Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933618.8805 | 813862.7055 | 119756.175 | 8782664.2152 | 12177728.4027 | -3395064.1875 |
Total P&L (%) | 933.6189 | 813.8627 | 119.7562 | 8782.6642 | 12177.7284 | -3395.0642 |
Avg Daily Profit (%) | 0.3734 | 0.3255 | 0.0479 | 0.1796 | 0.1926 | 0 |
Buy And Hold Return (%) | 734.6131 | 734.6131 | 734.6131 | 734.6131 | 734.6131 | 734.6131 |
Max Trade Drawdown | -83411 | -59846 | -70046 | -5563220 | -2474936 | -6245117 |
Profit Factor | 2.9719 | 4.9869 | 1.4447 | 1.59 | 3.3949 | 0.6536 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 54.2169 | 53.6585 | 54.7619 | 54.2169 | 53.6585 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.5096 | 4.3069 | 1.1934 | 1.3426 | 2.9319 | 0.5399 |
Largest Winning Trade | 381142 | 381142 | 48272 | 8411740 | 8411740 | 887619 |
Largest Losing Trade | -70046 | -24406 | -70046 | -3466619 | -1185851 | -3466619 |
Avg Bars in Trades | 58 | 59 | 57 | 58 | 59 | 57 |
Avg Bars in Winners | 69 | 71 | 67 | 69 | 71 | 67 |
Avg Bars in Losers | 45 | 45 | 46 | 45 | 45 | 46 |
Bars Traded | 4854 | 2423 | 2431 | 4854 | 2423 | 2431 |
Profit Streak | 152.9555 | 163.4555 | 152.9555 | 152.9555 | 163.4555 | 152.9555 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65651 | -113843 | -292134 | 373340 | 573927 | -579153 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1546948800000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758106551449, "expiration_time": 1764548496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 32, "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": [ [ 933618.8804901548, 813862.7054975106, 119756.1749926441, 8782664.215162594, 12177728.402701031, -3395064.187538434 ], [ 933.61888, 813.862705, 119.756175, 8782.664215, 12177.728403, -3395.064188 ], [ 0.373373, 0.32548, 0.047893, 0.179593, 0.192562, 0 ], [ 734.613146, 734.613146, 734.613146, 734.613146, 734.613146, 734.613146 ], [ -83411, -59846, -70046, -5563220, -2474936, -6245117 ], [ 2.971918, 4.986917, 1.444655, 1.589977, 3.394874, 0.65362 ], [ 83, 41, 42, 83, 41, 42 ], [ 45, 22, 23, 45, 22, 23 ], [ 38, 19, 19, 38, 19, 19 ], [ 54.216867, 53.658537, 54.761905, 54.216867, 53.658537, 54.761905 ], [ 2.509619, 4.306883, 1.19341, 1.342647, 2.931937, 0.539947 ], [ 381142, 381142, 48272, 8411740, 8411740, 887619 ], [ -70046, -24406, -70046, -3466619, -1185851, -3466619 ], [ 58, 59, 57, 58, 59, 57 ], [ 69, 71, 67, 69, 71, 67 ], [ 45, 45, 46, 45, 45, 46 ], [ 4854, 2423, 2431, 4854, 2423, 2431 ], [ 152.955456, 163.455456, 152.955456, 152.955457, 163.455457, 152.955457 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -65651, -113843, -292134, 373340, 573927, -579153 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1546948800000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758106551449, "expiration_time": 1764548496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 32, "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) |
---|