Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1156806.8561 | 891982.6544 | 264824.2017 | 244756282.881 | 266619348.7971 | -21863065.9161 |
Total P&L (%) | 1156.8069 | 891.9827 | 264.8242 | 244756.2829 | 266619.3488 | -21863.0659 |
Avg Daily Profit (%) | 0.4626 | 0.3567 | 0.1059 | 0.3126 | 0.316 | 0 |
Buy And Hold Return (%) | 924.1901 | 924.1901 | 924.1901 | 924.1901 | 924.1901 | 924.1901 |
Max Trade Drawdown | -74746 | -77120 | -66822 | -59527082 | -5318501 | -66164743 |
Profit Factor | 5.3314 | 8.7098 | 2.7494 | 3.6825 | 32.5115 | 0.7359 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 17 | 7 | 10 | 17 | 7 | 10 |
Profitability (%) | 73.4375 | 78.125 | 68.75 | 73.4375 | 78.125 | 68.75 |
Ratio Avg Win / Avg Loss | 1.9284 | 2.4388 | 1.2497 | 1.332 | 9.1032 | 0.3345 |
Largest Winning Trade | 168423 | 168423 | 64477 | 105753241 | 105753241 | 18175640 |
Largest Losing Trade | -66822 | -43341 | -66822 | -38324842 | -2655909 | -38324842 |
Avg Bars in Trades | 72 | 80 | 63 | 72 | 80 | 63 |
Avg Bars in Winners | 82 | 79 | 86 | 82 | 79 | 86 |
Avg Bars in Losers | 43 | 85 | 14 | 43 | 85 | 14 |
Bars Traded | 4624 | 2587 | 2037 | 4624 | 2587 | 2037 |
Profit Streak | 282.2756 | 282.2756 | 286.7756 | 282.2756 | 282.2756 | 286.7756 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -208242 | -143290 | -209871 | -124373 | 797026 | -577411 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541808000000, "first_datapoint_time": 1549195200000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757831815128, "expiration_time": 1764289296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 148, "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": [ [ 1156806.8561477738, 891982.6544164794, 264824.2017312941, 244756282.88098016, 266619348.79707178, -21863065.916091632 ], [ 1156.806856, 891.982654, 264.824202, 244756.282881, 266619.348797, -21863.065916 ], [ 0.46263, 0.356722, 0.105908, 0.312555, 0.315986, 0 ], [ 924.190079, 924.190079, 924.190079, 924.190079, 924.190079, 924.190079 ], [ -74746, -77120, -66822, -59527082, -5318501, -66164743 ], [ 5.331383, 8.709829, 2.749384, 3.68251, 32.511483, 0.735891 ], [ 64, 32, 32, 64, 32, 32 ], [ 47, 25, 22, 47, 25, 22 ], [ 17, 7, 10, 17, 7, 10 ], [ 73.4375, 78.125, 68.75, 73.4375, 78.125, 68.75 ], [ 1.928372, 2.438752, 1.24972, 1.331972, 9.103215, 0.334496 ], [ 168423, 168423, 64477, 105753241, 105753241, 18175640 ], [ -66822, -43341, -66822, -38324842, -2655909, -38324842 ], [ 72, 80, 63, 72, 80, 63 ], [ 82, 79, 86, 82, 79, 86 ], [ 43, 85, 14, 43, 85, 14 ], [ 4624, 2587, 2037, 4624, 2587, 2037 ], [ 282.275638, 282.275638, 286.775638, 282.275638, 282.275638, 286.775638 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -208242, -143290, -209871, -124373, 797026, -577411 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541808000000, "first_datapoint_time": 1549195200000, "last_datapoint_time": 1757808000000, "evaluation_time": 1757831815128, "expiration_time": 1764289296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 148, "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) |
---|