Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 835578.232 | 751014.797 | 84563.435 | 2705681.5055 | 11934483.7101 | -9228802.2046 |
Total P&L (%) | 835.5782 | 751.0148 | 84.5634 | 2705.6815 | 11934.4837 | -9228.8022 |
Avg Daily Profit (%) | 0.3342 | 0.3003 | 0.0338 | 0.1334 | 0.1918 | 0 |
Buy And Hold Return (%) | 934.4387 | 934.4387 | 934.4387 | 934.4387 | 934.4387 | 934.4387 |
Max Trade Drawdown | -118519 | -73713 | -121006 | -8418427 | -5788851 | -11221443 |
Profit Factor | 2.8181 | 5.5084 | 1.2886 | 1.1052 | 2.6452 | 0.5003 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 59.375 | 59.375 | 59.375 | 59.375 | 59.375 | 59.375 |
Ratio Avg Win / Avg Loss | 1.9282 | 3.7689 | 0.8817 | 0.7562 | 1.8099 | 0.3423 |
Largest Winning Trade | 166187 | 166187 | 64720 | 5406282 | 5406282 | 1716212 |
Largest Losing Trade | -72407 | -36119 | -72407 | -6575753 | -2466665 | -6575753 |
Avg Bars in Trades | 71 | 79 | 63 | 71 | 79 | 63 |
Avg Bars in Winners | 86 | 90 | 81 | 86 | 90 | 81 |
Avg Bars in Losers | 50 | 63 | 37 | 50 | 63 | 37 |
Bars Traded | 4585 | 2545 | 2040 | 4585 | 2545 | 2040 |
Profit Streak | 119.9312 | 119.9312 | 197.9312 | 119.9312 | 119.9312 | 197.9312 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -292540 | -146966 | -313369 | -265496 | 531372 | -579003 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542283200000, "first_datapoint_time": 1549411200000, "last_datapoint_time": 1758283200000, "evaluation_time": 1758320452359, "expiration_time": 1764764496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 166, "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": [ [ 835578.2320448697, 751014.797027177, 84563.4350176928, 2705681.5054713674, 11934483.710058937, -9228802.204587568 ], [ 835.578232, 751.014797, 84.563435, 2705.681505, 11934.48371, -9228.802205 ], [ 0.334164, 0.300346, 0.033819, 0.133432, 0.19176, 0 ], [ 934.438731, 934.438731, 934.438731, 934.438731, 934.438731, 934.438731 ], [ -118519, -73713, -121006, -8418427, -5788851, -11221443 ], [ 2.818077, 5.508382, 1.2886, 1.105189, 2.645186, 0.500276 ], [ 64, 32, 32, 64, 32, 32 ], [ 38, 19, 19, 38, 19, 19 ], [ 26, 13, 13, 26, 13, 13 ], [ 59.375, 59.375, 59.375, 59.375, 59.375, 59.375 ], [ 1.928158, 3.768893, 0.881674, 0.756182, 1.809864, 0.342294 ], [ 166187, 166187, 64720, 5406282, 5406282, 1716212 ], [ -72407, -36119, -72407, -6575753, -2466665, -6575753 ], [ 71, 79, 63, 71, 79, 63 ], [ 86, 90, 81, 86, 90, 81 ], [ 50, 63, 37, 50, 63, 37 ], [ 4585, 2545, 2040, 4585, 2545, 2040 ], [ 119.931161, 119.931161, 197.931161, 119.931162, 119.931162, 197.931162 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -292540, -146966, -313369, -265496, 531372, -579003 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542283200000, "first_datapoint_time": 1549411200000, "last_datapoint_time": 1758283200000, "evaluation_time": 1758320452359, "expiration_time": 1764764496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 166, "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) |
---|