Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1033385.2115 | 858409.5595 | 174975.652 | 30507101.0761 | 32052046.2767 | -1544945.2006 |
Total P&L (%) | 1033.3852 | 858.4096 | 174.9757 | 30507.1011 | 32052.0463 | -1544.9452 |
Avg Daily Profit (%) | 0.4132 | 0.3432 | 0.07 | 0.2291 | 0.2311 | 0 |
Buy And Hold Return (%) | 801.8486 | 801.8486 | 801.8486 | 801.8486 | 801.8486 | 801.8486 |
Max Trade Drawdown | -73533 | -65403 | -78053 | -7042199 | -1900535 | -7042199 |
Profit Factor | 4.1615 | 6.5704 | 2.0128 | 3.1512 | 9.567 | 0.852 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 70.2703 | 64.8649 | 75.6757 | 70.2703 | 64.8649 | 75.6757 |
Ratio Avg Win / Avg Loss | 1.7606 | 3.559 | 0.647 | 1.3332 | 5.1821 | 0.2739 |
Largest Winning Trade | 331684 | 331684 | 61305 | 21318897 | 21318897 | 2137902 |
Largest Losing Trade | -68157 | -46023 | -68157 | -7042199 | -1646360 | -7042199 |
Avg Bars in Trades | 61 | 75 | 48 | 61 | 75 | 48 |
Avg Bars in Winners | 73 | 94 | 56 | 73 | 94 | 56 |
Avg Bars in Losers | 33 | 40 | 24 | 33 | 40 | 24 |
Bars Traded | 4587 | 2782 | 1805 | 4587 | 2782 | 1805 |
Profit Streak | 74.0325 | 528.0325 | 0 | 74.0325 | 528.0325 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124217 | -122723 | -260920 | -52116 | 725433 | -577444 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1551225600000, "last_datapoint_time": 1758585600000, "evaluation_time": 1758631610027, "expiration_time": 1765068192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 202, "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": [ [ 1033385.2115264321, 858409.5595406627, 174975.6519857693, 30507101.076105937, 32052046.276672445, -1544945.200566505 ], [ 1033.385212, 858.40956, 174.975652, 30507.101076, 32052.046277, -1544.945201 ], [ 0.413189, 0.343227, 0.069962, 0.229123, 0.231097, 0 ], [ 801.848633, 801.848633, 801.848633, 801.848633, 801.848633, 801.848633 ], [ -73533, -65403, -78053, -7042199, -1900535, -7042199 ], [ 4.161499, 6.570393, 2.012805, 3.151245, 9.567026, 0.852014 ], [ 74, 37, 37, 74, 37, 37 ], [ 52, 24, 28, 52, 24, 28 ], [ 22, 13, 9, 22, 13, 9 ], [ 70.27027, 64.864865, 75.675676, 70.27027, 64.864865, 75.675676 ], [ 1.760634, 3.558963, 0.646973, 1.333219, 5.182139, 0.273862 ], [ 331684, 331684, 61305, 21318897, 21318897, 2137902 ], [ -68157, -46023, -68157, -7042199, -1646360, -7042199 ], [ 61, 75, 48, 61, 75, 48 ], [ 73, 94, 56, 73, 94, 56 ], [ 33, 40, 24, 33, 40, 24 ], [ 4587, 2782, 1805, 4587, 2782, 1805 ], [ 74.032523, 528.032523, 0, 74.032523, 528.032523, 0 ], [ 1, 6, 0, 1, 6, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -124217, -122723, -260920, -52116, 725433, -577444 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1551225600000, "last_datapoint_time": 1758585600000, "evaluation_time": 1758631610027, "expiration_time": 1765068192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 202, "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) |
---|