Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310267.7067 | 399469.1245 | -89201.4178 | 1106463.3206 | 6035793.7198 | -4929330.3992 |
Total P&L (%) | 310.2677 | 399.4691 | -89.2014 | 1106.4633 | 6035.7937 | -4929.3304 |
Avg Daily Profit (%) | 0.1241 | 0.1598 | -0.0357 | 0.0996 | 0.1648 | 0 |
Buy And Hold Return (%) | 914.2696 | 914.2696 | 914.2696 | 914.2696 | 914.2696 | 914.2696 |
Max Trade Drawdown | -317715 | -67830 | -350364 | -10381085 | -215831 | -10310783 |
Profit Factor | 1.515 | 4.4853 | 0.8171 | 1.1001 | 12.8943 | 0.5327 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 157 | 78 | 79 | 109 | 52 | 57 |
Losing Trades | 32 | 17 | 15 | 80 | 43 | 37 |
Profitability (%) | 83.0688 | 82.1053 | 84.0426 | 57.672 | 54.7368 | 60.6383 |
Ratio Avg Win / Avg Loss | 0.3088 | 0.9776 | 0.1552 | 0.8074 | 10.6626 | 0.3458 |
Largest Winning Trade | 49353 | 49353 | 27470 | 1714520 | 1714520 | 1226434 |
Largest Losing Trade | -289028 | -48179 | -289028 | -10228662 | -215831 | -10228662 |
Avg Bars in Trades | 24 | 25 | 24 | 24 | 25 | 24 |
Avg Bars in Winners | 12 | 15 | 10 | 25 | 25 | 26 |
Avg Bars in Losers | 84 | 70 | 100 | 23 | 24 | 22 |
Bars Traded | 4699 | 2375 | 2324 | 4699 | 2375 | 2324 |
Profit Streak | 87.7686 | 87.7686 | 89.2686 | 87.7686 | 87.7686 | 89.2686 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -186039 | -148062 | -574796 | -268115 | 649445 | -577976 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541419200000, "first_datapoint_time": 1548676800000, "last_datapoint_time": 1757419200000, "evaluation_time": 1757442410389, "expiration_time": 1763900496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.63703, "nb": 0.77827, "nc": 0.1 } }, "second_band": { "type": "alma", "factors": { "length": 169, "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": [ [ 310267.7067238181, 399469.1245014413, -89201.4177776235, 1106463.3206127754, 6035793.719807345, -4929330.399194566 ], [ 310.267707, 399.469125, -89.201418, 1106.463321, 6035.79372, -4929.330399 ], [ 0.124082, 0.159756, -0.035673, 0.099641, 0.164772, 0 ], [ 914.269582, 914.269582, 914.269582, 914.269582, 914.269582, 914.269582 ], [ -317715, -67830, -350364, -10381085, -215831, -10310783 ], [ 1.515019, 4.485264, 0.817144, 1.100082, 12.894272, 0.532682 ], [ 189, 95, 94, 189, 95, 94 ], [ 157, 78, 79, 109, 52, 57 ], [ 32, 17, 15, 80, 43, 37 ], [ 83.068783, 82.105263, 84.042553, 57.671958, 54.736842, 60.638298 ], [ 0.308794, 0.977558, 0.155154, 0.807399, 10.662571, 0.345776 ], [ 49353, 49353, 27470, 1714520, 1714520, 1226434 ], [ -289028, -48179, -289028, -10228662, -215831, -10228662 ], [ 24, 25, 24, 24, 25, 24 ], [ 12, 15, 10, 25, 25, 26 ], [ 84, 70, 100, 23, 24, 22 ], [ 4699, 2375, 2324, 4699, 2375, 2324 ], [ 87.768639, 87.768639, 89.268639, 87.768639, 87.768639, 89.268639 ], [ 10, 5, 5, 10, 5, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -186039, -148062, -574796, -268115, 649445, -577976 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541419200000, "first_datapoint_time": 1548676800000, "last_datapoint_time": 1757419200000, "evaluation_time": 1757442410389, "expiration_time": 1763900496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.63703, "nb": 0.77827, "nc": 0.1 } }, "second_band": { "type": "alma", "factors": { "length": 169, "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) |
---|