Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 976071.2812 | 827056.9099 | 149014.3713 | 21092128.9566 | 18046303.0317 | 3045825.9249 |
Total P&L (%) | 976.0713 | 827.0569 | 149.0144 | 21092.129 | 18046.303 | 3045.8259 |
Avg Daily Profit (%) | 0.3904 | 0.3308 | 0.0596 | 0.2144 | 0.2082 | 0.138 |
Buy And Hold Return (%) | 747.7758 | 747.7758 | 747.7758 | 747.7758 | 747.7758 | 747.7758 |
Max Trade Drawdown | -83450 | -77942 | -26152 | -5761976 | -5209710 | -1174418 |
Profit Factor | 3.2317 | 3.839 | 2.0203 | 2.4921 | 2.7211 | 1.8343 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 60.8247 | 58.3333 | 63.2653 | 60.8247 | 58.3333 | 63.2653 |
Ratio Avg Win / Avg Loss | 2.0814 | 2.7422 | 1.1731 | 1.6051 | 1.9437 | 1.0651 |
Largest Winning Trade | 304021 | 304021 | 50784 | 10145187 | 10145187 | 2608687 |
Largest Losing Trade | -41480 | -41480 | -23969 | -5209710 | -5209710 | -762864 |
Avg Bars in Trades | 49 | 63 | 35 | 49 | 63 | 35 |
Avg Bars in Winners | 53 | 70 | 38 | 53 | 70 | 38 |
Avg Bars in Losers | 43 | 54 | 32 | 43 | 54 | 32 |
Bars Traded | 4831 | 3070 | 1761 | 4831 | 3070 | 1761 |
Profit Streak | 94.6749 | 157.1749 | 94.6749 | 94.6749 | 157.1749 | 94.6749 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52333 | -114560 | -274022 | 559138 | 555601 | -5783 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541592000000, "first_datapoint_time": 1545393600000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757607109847, "expiration_time": 1764073296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 89, "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": [ [ 976071.2812188475, 827056.9099127539, 149014.3713060937, 21092128.9565594, 18046303.031696953, 3045825.9248624453 ], [ 976.071281, 827.05691, 149.014371, 21092.128957, 18046.303032, 3045.825925 ], [ 0.39035, 0.330757, 0.059594, 0.214435, 0.208217, 0.138014 ], [ 747.775771, 747.775771, 747.775771, 747.775771, 747.775771, 747.775771 ], [ -83450, -77942, -26152, -5761976, -5209710, -1174418 ], [ 3.23167, 3.839024, 2.02026, 2.492087, 2.721115, 1.834301 ], [ 97, 48, 49, 97, 48, 49 ], [ 59, 28, 31, 59, 28, 31 ], [ 38, 20, 18, 38, 20, 18 ], [ 60.824742, 58.333333, 63.265306, 60.824742, 58.333333, 63.265306 ], [ 2.081414, 2.74216, 1.173054, 1.605073, 1.943654, 1.065078 ], [ 304021, 304021, 50784, 10145187, 10145187, 2608687 ], [ -41480, -41480, -23969, -5209710, -5209710, -762864 ], [ 49, 63, 35, 49, 63, 35 ], [ 53, 70, 38, 53, 70, 38 ], [ 43, 54, 32, 43, 54, 32 ], [ 4831, 3070, 1761, 4831, 3070, 1761 ], [ 94.674882, 157.174882, 94.674882, 94.674882, 157.174882, 94.674882 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -52333, -114560, -274022, 559138, 555601, -5783 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541592000000, "first_datapoint_time": 1545393600000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757607109847, "expiration_time": 1764073296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 89, "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) |
---|