Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 988678.7547 | 811970.6886 | 176708.066 | 30930473.2406 | 32491021.487 | -1560548.2464 |
Total P&L (%) | 988.6788 | 811.9707 | 176.7081 | 30930.4732 | 32491.0215 | -1560.5482 |
Avg Daily Profit (%) | 0.3954 | 0.3247 | 0.0707 | 0.2297 | 0.2317 | 0 |
Buy And Hold Return (%) | 873.5063 | 873.5063 | 873.5063 | 873.5063 | 873.5063 | 873.5063 |
Max Trade Drawdown | -80368 | -69385 | -96610 | -3945903 | -1213878 | -3945903 |
Profit Factor | 3.9317 | 8.0499 | 1.7958 | 3.4751 | 13.5353 | 0.8424 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Profitability (%) | 68.0556 | 72.2222 | 63.8889 | 68.0556 | 72.2222 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.8455 | 3.0961 | 1.015 | 1.6312 | 5.2059 | 0.4762 |
Largest Winning Trade | 360771 | 360771 | 48830 | 16856680 | 16856680 | 1730228 |
Largest Losing Trade | -65206 | -40912 | -65206 | -3945903 | -926753 | -3945903 |
Avg Bars in Trades | 63 | 70 | 56 | 63 | 70 | 56 |
Avg Bars in Winners | 75 | 72 | 78 | 75 | 72 | 78 |
Avg Bars in Losers | 39 | 67 | 18 | 39 | 67 | 18 |
Bars Traded | 4592 | 2554 | 2038 | 4592 | 2554 | 2038 |
Profit Streak | 64.1697 | 523.6697 | 0 | 64.1697 | 523.6697 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -188638 | -143897 | -260265 | -65661 | 759066 | -578979 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542240000000, "first_datapoint_time": 1549713600000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758254660406, "expiration_time": 1764721296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 174, "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": [ [ 988678.7546898783, 811970.6886400451, 176708.0660498333, 30930473.240615476, 32491021.486978583, -1560548.2463631113 ], [ 988.678755, 811.970689, 176.708066, 30930.473241, 32491.021487, -1560.548246 ], [ 0.395392, 0.324723, 0.070669, 0.22972, 0.231687, 0 ], [ 873.506327, 873.506327, 873.506327, 873.506327, 873.506327, 873.506327 ], [ -80368, -69385, -96610, -3945903, -1213878, -3945903 ], [ 3.931709, 8.049918, 1.795761, 3.47511, 13.53529, 0.842443 ], [ 72, 36, 36, 72, 36, 36 ], [ 49, 26, 23, 49, 26, 23 ], [ 23, 10, 13, 23, 10, 13 ], [ 68.055556, 72.222222, 63.888889, 68.055556, 72.222222, 63.888889 ], [ 1.845496, 3.096122, 1.014995, 1.631174, 5.205881, 0.476163 ], [ 360771, 360771, 48830, 16856680, 16856680, 1730228 ], [ -65206, -40912, -65206, -3945903, -926753, -3945903 ], [ 63, 70, 56, 63, 70, 56 ], [ 75, 72, 78, 75, 72, 78 ], [ 39, 67, 18, 39, 67, 18 ], [ 4592, 2554, 2038, 4592, 2554, 2038 ], [ 64.16968, 523.669681, 0, 64.169681, 523.669681, 0 ], [ 1, 5, 0, 1, 5, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -188638, -143897, -260265, -65661, 759066, -578979 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542240000000, "first_datapoint_time": 1549713600000, "last_datapoint_time": 1758240000000, "evaluation_time": 1758254660406, "expiration_time": 1764721296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 174, "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) |
---|