Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838785.4982 | 753721.4093 | 85064.089 | 5132273.5163 | 7252329.4779 | -2120055.9616 |
Total P&L (%) | 838.7855 | 753.7214 | 85.0641 | 5132.2735 | 7252.3295 | -2120.056 |
Avg Daily Profit (%) | 0.3354 | 0.3014 | 0.034 | 0.1584 | 0.172 | 0 |
Buy And Hold Return (%) | 883.9525 | 883.9525 | 883.9525 | 883.9525 | 883.9525 | 883.9525 |
Max Trade Drawdown | -79751 | -48742 | -85263 | -3122378 | -1058987 | -4243838 |
Profit Factor | 2.7985 | 4.8301 | 1.3155 | 1.6119 | 3.765 | 0.6322 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 46.5116 | 44.186 | 48.8372 | 46.5116 | 44.186 | 48.8372 |
Ratio Avg Win / Avg Loss | 3.2183 | 6.1012 | 1.3782 | 1.8537 | 4.7558 | 0.6623 |
Largest Winning Trade | 363704 | 363704 | 50659 | 4236081 | 4236081 | 595384 |
Largest Losing Trade | -66787 | -23533 | -66787 | -2863221 | -571370 | -2863221 |
Avg Bars in Trades | 55 | 55 | 56 | 55 | 55 | 56 |
Avg Bars in Winners | 71 | 71 | 70 | 71 | 71 | 70 |
Avg Bars in Losers | 42 | 42 | 43 | 42 | 42 | 43 |
Bars Traded | 4811 | 2381 | 2430 | 4811 | 2381 | 2430 |
Profit Streak | 0 | 170.9154 | 0 | 0 | 170.9154 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152367 | -150444 | -313447 | 317180 | 484051 | -581179 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542326400000, "first_datapoint_time": 1549756800000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758362290519, "expiration_time": 1764807696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 53, "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": [ [ 838785.4982400348, 753721.409269225, 85064.0889708101, 5132273.516309851, 7252329.477897419, -2120055.961587566 ], [ 838.785498, 753.721409, 85.064089, 5132.273516, 7252.329478, -2120.055962 ], [ 0.335447, 0.301428, 0.034019, 0.158391, 0.172017, 0 ], [ 883.952452, 883.952452, 883.952452, 883.952452, 883.952452, 883.952452 ], [ -79751, -48742, -85263, -3122378, -1058987, -4243838 ], [ 2.798533, 4.83014, 1.315537, 1.611904, 3.764992, 0.63222 ], [ 86, 43, 43, 86, 43, 43 ], [ 40, 19, 21, 40, 19, 21 ], [ 46, 24, 22, 46, 24, 22 ], [ 46.511628, 44.186047, 48.837209, 46.511628, 44.186047, 48.837209 ], [ 3.218313, 6.10123, 1.378182, 1.85369, 4.75578, 0.662326 ], [ 363704, 363704, 50659, 4236081, 4236081, 595384 ], [ -66787, -23533, -66787, -2863221, -571370, -2863221 ], [ 55, 55, 56, 55, 55, 56 ], [ 71, 71, 70, 71, 71, 70 ], [ 42, 42, 43, 42, 42, 43 ], [ 4811, 2381, 2430, 4811, 2381, 2430 ], [ 0, 170.915399, 0, 0, 170.9154, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152367, -150444, -313447, 317180, 484051, -581179 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542326400000, "first_datapoint_time": 1549756800000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758362290519, "expiration_time": 1764807696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 53, "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) |
---|