Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1057808.928 | 912598.32 | 145210.6079 | 15417611.1212 | 18103557.4181 | -2685946.2969 |
Total P&L (%) | 1057.8089 | 912.5983 | 145.2106 | 15417.6111 | 18103.5574 | -2685.9463 |
Avg Daily Profit (%) | 0.423 | 0.365 | 0.0581 | 0.2019 | 0.2083 | 0 |
Buy And Hold Return (%) | 763.5369 | 763.5369 | 763.5369 | 763.5369 | 763.5369 | 763.5369 |
Max Trade Drawdown | -85617 | -70769 | -70011 | -7268729 | -5243828 | -7821039 |
Profit Factor | 2.7642 | 4.0092 | 1.49 | 1.6001 | 2.4861 | 0.8012 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 41.844 | 37.1429 | 46.4789 | 41.844 | 37.1429 | 46.4789 |
Ratio Avg Win / Avg Loss | 3.8417 | 6.7847 | 1.7158 | 2.2239 | 4.2072 | 0.9225 |
Largest Winning Trade | 366774 | 366774 | 49213 | 12760019 | 12760019 | 1598401 |
Largest Losing Trade | -70011 | -32524 | -70011 | -5596397 | -5081573 | -5596397 |
Avg Bars in Trades | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Winners | 58 | 59 | 57 | 58 | 59 | 57 |
Avg Bars in Losers | 17 | 19 | 14 | 17 | 19 | 14 |
Bars Traded | 4859 | 2414 | 2445 | 4859 | 2414 | 2445 |
Profit Streak | 96.8009 | 96.8009 | 121.3009 | 96.8009 | 96.8009 | 121.3009 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32095 | -187423 | -365772 | 347118 | -86051 | -667753 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542024000000, "first_datapoint_time": 1546300800000, "last_datapoint_time": 1758024000000, "evaluation_time": 1758049996057, "expiration_time": 1764505296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 21, "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": [ [ 1057808.9279651814, 912598.3200432251, 145210.607921956, 15417611.121190188, 18103557.41813588, -2685946.2969456967 ], [ 1057.808928, 912.59832, 145.210608, 15417.611121, 18103.557418, -2685.946297 ], [ 0.423039, 0.364966, 0.058073, 0.201946, 0.208343, 0 ], [ 763.536901, 763.536901, 763.536901, 763.536901, 763.536901, 763.536901 ], [ -85617, -70769, -70011, -7268729, -5243828, -7821039 ], [ 2.764182, 4.009162, 1.49003, 1.600146, 2.486075, 0.801153 ], [ 141, 70, 71, 141, 70, 71 ], [ 59, 26, 33, 59, 26, 33 ], [ 82, 44, 38, 82, 44, 38 ], [ 41.843972, 37.142857, 46.478873, 41.843972, 37.142857, 46.478873 ], [ 3.841745, 6.784736, 1.715793, 2.223932, 4.207203, 0.92254 ], [ 366774, 366774, 49213, 12760019, 12760019, 1598401 ], [ -70011, -32524, -70011, -5596397, -5081573, -5596397 ], [ 34, 34, 34, 34, 34, 34 ], [ 58, 59, 57, 58, 59, 57 ], [ 17, 19, 14, 17, 19, 14 ], [ 4859, 2414, 2445, 4859, 2414, 2445 ], [ 96.80088, 96.80088, 121.30088, 96.80088, 96.80088, 121.30088 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -32095, -187423, -365772, 347118, -86051, -667753 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542024000000, "first_datapoint_time": 1546300800000, "last_datapoint_time": 1758024000000, "evaluation_time": 1758049996057, "expiration_time": 1764505296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 21, "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) |
---|