Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426245.5353 | 434246.3079 | -8000.7726 | -7275278.3332 | 4366383.9893 | -11641662.3226 |
Total P&L (%) | 426.2455 | 434.2463 | -8.0008 | -7275.2783 | 4366.384 | -11641.6623 |
Avg Daily Profit (%) | 0.1704 | 0.1736 | -0.0032 | 0 | 0.152 | 0 |
Buy And Hold Return (%) | 812.1097 | 812.1097 | 812.1097 | 812.1097 | 812.1097 | 812.1097 |
Max Trade Drawdown | -180501 | -55718 | -180501 | -13957416 | -856965 | -13100451 |
Profit Factor | 2.0966 | 5.8997 | 0.9733 | 0.5497 | 3.4789 | 0.1913 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 48 | 24 | 24 | 45 | 22 | 23 |
Losing Trades | 20 | 10 | 10 | 23 | 12 | 11 |
Profitability (%) | 70.5882 | 70.5882 | 70.5882 | 66.1765 | 64.7059 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.8736 | 2.4582 | 0.4056 | 0.281 | 1.8976 | 0.0915 |
Largest Winning Trade | 78784 | 78784 | 53117 | 2311099 | 2311099 | 516987 |
Largest Losing Trade | -180501 | -33375 | -180501 | -12241830 | -531764 | -12241830 |
Avg Bars in Trades | 67 | 68 | 65 | 67 | 68 | 65 |
Avg Bars in Winners | 61 | 70 | 52 | 60 | 67 | 53 |
Avg Bars in Losers | 81 | 63 | 98 | 80 | 70 | 90 |
Bars Traded | 4556 | 2324 | 2232 | 4556 | 2324 | 2232 |
Profit Streak | 193.4568 | 540.4568 | 193.4568 | 0 | 0 | 0 |
Trades During Streak | 3 | 7 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -266672 | -145872 | -577536 | -692180 | 543193 | -578507 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1552219200000, "last_datapoint_time": 1758585600000, "evaluation_time": 1758625070941, "expiration_time": 1765068192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 74, "offset": 151 } } }
{ "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": [ [ 426245.5353075669, 434246.3079004572, -8000.7725928902, -7275278.333234309, 4366383.989337154, -11641662.322571464 ], [ 426.245535, 434.246308, -8.000773, -7275.278333, 4366.383989, -11641.662323 ], [ 0.17043, 0.173629, -0.003199, 0, 0.152021, 0 ], [ 812.109687, 812.109687, 812.109687, 812.109687, 812.109687, 812.109687 ], [ -180501, -55718, -180501, -13957416, -856965, -13100451 ], [ 2.096565, 5.899661, 0.973338, 0.549699, 3.478897, 0.191273 ], [ 68, 34, 34, 68, 34, 34 ], [ 48, 24, 24, 45, 22, 23 ], [ 20, 10, 10, 23, 12, 11 ], [ 70.588235, 70.588235, 70.588235, 66.176471, 64.705882, 67.647059 ], [ 0.873569, 2.458192, 0.405558, 0.280957, 1.89758, 0.091478 ], [ 78784, 78784, 53117, 2311099, 2311099, 516987 ], [ -180501, -33375, -180501, -12241830, -531764, -12241830 ], [ 67, 68, 65, 67, 68, 65 ], [ 61, 70, 52, 60, 67, 53 ], [ 81, 63, 98, 80, 70, 90 ], [ 4556, 2324, 2232, 4556, 2324, 2232 ], [ 193.456839, 540.45684, 193.456839, 0, 0, 0 ], [ 3, 7, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -266672, -145872, -577536, -692180, 543193, -578507 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1552219200000, "last_datapoint_time": 1758585600000, "evaluation_time": 1758625070941, "expiration_time": 1765068192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 74, "offset": 151 } } }
# | 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) |
---|