Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 938421.6068 | 816690.5535 | 121731.0533 | 7777739.7658 | 7053375.7605 | 724364.0053 |
Total P&L (%) | 938.4216 | 816.6906 | 121.7311 | 7777.7398 | 7053.3758 | 724.364 |
Avg Daily Profit (%) | 0.3753 | 0.3266 | 0.0487 | 0.1748 | 0.1709 | 0.0844 |
Buy And Hold Return (%) | 878.9686 | 878.9686 | 878.9686 | 878.9686 | 878.9686 | 878.9686 |
Max Trade Drawdown | -145136 | -100205 | -79564 | -2020233 | -1262570 | -883625 |
Profit Factor | 3.0521 | 4.5056 | 1.5426 | 2.6181 | 3.3143 | 1.4118 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 63.2911 | 61.5385 | 65 | 63.2911 | 61.5385 | 65 |
Ratio Avg Win / Avg Loss | 1.7702 | 2.816 | 0.8307 | 1.5185 | 2.0714 | 0.7602 |
Largest Winning Trade | 380001 | 380001 | 39883 | 3559963 | 3559963 | 407805 |
Largest Losing Trade | -68578 | -52214 | -68578 | -1231858 | -1231858 | -837382 |
Avg Bars in Trades | 61 | 64 | 58 | 61 | 64 | 58 |
Avg Bars in Winners | 62 | 65 | 58 | 62 | 65 | 58 |
Avg Bars in Losers | 60 | 63 | 57 | 60 | 63 | 57 |
Bars Traded | 4871 | 2532 | 2339 | 4871 | 2532 | 2339 |
Profit Streak | 142.0893 | 159.0893 | 142.0893 | 142.0893 | 159.0893 | 142.0893 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157261 | -146744 | -290839 | -15078 | 597856 | -243605 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541462400000, "first_datapoint_time": 1544659200000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757470119332, "expiration_time": 1763943696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 2 } } }
{ "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": [ [ 938421.6067898214, 816690.5534716545, 121731.0533181671, 7777739.765780692, 7053375.760467542, 724364.0053131515 ], [ 938.421607, 816.690553, 121.731053, 7777.739766, 7053.37576, 724.364005 ], [ 0.375294, 0.326611, 0.048683, 0.174783, 0.170919, 0.084396 ], [ 878.968635, 878.968635, 878.968635, 878.968635, 878.968635, 878.968635 ], [ -145136, -100205, -79564, -2020233, -1262570, -883625 ], [ 3.0521, 4.50562, 1.542638, 2.618056, 3.314278, 1.411786 ], [ 79, 39, 40, 79, 39, 40 ], [ 50, 24, 26, 50, 24, 26 ], [ 29, 15, 14, 29, 15, 14 ], [ 63.291139, 61.538462, 65, 63.291139, 61.538462, 65 ], [ 1.770218, 2.816013, 0.830651, 1.518473, 2.071424, 0.760193 ], [ 380001, 380001, 39883, 3559963, 3559963, 407805 ], [ -68578, -52214, -68578, -1231858, -1231858, -837382 ], [ 61, 64, 58, 61, 64, 58 ], [ 62, 65, 58, 62, 65, 58 ], [ 60, 63, 57, 60, 63, 57 ], [ 4871, 2532, 2339, 4871, 2532, 2339 ], [ 142.089344, 159.089344, 142.089344, 142.089344, 159.089344, 142.089344 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -157261, -146744, -290839, -15078, 597856, -243605 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541462400000, "first_datapoint_time": 1544659200000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757470119332, "expiration_time": 1763943696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 2 } } }
# | 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) |
---|