Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299227.6089 | 412622.4774 | -113394.8685 | -15929958.1753 | 5592751.1774 | -21522709.3527 |
Total P&L (%) | 299.2276 | 412.6225 | -113.3949 | -15929.9582 | 5592.7512 | -21522.7094 |
Avg Daily Profit (%) | 0.1197 | 0.165 | -0.0453 | 0 | 0.1618 | 0 |
Buy And Hold Return (%) | 861.5062 | 861.5062 | 861.5062 | 861.5062 | 861.5062 | 861.5062 |
Max Trade Drawdown | -305589 | -64414 | -300465 | -25007716 | -543795 | -25007716 |
Profit Factor | 1.6098 | 6.0031 | 0.7222 | 0.3884 | 10.6112 | 0.1548 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 51 | 26 | 25 | 52 | 27 | 25 |
Losing Trades | 12 | 6 | 6 | 11 | 5 | 6 |
Profitability (%) | 80.9524 | 81.25 | 80.6452 | 82.5397 | 84.375 | 80.6452 |
Ratio Avg Win / Avg Loss | 0.3788 | 1.3853 | 0.1733 | 0.0822 | 1.965 | 0.0372 |
Largest Winning Trade | 127988 | 127988 | 38877 | 1679244 | 1679244 | 1070356 |
Largest Losing Trade | -300465 | -47694 | -300465 | -25007716 | -397886 | -25007716 |
Avg Bars in Trades | 73 | 73 | 72 | 73 | 73 | 72 |
Avg Bars in Winners | 47 | 45 | 49 | 50 | 51 | 49 |
Avg Bars in Losers | 183 | 194 | 172 | 182 | 194 | 172 |
Bars Traded | 4608 | 2351 | 2257 | 4608 | 2351 | 2257 |
Profit Streak | 0 | 0 | 0 | 178.415 | 1099.415 | 0 |
Trades During Streak | 0 | 0 | 0 | 1 | 14 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -345776 | -147060 | -576866 | -727057 | 779271 | -576866 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542369600000, "first_datapoint_time": 1552305600000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758405457591, "expiration_time": 1764850896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 231, "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": [ [ 299227.6088976135, 412622.4773818243, -113394.8684842106, -15929958.17534788, 5592751.177378968, -21522709.352726847 ], [ 299.227609, 412.622477, -113.394868, -15929.958175, 5592.751177, -21522.709353 ], [ 0.119667, 0.165016, -0.045349, 0, 0.16177, 0 ], [ 861.506195, 861.506195, 861.506195, 861.506195, 861.506195, 861.506195 ], [ -305589, -64414, -300465, -25007716, -543795, -25007716 ], [ 1.609822, 6.00314, 0.722213, 0.388409, 10.611172, 0.154808 ], [ 63, 32, 31, 63, 32, 31 ], [ 51, 26, 25, 52, 27, 25 ], [ 12, 6, 6, 11, 5, 6 ], [ 80.952381, 81.25, 80.645161, 82.539683, 84.375, 80.645161 ], [ 0.378782, 1.38534, 0.173331, 0.082164, 1.965032, 0.037154 ], [ 127988, 127988, 38877, 1679244, 1679244, 1070356 ], [ -300465, -47694, -300465, -25007716, -397886, -25007716 ], [ 73, 73, 72, 73, 73, 72 ], [ 47, 45, 49, 50, 51, 49 ], [ 183, 194, 172, 182, 194, 172 ], [ 4608, 2351, 2257, 4608, 2351, 2257 ], [ 0, 0, 0, 178.415018, 1099.415018, 0 ], [ 0, 0, 0, 1, 14, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -345776, -147060, -576866, -727057, 779271, -576866 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542369600000, "first_datapoint_time": 1552305600000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758405457591, "expiration_time": 1764850896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 231, "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) |
---|