Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1017009.4503 | 809493.9985 | 207515.4518 | 39790972.4373 | 119651436.5449 | -79860464.1075 |
Total P&L (%) | 1017.0095 | 809.494 | 207.5155 | 39790.9724 | 119651.4365 | -79860.4641 |
Avg Daily Profit (%) | 0.4067 | 0.3237 | 0.083 | 0.2398 | 0.2839 | 0 |
Buy And Hold Return (%) | 812.679 | 812.679 | 812.679 | 812.679 | 812.679 | 812.679 |
Max Trade Drawdown | -98110 | -41977 | -84067 | -101006744 | -7513470 | -107179867 |
Profit Factor | 4.4615 | 9.0408 | 2.0745 | 1.2744 | 6.3775 | 0.3495 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 70.4918 | 66.6667 | 74.1935 | 70.4918 | 66.6667 | 74.1935 |
Ratio Avg Win / Avg Loss | 1.8676 | 4.5204 | 0.7216 | 0.5335 | 3.1888 | 0.1216 |
Largest Winning Trade | 213135 | 213135 | 54760 | 83341625 | 83341625 | 7004440 |
Largest Losing Trade | -78116 | -37981 | -78116 | -95649543 | -6887375 | -95649543 |
Avg Bars in Trades | 79 | 84 | 74 | 79 | 84 | 74 |
Avg Bars in Winners | 78 | 78 | 78 | 78 | 78 | 78 |
Avg Bars in Losers | 82 | 97 | 63 | 82 | 97 | 63 |
Bars Traded | 4845 | 2542 | 2303 | 4845 | 2542 | 2303 |
Profit Streak | 118.7894 | 118.7894 | 197.7894 | 118.7894 | 118.7894 | 197.7894 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -232342 | -145476 | -242692 | -155353 | 718571 | -576705 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541980800000, "first_datapoint_time": 1547510400000, "last_datapoint_time": 1757980800000, "evaluation_time": 1758005806623, "expiration_time": 1764462096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 129, "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": [ [ 1017009.4502859253, 809493.9984721106, 207515.451813815, 39790972.437316455, 119651436.54485482, -79860464.10753834 ], [ 1017.00945, 809.493998, 207.515452, 39790.972437, 119651.436545, -79860.464108 ], [ 0.406722, 0.323733, 0.08299, 0.239789, 0.283866, 0 ], [ 812.678987, 812.678987, 812.678987, 812.678987, 812.678987, 812.678987 ], [ -98110, -41977, -84067, -101006744, -7513470, -107179867 ], [ 4.461489, 9.040803, 2.074465, 1.274389, 6.377545, 0.349493 ], [ 61, 30, 31, 61, 30, 31 ], [ 43, 20, 23, 43, 20, 23 ], [ 18, 10, 8, 18, 10, 8 ], [ 70.491803, 66.666667, 74.193548, 70.491803, 66.666667, 74.193548 ], [ 1.8676, 4.520402, 0.721553, 0.533465, 3.188773, 0.121563 ], [ 213135, 213135, 54760, 83341625, 83341625, 7004440 ], [ -78116, -37981, -78116, -95649543, -6887375, -95649543 ], [ 79, 84, 74, 79, 84, 74 ], [ 78, 78, 78, 78, 78, 78 ], [ 82, 97, 63, 82, 97, 63 ], [ 4845, 2542, 2303, 4845, 2542, 2303 ], [ 118.789428, 118.789428, 197.789428, 118.789428, 118.789428, 197.789428 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -232342, -145476, -242692, -155353, 718571, -576705 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541980800000, "first_datapoint_time": 1547510400000, "last_datapoint_time": 1757980800000, "evaluation_time": 1758005806623, "expiration_time": 1764462096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 129, "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) |
---|