Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928137.2245 | 816425.2479 | 111711.9766 | 10204816.5949 | 15237052.115 | -5032235.5201 |
Total P&L (%) | 928.1372 | 816.4252 | 111.712 | 10204.8166 | 15237.0521 | -5032.2355 |
Avg Daily Profit (%) | 0.3712 | 0.3265 | 0.0447 | 0.1855 | 0.2015 | 0 |
Buy And Hold Return (%) | 787.6856 | 787.6856 | 787.6856 | 787.6856 | 787.6856 | 787.6856 |
Max Trade Drawdown | -81576 | -45475 | -86555 | -5131289 | -2805921 | -10094807 |
Profit Factor | 3.3053 | 6.4467 | 1.4421 | 1.4745 | 3.2445 | 0.6581 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 57.5758 | 57.5758 | 57.5758 | 57.5758 | 57.5758 | 57.5758 |
Ratio Avg Win / Avg Loss | 2.4355 | 4.7502 | 1.0626 | 1.0865 | 2.3907 | 0.4849 |
Largest Winning Trade | 304091 | 304091 | 64266 | 9500667 | 9500667 | 1813934 |
Largest Losing Trade | -60522 | -31188 | -60522 | -4631351 | -1870741 | -4631351 |
Avg Bars in Trades | 70 | 75 | 64 | 70 | 75 | 64 |
Avg Bars in Winners | 76 | 76 | 77 | 76 | 76 | 77 |
Avg Bars in Losers | 61 | 75 | 47 | 61 | 75 | 47 |
Bars Traded | 4636 | 2495 | 2141 | 4636 | 2495 | 2141 |
Profit Streak | 72.1135 | 155.1135 | 0 | 72.1135 | 155.1135 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -221443 | -134857 | -297106 | -117895 | 582247 | -579820 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541980800000, "first_datapoint_time": 1550966400000, "last_datapoint_time": 1757980800000, "evaluation_time": 1757990606774, "expiration_time": 1764462096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 35, "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": [ [ 928137.2245450647, 816425.2479197005, 111711.9766253646, 10204816.594894351, 15237052.115042545, -5032235.5201481925 ], [ 928.137225, 816.425248, 111.711977, 10204.816595, 15237.052115, -5032.23552 ], [ 0.371181, 0.326505, 0.044676, 0.185543, 0.201477, 0 ], [ 787.685579, 787.685579, 787.685579, 787.685579, 787.685579, 787.685579 ], [ -81576, -45475, -86555, -5131289, -2805921, -10094807 ], [ 3.305348, 6.446655, 1.442061, 1.47453, 3.244467, 0.658052 ], [ 66, 33, 33, 66, 33, 33 ], [ 38, 19, 19, 38, 19, 19 ], [ 28, 14, 14, 28, 14, 14 ], [ 57.575758, 57.575758, 57.575758, 57.575758, 57.575758, 57.575758 ], [ 2.435519, 4.750167, 1.062571, 1.086496, 2.39066, 0.48488 ], [ 304091, 304091, 64266, 9500667, 9500667, 1813934 ], [ -60522, -31188, -60522, -4631351, -1870741, -4631351 ], [ 70, 75, 64, 70, 75, 64 ], [ 76, 76, 77, 76, 76, 77 ], [ 61, 75, 47, 61, 75, 47 ], [ 4636, 2495, 2141, 4636, 2495, 2141 ], [ 72.113504, 155.113504, 0, 72.113504, 155.113504, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -221443, -134857, -297106, -117895, 582247, -579820 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541980800000, "first_datapoint_time": 1550966400000, "last_datapoint_time": 1757980800000, "evaluation_time": 1757990606774, "expiration_time": 1764462096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 35, "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) |
---|