Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842856.7115 | 727070.6159 | 115786.0956 | 10917130.7547 | 14583728.5391 | -3666597.7844 |
Total P&L (%) | 842.8567 | 727.0706 | 115.7861 | 10917.1308 | 14583.7285 | -3666.5978 |
Avg Daily Profit (%) | 0.3371 | 0.2908 | 0.0463 | 0.1882 | 0.1997 | 0 |
Buy And Hold Return (%) | 842.6156 | 842.6156 | 842.6156 | 842.6156 | 842.6156 | 842.6156 |
Max Trade Drawdown | -77680 | -76164 | -78806 | -5375302 | -2124192 | -4405812 |
Profit Factor | 3.0444 | 4.7112 | 1.5351 | 1.7841 | 3.8148 | 0.5806 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 52.0833 | 52.7778 | 51.3889 | 52.0833 | 52.7778 | 51.3889 |
Ratio Avg Win / Avg Loss | 2.8008 | 4.2153 | 1.4521 | 1.6414 | 3.4133 | 0.5492 |
Largest Winning Trade | 319743 | 319743 | 50750 | 11038313 | 11038313 | 937931 |
Largest Losing Trade | -58609 | -23454 | -58609 | -2169019 | -1866896 | -2169019 |
Avg Bars in Trades | 31 | 40 | 23 | 31 | 40 | 23 |
Avg Bars in Winners | 43 | 57 | 29 | 43 | 57 | 29 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 4588 | 2896 | 1692 | 4588 | 2896 | 1692 |
Profit Streak | 60.6302 | 79.1302 | 0 | 60.6302 | 79.1302 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149452 | -226832 | -374323 | 451145 | -62490 | -659778 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541462400000, "first_datapoint_time": 1551571200000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757473649401, "expiration_time": 1763943696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 53 } }, "second_band": { "type": "dcm", "factors": { "length": 235, "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": [ [ 842856.711461972, 727070.6158880418, 115786.0955739307, 10917130.754734142, 14583728.539104775, -3666597.784370634 ], [ 842.856711, 727.070616, 115.786096, 10917.130755, 14583.728539, -3666.597784 ], [ 0.337075, 0.29077, 0.046305, 0.188221, 0.199732, 0 ], [ 842.61563, 842.61563, 842.61563, 842.61563, 842.61563, 842.61563 ], [ -77680, -76164, -78806, -5375302, -2124192, -4405812 ], [ 3.044364, 4.711211, 1.535127, 1.784124, 3.814823, 0.580561 ], [ 144, 72, 72, 144, 72, 72 ], [ 75, 38, 37, 75, 38, 37 ], [ 69, 34, 35, 69, 34, 35 ], [ 52.083333, 52.777778, 51.388889, 52.083333, 52.777778, 51.388889 ], [ 2.800815, 4.215294, 1.452147, 1.641394, 3.413262, 0.549179 ], [ 319743, 319743, 50750, 11038313, 11038313, 937931 ], [ -58609, -23454, -58609, -2169019, -1866896, -2169019 ], [ 31, 40, 23, 31, 40, 23 ], [ 43, 57, 29, 43, 57, 29 ], [ 18, 20, 16, 18, 20, 16 ], [ 4588, 2896, 1692, 4588, 2896, 1692 ], [ 60.630201, 79.130201, 0, 60.630201, 79.130201, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -149452, -226832, -374323, 451145, -62490, -659778 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541462400000, "first_datapoint_time": 1551571200000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757473649401, "expiration_time": 1763943696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 53 } }, "second_band": { "type": "dcm", "factors": { "length": 235, "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) |
---|