Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803387.7982 | 726517.2944 | 76870.5038 | 1974794.4338 | 9740482.8749 | -7765688.4412 |
Total P&L (%) | 803.3878 | 726.5173 | 76.8705 | 1974.7944 | 9740.4829 | -7765.6884 |
Avg Daily Profit (%) | 0.3213 | 0.2905 | 0.0307 | 0.1213 | 0.1837 | 0 |
Buy And Hold Return (%) | 811.531 | 811.531 | 811.531 | 811.531 | 811.531 | 811.531 |
Max Trade Drawdown | -119513 | -77792 | -110611 | -7157499 | -4330770 | -9476629 |
Profit Factor | 2.7942 | 5.5107 | 1.2681 | 1.1005 | 2.9203 | 0.4669 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 59.6774 | 58.0645 | 61.2903 | 59.6774 | 58.0645 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.8879 | 3.9799 | 0.8009 | 0.7436 | 2.1091 | 0.2949 |
Largest Winning Trade | 166563 | 166563 | 64720 | 4735554 | 4735554 | 1302385 |
Largest Losing Trade | -76361 | -36119 | -76361 | -5772287 | -1705579 | -5772287 |
Avg Bars in Trades | 73 | 82 | 65 | 73 | 82 | 65 |
Avg Bars in Winners | 86 | 92 | 81 | 86 | 92 | 81 |
Avg Bars in Losers | 54 | 68 | 40 | 54 | 68 | 40 |
Bars Traded | 4586 | 2558 | 2028 | 4586 | 2558 | 2028 |
Profit Streak | 109.5594 | 109.5594 | 186.0594 | 109.5594 | 109.5594 | 186.0594 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -307657 | -147229 | -317361 | -302472 | 541520 | -578767 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541289600000, "first_datapoint_time": 1548331200000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757294728220, "expiration_time": 1763770896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 160, "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": [ [ 803387.7981825036, 726517.2943550257, 76870.5038274777, 1974794.433767294, 9740482.874937352, -7765688.441170058 ], [ 803.387798, 726.517294, 76.870504, 1974.794434, 9740.482875, -7765.688441 ], [ 0.321291, 0.290549, 0.030742, 0.121347, 0.183695, 0 ], [ 811.531035, 811.531035, 811.531035, 811.531035, 811.531035, 811.531035 ], [ -119513, -77792, -110611, -7157499, -4330770, -9476629 ], [ 2.794164, 5.510666, 1.268111, 1.100547, 2.92029, 0.46694 ], [ 62, 31, 31, 62, 31, 31 ], [ 37, 18, 19, 37, 18, 19 ], [ 25, 13, 12, 25, 13, 12 ], [ 59.677419, 58.064516, 61.290323, 59.677419, 58.064516, 61.290323 ], [ 1.887948, 3.979925, 0.800912, 0.743613, 2.109099, 0.29491 ], [ 166563, 166563, 64720, 4735554, 4735554, 1302385 ], [ -76361, -36119, -76361, -5772287, -1705579, -5772287 ], [ 73, 82, 65, 73, 82, 65 ], [ 86, 92, 81, 86, 92, 81 ], [ 54, 68, 40, 54, 68, 40 ], [ 4586, 2558, 2028, 4586, 2558, 2028 ], [ 109.559354, 109.559354, 186.059354, 109.559354, 109.559354, 186.059354 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -307657, -147229, -317361, -302472, 541520, -578767 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541289600000, "first_datapoint_time": 1548331200000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757294728220, "expiration_time": 1763770896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 160, "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) |
---|