -4967188 | -4503183 |
Profit Factor | 2.16 | 2.9745 | 1.3 | 1.3001 | 1.8608 | 0.7493 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 54.386 | 51.1628 | 57.6471 | 54.386 | 51.1628 | 57.6471 |
Ratio Avg Win / Avg Loss | 1.8116 | 2.8393 | 0.9551 | 1.0904 | 1.7763 | 0.5505 |
Largest Winning Trade | 150113 | 150113 | 54596 | 4133046 | 4133046 | 1057876 |
Largest Losing Trade | -74032 | -33386 | -74032 | -2287708 | -1570776 | -2287708 |
Avg Bars in Trades | 28 | 34 | 21 | 28 | 34 | 21 |
Avg Bars in Winners | 33 | 43 | 24 | 33 | 43 | 24 |
Avg Bars in Losers | 21 | 25 | 17 | 21 | 25 | 17 |
Bars Traded | 4807 | 2984 | 1822 | 4807 | 2984 | 1822 |
Profit Streak | 64.1249 | 167.6249 | 64.1249 | 64.1249 | 167.6249 | 64.1249 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139593 | -150208 | -305887 | 392938 | 452215 | -579276 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541635200000, "first_datapoint_time": 1546646400000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757645992784, "expiration_time": 1764116496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "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": [ [ 786733.183348962, 687756.8017015251, 98976.3816474368, 5445941.988738511, 7741230.0889792945, -2295288.100240785 ], [ 786.733183, 687.756802, 98.976382, 5445.941989, 7741.230089, -2295.2881 ], [ 0.31463, 0.275048, 0.039583, 0.160723, 0.174597, 0 ], [ 762.401179, 762.401179, 762.401179, 762.401179, 762.401179, 762.401179 ], [ -153626, -113519, -84994, -7608268, -4967188, -4503183 ], [ 2.160021, 2.974482, 1.300034, 1.300092, 1.860844, 0.749286 ], [ 171, 86, 85, 171, 86, 85 ], [ 93, 44, 49, 93, 44, 49 ], [ 78, 42, 36, 78, 42, 36 ], [ 54.385965, 51.162791, 57.647059, 54.385965, 51.162791, 57.647059 ], [ 1.81163, 2.839278, 0.955127, 1.090399, 1.77626, 0.550496 ], [ 150113, 150113, 54596, 4133046, 4133046, 1057876 ], [ -74032, -33386, -74032, -2287708, -1570776, -2287708 ], [ 28, 34, 21, 28, 34, 21 ], [ 33, 43, 24, 33, 43, 24 ], [ 21, 25, 17, 21, 25, 17 ], [ 4807, 2984, 1822, 4807, 2984, 1822 ], [ 64.124916, 167.624916, 64.124916, 64.124916, 167.624916, 64.124916 ], [ 3, 4, 1, 3, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -139593, -150208, -305887, 392938, 452215, -579276 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541635200000, "first_datapoint_time": 1546646400000, "last_datapoint_time": 1757635200000, "evaluation_time": 1757645992784, "expiration_time": 1764116496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "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) |
---|