Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1269045.3037 | 960902.4036 | 308142.9001 | 392807601.8441 | 562567846.1044 | -169760244.2604 |
Total P&L (%) | 1269.0453 | 960.9024 | 308.1429 | 392807.6018 | 562567.8461 | -169760.2443 |
Avg Daily Profit (%) | 0.5076 | 0.3844 | 0.1233 | 0.3316 | 0.346 | 0 |
Buy And Hold Return (%) | 671.4379 | 671.4379 | 671.4379 | 671.4379 | 671.4379 | 671.4379 |
Max Trade Drawdown | -70075 | -42860 | -77579 | -348958886 | -23212578 | -362133685 |
Profit Factor | 5.591 | 8.0085 | 3.2118 | 1.931 | 13.0059 | 0.5474 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 70.6667 | 67.5676 | 73.6842 | 70.6667 | 67.5676 | 73.6842 |
Ratio Avg Win / Avg Loss | 2.3208 | 3.8441 | 1.1471 | 0.8015 | 6.2428 | 0.1955 |
Largest Winning Trade | 266071 | 266071 | 40474 | 374456625 | 374456625 | 45215022 |
Largest Losing Trade | -66557 | -39839 | -66557 | -342897086 | -14247618 | -342897086 |
Avg Bars in Trades | 64 | 70 | 58 | 64 | 70 | 58 |
Avg Bars in Winners | 67 | 70 | 65 | 67 | 70 | 65 |
Avg Bars in Losers | 57 | 71 | 39 | 57 | 71 | 39 |
Bars Traded | 4846 | 2618 | 2228 | 4846 | 2618 | 2228 |
Profit Streak | 222.5249 | 222.5249 | 234.0249 | 222.5249 | 222.5249 | 234.0249 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45641 | -10255 | -184775 | -46863 | 758547 | -576339 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541289600000, "first_datapoint_time": 1545782400000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757248552544, "expiration_time": 1763726400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 105, "offset": 0, "std": 3.16506 } } }
{ "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": [ [ 1269045.3037176516, 960902.4035757671, 308142.9001418847, 392807601.84405506, 562567846.104418, -169760244.26036283 ], [ 1269.045304, 960.902404, 308.1429, 392807.601844, 562567.846104, -169760.24426 ], [ 0.507618, 0.384361, 0.123257, 0.331595, 0.346008, 0 ], [ 671.437905, 671.437905, 671.437905, 671.437905, 671.437905, 671.437905 ], [ -70075, -42860, -77579, -348958886, -23212578, -362133685 ], [ 5.591011, 8.008519, 3.211848, 1.930993, 13.005905, 0.547385 ], [ 75, 37, 38, 75, 37, 38 ], [ 53, 25, 28, 53, 25, 28 ], [ 22, 12, 10, 22, 12, 10 ], [ 70.666667, 67.567568, 73.684211, 70.666667, 67.567568, 73.684211 ], [ 2.320797, 3.844089, 1.147089, 0.801544, 6.242835, 0.195495 ], [ 266071, 266071, 40474, 374456625, 374456625, 45215022 ], [ -66557, -39839, -66557, -342897086, -14247618, -342897086 ], [ 64, 70, 58, 64, 70, 58 ], [ 67, 70, 65, 67, 70, 65 ], [ 57, 71, 39, 57, 71, 39 ], [ 4846, 2618, 2228, 4846, 2618, 2228 ], [ 222.524914, 222.524914, 234.024914, 222.524914, 222.524914, 234.024914 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -45641, -10255, -184775, -46863, 758547, -576339 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541289600000, "first_datapoint_time": 1545782400000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757248552544, "expiration_time": 1763726400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 105, "offset": 0, "std": 3.16506 } } }
# | 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) |
---|