Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1327718.8596 | 1051952.6809 | 275766.1787 | 322876456.3011 | 263434136.0343 | 59442320.2669 |
Total P&L (%) | 1327.7189 | 1051.9527 | 275.7662 | 322876.4563 | 263434.136 | 59442.3203 |
Avg Daily Profit (%) | 0.5308 | 0.4205 | 0.1102 | 0.3235 | 0.3154 | 0.2557 |
Buy And Hold Return (%) | 781.3177 | 781.3177 | 781.3177 | 781.3177 | 781.3177 | 781.3177 |
Max Trade Drawdown | -73081 | -74156 | -49340 | -36114223 | -17161270 | -53137407 |
Profit Factor | 4.1497 | 5.0668 | 2.6932 | 3.6615 | 5.9863 | 1.868 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 57.1429 | 53.8462 | 60.3774 | 57.1429 | 53.8462 | 60.3774 |
Ratio Avg Win / Avg Loss | 3.1123 | 4.343 | 1.7674 | 2.7461 | 5.1311 | 1.2259 |
Largest Winning Trade | 321384 | 321384 | 66092 | 133250261 | 133250261 | 34997135 |
Largest Losing Trade | -32785 | -29764 | -32785 | -34473093 | -7052717 | -34473093 |
Avg Bars in Trades | 45 | 52 | 39 | 45 | 52 | 39 |
Avg Bars in Winners | 61 | 69 | 54 | 61 | 69 | 54 |
Avg Bars in Losers | 25 | 31 | 17 | 25 | 31 | 17 |
Bars Traded | 4826 | 2711 | 2115 | 4826 | 2711 | 2115 |
Profit Streak | 244.7309 | 244.7309 | 249.2309 | 244.7309 | 244.7309 | 249.2309 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422933 | -218832 | -383816 | 666440 | -161042 | -166408 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5003, "evaluation_days": 2501.5, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1547683200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759123953173, "expiration_time": 1765587888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 109, "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": [ [ 1327718.8596182617, 1051952.6808799703, 275766.1787382917, 322876456.3011366, 263434136.0342548, 59442320.26688181 ], [ 1327.71886, 1051.952681, 275.766179, 322876.456301, 263434.136034, 59442.320267 ], [ 0.530769, 0.420529, 0.11024, 0.323535, 0.315378, 0.255744 ], [ 781.317731, 781.317731, 781.317731, 781.317731, 781.317731, 781.317731 ], [ -73081, -74156, -49340, -36114223, -17161270, -53137407 ], [ 4.149695, 5.066809, 2.693157, 3.661504, 5.986326, 1.867996 ], [ 105, 52, 53, 105, 52, 53 ], [ 60, 28, 32, 60, 28, 32 ], [ 45, 24, 21, 45, 24, 21 ], [ 57.142857, 53.846154, 60.377358, 57.142857, 53.846154, 60.377358 ], [ 3.112271, 4.342979, 1.767384, 2.746128, 5.131137, 1.225873 ], [ 321384, 321384, 66092, 133250261, 133250261, 34997135 ], [ -32785, -29764, -32785, -34473093, -7052717, -34473093 ], [ 45, 52, 39, 45, 52, 39 ], [ 61, 69, 54, 61, 69, 54 ], [ 25, 31, 17, 25, 31, 17 ], [ 4826, 2711, 2115, 4826, 2711, 2115 ], [ 244.730939, 244.730939, 249.230939, 244.730939, 244.730939, 249.230939 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 422933, -218832, -383816, 666440, -161042, -166408 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5003, "evaluation_days": 2501.5, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1547683200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759123953173, "expiration_time": 1765587888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 109, "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) |
---|