Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177415.2339 | 338939.7576 | -161524.5237 | 5909505.0916 | 734770.2799 | 5174734.8117 |
Total P&L (%) | 177.4152 | 338.9398 | -161.5245 | 5909.5051 | 734.7703 | 5174.7348 |
Avg Daily Profit (%) | 0.071 | 0.1355 | -0.0646 | 0.1639 | 0.0849 | 0.1587 |
Buy And Hold Return (%) | 932.1844 | 932.1844 | 932.1844 | 932.1844 | 932.1844 | 932.1844 |
Max Trade Drawdown | -287964 | -63103 | -288037 | -2242479 | -920477 | -1415607 |
Profit Factor | 1.2915 | 3.647 | 0.6639 | 3.0325 | 1.547 | 4.308 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 96 | 48 | 48 | 52 | 25 | 27 |
Losing Trades | 16 | 8 | 8 | 60 | 31 | 29 |
Profitability (%) | 85.7143 | 85.7143 | 85.7143 | 46.4286 | 44.6429 | 48.2143 |
Ratio Avg Win / Avg Loss | 0.2153 | 0.6078 | 0.1106 | 3.4991 | 1.9183 | 4.6271 |
Largest Winning Trade | 87631 | 87631 | 36265 | 4952818 | 926248 | 4952818 |
Largest Losing Trade | -287964 | -46754 | -287964 | -659704 | -321445 | -659704 |
Avg Bars in Trades | 40 | 47 | 33 | 40 | 47 | 33 |
Avg Bars in Winners | 26 | 29 | 23 | 39 | 47 | 31 |
Avg Bars in Losers | 127 | 159 | 95 | 41 | 47 | 36 |
Bars Traded | 4566 | 2671 | 1895 | 4566 | 2671 | 1895 |
Profit Streak | 97.9889 | 97.9889 | 199.9889 | 97.9889 | 97.9889 | 341.4889 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -259118 | -348080 | -754976 | 484873 | -423045 | -165319 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541764800000, "first_datapoint_time": 1550016000000, "last_datapoint_time": 1757764800000, "evaluation_time": 1757807042086, "expiration_time": 1764246096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 192, "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": [ [ 177415.2338867603, 338939.7575965122, -161524.5237097521, 5909505.091635386, 734770.279905703, 5174734.811729684 ], [ 177.415234, 338.939758, -161.524524, 5909.505092, 734.77028, 5174.734812 ], [ 0.070952, 0.135549, -0.064597, 0.163939, 0.084899, 0.158715 ], [ 932.18444, 932.18444, 932.18444, 932.18444, 932.18444, 932.18444 ], [ -287964, -63103, -288037, -2242479, -920477, -1415607 ], [ 1.291521, 3.646964, 0.663866, 3.032529, 1.547041, 4.308035 ], [ 112, 56, 56, 112, 56, 56 ], [ 96, 48, 48, 52, 25, 27 ], [ 16, 8, 8, 60, 31, 29 ], [ 85.714286, 85.714286, 85.714286, 46.428571, 44.642857, 48.214286 ], [ 0.215254, 0.607827, 0.110644, 3.499072, 1.918331, 4.627148 ], [ 87631, 87631, 36265, 4952818, 926248, 4952818 ], [ -287964, -46754, -287964, -659704, -321445, -659704 ], [ 40, 47, 33, 40, 47, 33 ], [ 26, 29, 23, 39, 47, 31 ], [ 127, 159, 95, 41, 47, 36 ], [ 4566, 2671, 1895, 4566, 2671, 1895 ], [ 97.988913, 97.988913, 199.988913, 97.988913, 97.988913, 341.488913 ], [ 6, 3, 5, 6, 3, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -259118, -348080, -754976, 484873, -423045, -165319 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541764800000, "first_datapoint_time": 1550016000000, "last_datapoint_time": 1757764800000, "evaluation_time": 1757807042086, "expiration_time": 1764246096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 192, "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) |
---|