Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1005209.2496 | 812230.9099 | 192978.3397 | 40145676.0771 | 54635517.9207 | -14489841.8436 |
Total P&L (%) | 1005.2093 | 812.2309 | 192.9783 | 40145.6761 | 54635.5179 | -14489.8418 |
Avg Daily Profit (%) | 0.402 | 0.3248 | 0.0772 | 0.2401 | 0.2525 | 0 |
Buy And Hold Return (%) | 847.7407 | 847.7407 | 847.7407 | 847.7407 | 847.7407 | 847.7407 |
Max Trade Drawdown | -96369 | -38878 | -101626 | -13551628 | -2831639 | -17327400 |
Profit Factor | 4.3308 | 9.6186 | 1.9298 | 2.1224 | 9.869 | 0.5106 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 18 | 8 | 10 | 18 | 8 | 10 |
Profitability (%) | 68.9655 | 72.4138 | 65.5172 | 68.9655 | 72.4138 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.9489 | 3.6642 | 1.0157 | 0.9551 | 3.7596 | 0.2687 |
Largest Winning Trade | 199692 | 199692 | 63748 | 25715493 | 25715493 | 3027618 |
Largest Losing Trade | -71422 | -26219 | -71422 | -10605912 | -2831639 | -10605912 |
Avg Bars in Trades | 77 | 90 | 63 | 77 | 90 | 63 |
Avg Bars in Winners | 88 | 88 | 87 | 88 | 88 | 87 |
Avg Bars in Losers | 53 | 96 | 18 | 53 | 96 | 18 |
Bars Traded | 4485 | 2635 | 1850 | 4485 | 2635 | 1850 |
Profit Streak | 65.8227 | 95.3227 | 0 | 65.8227 | 95.3227 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -267402 | -143936 | -251172 | -166843 | 764039 | -578821 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542369600000, "first_datapoint_time": 1551528000000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758397478507, "expiration_time": 1764850896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 213, "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": [ [ 1005209.2495907391, 812230.9098724697, 192978.3397182697, 40145676.0770804, 54635517.92066157, -14489841.843581177 ], [ 1005.20925, 812.23091, 192.97834, 40145.676077, 54635.517921, -14489.841844 ], [ 0.402003, 0.324827, 0.077176, 0.240143, 0.252472, 0 ], [ 847.740743, 847.740743, 847.740743, 847.740743, 847.740743, 847.740743 ], [ -96369, -38878, -101626, -13551628, -2831639, -17327400 ], [ 4.330829, 9.618571, 1.929803, 2.122374, 9.869018, 0.510615 ], [ 58, 29, 29, 58, 29, 29 ], [ 40, 21, 19, 40, 21, 19 ], [ 18, 8, 10, 18, 8, 10 ], [ 68.965517, 72.413793, 65.517241, 68.965517, 72.413793, 65.517241 ], [ 1.948873, 3.664217, 1.015686, 0.955068, 3.759626, 0.268745 ], [ 199692, 199692, 63748, 25715493, 25715493, 3027618 ], [ -71422, -26219, -71422, -10605912, -2831639, -10605912 ], [ 77, 90, 63, 77, 90, 63 ], [ 88, 88, 87, 88, 88, 87 ], [ 53, 96, 18, 53, 96, 18 ], [ 4485, 2635, 1850, 4485, 2635, 1850 ], [ 65.822668, 95.322668, 0, 65.822668, 95.322668, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -267402, -143936, -251172, -166843, 764039, -578821 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542369600000, "first_datapoint_time": 1551528000000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758397478507, "expiration_time": 1764850896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 213, "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) |
---|