Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 949626.5131 | 756465.2588 | 193161.2543 | 55977161.2189 | 53495769.4664 | 2481391.7525 |
Total P&L (%) | 949.6265 | 756.4653 | 193.1613 | 55977.1612 | 53495.7695 | 2481.3918 |
Avg Daily Profit (%) | 0.3798 | 0.3025 | 0.0772 | 0.2534 | 0.2516 | 0.1301 |
Buy And Hold Return (%) | 859.5484 | 859.5484 | 859.5484 | 859.5484 | 859.5484 | 859.5484 |
Max Trade Drawdown | -120639 | -93968 | -53610 | -13627169 | -4936331 | -16939048 |
Profit Factor | 3.634 | 4.762 | 2.2114 | 2.5856 | 5.5221 | 1.1057 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 62.0253 | 61.5385 | 62.5 | 62.0253 | 61.5385 | 62.5 |
Ratio Avg Win / Avg Loss | 2.2249 | 2.9763 | 1.3269 | 1.5831 | 3.4513 | 0.6634 |
Largest Winning Trade | 137426 | 137426 | 56970 | 21461245 | 21461245 | 9605352 |
Largest Losing Trade | -52058 | -52058 | -26048 | -8842812 | -1953937 | -8842812 |
Avg Bars in Trades | 58 | 69 | 47 | 58 | 69 | 47 |
Avg Bars in Winners | 69 | 79 | 60 | 69 | 79 | 60 |
Avg Bars in Losers | 41 | 55 | 27 | 41 | 55 | 27 |
Bars Traded | 4637 | 2727 | 1909 | 4637 | 2727 | 1909 |
Profit Streak | 111.4165 | 293.9165 | 111.4165 | 111.4165 | 293.9165 | 111.4165 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145289 | -146759 | -250277 | -15058 | 689079 | -125837 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542715200000, "first_datapoint_time": 1550059200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758837584884, "expiration_time": 1765196496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 97, "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": [ [ 949626.5130799431, 756465.2588203597, 193161.2542595835, 55977161.21890053, 53495769.46640783, 2481391.752492711 ], [ 949.626513, 756.465259, 193.161254, 55977.161219, 53495.769466, 2481.391752 ], [ 0.379775, 0.302526, 0.077249, 0.253443, 0.251628, 0.130095 ], [ 859.548417, 859.548417, 859.548417, 859.548417, 859.548417, 859.548417 ], [ -120639, -93968, -53610, -13627169, -4936331, -16939048 ], [ 3.633974, 4.762007, 2.211424, 2.585648, 5.52206, 1.105715 ], [ 79, 39, 40, 79, 39, 40 ], [ 49, 24, 25, 49, 24, 25 ], [ 30, 15, 15, 30, 15, 15 ], [ 62.025316, 61.538462, 62.5, 62.025316, 61.538462, 62.5 ], [ 2.224882, 2.976254, 1.326855, 1.58305, 3.451287, 0.663429 ], [ 137426, 137426, 56970, 21461245, 21461245, 9605352 ], [ -52058, -52058, -26048, -8842812, -1953937, -8842812 ], [ 58, 69, 47, 58, 69, 47 ], [ 69, 79, 60, 69, 79, 60 ], [ 41, 55, 27, 41, 55, 27 ], [ 4637, 2727, 1909, 4637, 2727, 1909 ], [ 111.416492, 293.916492, 111.416492, 111.416492, 293.916492, 111.416492 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -145289, -146759, -250277, -15058, 689079, -125837 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542715200000, "first_datapoint_time": 1550059200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758837584884, "expiration_time": 1765196496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 97, "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) |
---|