Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689271.1105 | 608304.3877 | 80966.7228 | 2699992.0604 | 3646915.144 | -946923.0835 |
Total P&L (%) | 689.2711 | 608.3044 | 80.9667 | 2699.9921 | 3646.9151 | -946.9231 |
Avg Daily Profit (%) | 0.2756 | 0.2433 | 0.0324 | 0.1333 | 0.145 | 0 |
Buy And Hold Return (%) | 782.9808 | 782.9808 | 782.9808 | 782.9808 | 782.9808 | 782.9808 |
Max Trade Drawdown | -109904 | -73025 | -66879 | -1912624 | -433231 | -1991203 |
Profit Factor | 2.3738 | 3.8028 | 1.2844 | 1.6367 | 3.8959 | 0.6824 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 53.7634 | 56.5217 | 51.0638 | 53.7634 | 56.5217 | 51.0638 |
Ratio Avg Win / Avg Loss | 2.0414 | 2.9252 | 1.2309 | 1.4075 | 2.9968 | 0.654 |
Largest Winning Trade | 163123 | 163123 | 54879 | 1844428 | 1844428 | 342364 |
Largest Losing Trade | -64287 | -42360 | -64287 | -1912624 | -252095 | -1912624 |
Avg Bars in Trades | 73 | 92 | 54 | 73 | 92 | 54 |
Avg Bars in Winners | 89 | 88 | 91 | 89 | 88 | 91 |
Avg Bars in Losers | 54 | 99 | 16 | 54 | 99 | 16 |
Bars Traded | 6851 | 4276 | 2575 | 6851 | 4276 | 2575 |
Profit Streak | 58.7349 | 137.4015 | 58.7349 | 58.7349 | 137.4015 | 58.7349 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150857 | -148183 | -314645 | -13612 | 308550 | -579998 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1541721600000, "first_datapoint_time": 1545868800000, "last_datapoint_time": 1757750400000, "evaluation_time": 1757756291688, "expiration_time": 1764232128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 145, "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": [ [ 689271.11046869, 608304.3876880889, 80966.7227806011, 2699992.0604350073, 3646915.1439537257, -946923.0835187184 ], [ 689.27111, 608.304388, 80.966723, 2699.99206, 3646.915144, -946.923084 ], [ 0.275635, 0.243257, 0.032378, 0.133341, 0.145007, 0 ], [ 782.980799, 782.980799, 782.980799, 782.980799, 782.980799, 782.980799 ], [ -109904, -73025, -66879, -1912624, -433231, -1991203 ], [ 2.373751, 3.802771, 1.284386, 1.636684, 3.895865, 0.682385 ], [ 93, 46, 47, 93, 46, 47 ], [ 50, 26, 24, 50, 26, 24 ], [ 43, 20, 23, 43, 20, 23 ], [ 53.763441, 56.521739, 51.06383, 53.763441, 56.521739, 51.06383 ], [ 2.041425, 2.925208, 1.23087, 1.407548, 2.996819, 0.653952 ], [ 163123, 163123, 54879, 1844428, 1844428, 342364 ], [ -64287, -42360, -64287, -1912624, -252095, -1912624 ], [ 73, 92, 54, 73, 92, 54 ], [ 89, 88, 91, 89, 88, 91 ], [ 54, 99, 16, 54, 99, 16 ], [ 6851, 4276, 2575, 6851, 4276, 2575 ], [ 58.734857, 137.401524, 58.734857, 58.734857, 137.401524, 58.734857 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150857, -148183, -314645, -13612, 308550, -579998 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1541721600000, "first_datapoint_time": 1545868800000, "last_datapoint_time": 1757750400000, "evaluation_time": 1757756291688, "expiration_time": 1764232128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 145, "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) |
---|