Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484574.2627 | 483521.3535 | 1052.9092 | -4267765.1277 | 5506618.9999 | -9774384.1276 |
Total P&L (%) | 484.5743 | 483.5214 | 1.0529 | -4267.7651 | 5506.619 | -9774.3841 |
Avg Daily Profit (%) | 0.1938 | 0.1934 | 0.0004 | 0 | 0.1612 | 0 |
Buy And Hold Return (%) | 933.9348 | 933.9348 | 933.9348 | 933.9348 | 933.9348 | 933.9348 |
Max Trade Drawdown | -187385 | -69288 | -183055 | -10873890 | -1488739 | -11650973 |
Profit Factor | 2.0633 | 3.8382 | 1.0037 | 0.7432 | 2.623 | 0.2611 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 45 | 22 | 23 | 42 | 22 | 20 |
Losing Trades | 34 | 18 | 16 | 37 | 18 | 19 |
Profitability (%) | 56.962 | 55 | 58.9744 | 53.1646 | 55 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.5589 | 3.1404 | 0.6982 | 0.6547 | 2.1461 | 0.248 |
Largest Winning Trade | 186616 | 186616 | 37228 | 2929325 | 2929325 | 609620 |
Largest Losing Trade | -167497 | -37956 | -167497 | -10314260 | -777362 | -10314260 |
Avg Bars in Trades | 56 | 49 | 63 | 56 | 49 | 63 |
Avg Bars in Winners | 58 | 47 | 69 | 59 | 44 | 75 |
Avg Bars in Losers | 53 | 51 | 56 | 53 | 55 | 51 |
Bars Traded | 4458 | 1970 | 2488 | 4458 | 1970 | 2488 |
Profit Streak | 0 | 0 | 0 | 103.0878 | 103.0878 | 110.5878 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -184384 | -150594 | -574973 | -610687 | 475541 | -580028 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542196800000, "first_datapoint_time": 1556798400000, "last_datapoint_time": 1758196800000, "evaluation_time": 1758204388103, "expiration_time": 1764678096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 160, "offset": 179 } } }
{ "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": [ [ 484574.2626956063, 483521.3534816378, 1052.9092139687, -4267765.127733061, 5506618.999885808, -9774384.12761887 ], [ 484.574263, 483.521353, 1.052909, -4267.765128, 5506.619, -9774.384128 ], [ 0.193791, 0.19337, 0.000421, 0, 0.161159, 0 ], [ 933.934779, 933.934779, 933.934779, 933.934779, 933.934779, 933.934779 ], [ -187385, -69288, -183055, -10873890, -1488739, -11650973 ], [ 2.063306, 3.83822, 1.00369, 0.743219, 2.623004, 0.261051 ], [ 79, 40, 39, 79, 40, 39 ], [ 45, 22, 23, 42, 22, 20 ], [ 34, 18, 16, 37, 18, 19 ], [ 56.962025, 55, 58.974359, 53.164557, 55, 51.282051 ], [ 1.558942, 3.140362, 0.698219, 0.654741, 2.146094, 0.247998 ], [ 186616, 186616, 37228, 2929325, 2929325, 609620 ], [ -167497, -37956, -167497, -10314260, -777362, -10314260 ], [ 56, 49, 63, 56, 49, 63 ], [ 58, 47, 69, 59, 44, 75 ], [ 53, 51, 56, 53, 55, 51 ], [ 4458, 1970, 2488, 4458, 1970, 2488 ], [ 0, 0, 0, 103.087825, 103.087825, 110.587825 ], [ 0, 0, 0, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -184384, -150594, -574973, -610687, 475541, -580028 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542196800000, "first_datapoint_time": 1556798400000, "last_datapoint_time": 1758196800000, "evaluation_time": 1758204388103, "expiration_time": 1764678096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 160, "offset": 179 } } }
# | 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) |
---|