Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 936216.7171 | 749653.3064 | 186563.4106 | 29903425.5645 | 31587247.4704 | -1683821.9059 |
Total P&L (%) | 936.2167 | 749.6533 | 186.5634 | 29903.4256 | 31587.2475 | -1683.8219 |
Avg Daily Profit (%) | 0.3744 | 0.2998 | 0.0746 | 0.2284 | 0.2306 | 0 |
Buy And Hold Return (%) | 895.92 | 895.92 | 895.92 | 895.92 | 895.92 | 895.92 |
Max Trade Drawdown | -77769 | -67705 | -64518 | -10246036 | -3092415 | -12019427 |
Profit Factor | 3.3092 | 5.2419 | 1.8158 | 2.2752 | 5.5721 | 0.8982 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 59 | 64 | 54 | 59 | 64 | 54 |
Ratio Avg Win / Avg Loss | 2.2996 | 2.9486 | 1.5468 | 1.5811 | 3.1343 | 0.7651 |
Largest Winning Trade | 176194 | 176194 | 63875 | 14320569 | 14320569 | 4758515 |
Largest Losing Trade | -62795 | -38236 | -62795 | -6694527 | -2053534 | -6694527 |
Avg Bars in Trades | 45 | 57 | 34 | 45 | 57 | 34 |
Avg Bars in Winners | 52 | 51 | 53 | 52 | 51 | 53 |
Avg Bars in Losers | 36 | 68 | 11 | 36 | 68 | 11 |
Bars Traded | 4594 | 2887 | 1707 | 4594 | 2887 | 1707 |
Profit Streak | 127.3826 | 129.8826 | 127.3826 | 127.3826 | 129.8826 | 127.3826 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133077 | -325804 | -434237 | 556676 | -160375 | -759355 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542024000000, "first_datapoint_time": 1549152000000, "last_datapoint_time": 1758024000000, "evaluation_time": 1758057056064, "expiration_time": 1764505296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 101, "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": [ [ 936216.7170641159, 749653.3064427959, 186563.41062132, 29903425.56448349, 31587247.470425494, -1683821.9059419995 ], [ 936.216717, 749.653306, 186.563411, 29903.425564, 31587.24747, -1683.821906 ], [ 0.374412, 0.299801, 0.07461, 0.228371, 0.230559, 0 ], [ 895.919966, 895.919966, 895.919966, 895.919966, 895.919966, 895.919966 ], [ -77769, -67705, -64518, -10246036, -3092415, -12019427 ], [ 3.309232, 5.241869, 1.815769, 2.275245, 5.57214, 0.8982 ], [ 100, 50, 50, 100, 50, 50 ], [ 59, 32, 27, 59, 32, 27 ], [ 41, 18, 23, 41, 18, 23 ], [ 59, 64, 54, 59, 64, 54 ], [ 2.299636, 2.948551, 1.546766, 1.581103, 3.134328, 0.765134 ], [ 176194, 176194, 63875, 14320569, 14320569, 4758515 ], [ -62795, -38236, -62795, -6694527, -2053534, -6694527 ], [ 45, 57, 34, 45, 57, 34 ], [ 52, 51, 53, 52, 51, 53 ], [ 36, 68, 11, 36, 68, 11 ], [ 4594, 2887, 1707, 4594, 2887, 1707 ], [ 127.382593, 129.882593, 127.382593, 127.382593, 129.882593, 127.382593 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -133077, -325804, -434237, 556676, -160375, -759355 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542024000000, "first_datapoint_time": 1549152000000, "last_datapoint_time": 1758024000000, "evaluation_time": 1758057056064, "expiration_time": 1764505296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 101, "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) |
---|