Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 725719.4565 | 661918.6602 | 63800.7963 | 2963373.3771 | 9662738.3642 | -6699364.9871 |
Total P&L (%) | 725.7195 | 661.9187 | 63.8008 | 2963.3734 | 9662.7384 | -6699.365 |
Avg Daily Profit (%) | 0.2902 | 0.2647 | 0.0255 | 0.137 | 0.1834 | 0 |
Buy And Hold Return (%) | 893.1903 | 893.1903 | 893.1903 | 893.1903 | 893.1903 | 893.1903 |
Max Trade Drawdown | -99431 | -56307 | -135800 | -7396475 | -2119002 | -10042208 |
Profit Factor | 2.3682 | 4.0702 | 1.2027 | 1.137 | 2.4177 | 0.5478 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 54.5455 | 59.0909 | 50 | 54.5455 | 59.0909 | 50 |
Ratio Avg Win / Avg Loss | 1.9735 | 2.8178 | 1.2027 | 0.9475 | 1.6738 | 0.5478 |
Largest Winning Trade | 182553 | 182553 | 42726 | 4688780 | 4688780 | 1490206 |
Largest Losing Trade | -72407 | -29990 | -72407 | -6613786 | -1151501 | -6613786 |
Avg Bars in Trades | 54 | 44 | 63 | 54 | 44 | 63 |
Avg Bars in Winners | 60 | 47 | 77 | 60 | 47 | 77 |
Avg Bars in Losers | 45 | 41 | 49 | 45 | 41 | 49 |
Bars Traded | 4755 | 1971 | 2784 | 4755 | 1971 | 2784 |
Profit Streak | 144.3612 | 162.3612 | 144.3612 | 144.3612 | 162.3612 | 144.3612 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150282 | -147871 | -324444 | -81936 | 529367 | -580147 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541678400000, "first_datapoint_time": 1547380800000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757709609838, "expiration_time": 1764159696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 26, "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": [ [ 725719.4564999855, 661918.6601943027, 63800.7963056829, 2963373.377064377, 9662738.3641566, -6699364.987092226 ], [ 725.719456, 661.91866, 63.800796, 2963.373377, 9662.738364, -6699.364987 ], [ 0.29023, 0.264715, 0.025515, 0.13695, 0.183378, 0 ], [ 893.190287, 893.190287, 893.190287, 893.190287, 893.190287, 893.190287 ], [ -99431, -56307, -135800, -7396475, -2119002, -10042208 ], [ 2.368217, 4.070222, 1.202658, 1.137, 2.41765, 0.547779 ], [ 88, 44, 44, 88, 44, 44 ], [ 48, 26, 22, 48, 26, 22 ], [ 40, 18, 22, 40, 18, 22 ], [ 54.545455, 59.090909, 50, 54.545455, 59.090909, 50 ], [ 1.973514, 2.817846, 1.202658, 0.9475, 1.673758, 0.547779 ], [ 182553, 182553, 42726, 4688780, 4688780, 1490206 ], [ -72407, -29990, -72407, -6613786, -1151501, -6613786 ], [ 54, 44, 63, 54, 44, 63 ], [ 60, 47, 77, 60, 47, 77 ], [ 45, 41, 49, 45, 41, 49 ], [ 4755, 1971, 2784, 4755, 1971, 2784 ], [ 144.361225, 162.361225, 144.361225, 144.361225, 162.361225, 144.361225 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150282, -147871, -324444, -81936, 529367, -580147 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541678400000, "first_datapoint_time": 1547380800000, "last_datapoint_time": 1757678400000, "evaluation_time": 1757709609838, "expiration_time": 1764159696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 26, "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) |
---|