Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1010978.535 | 804823.8852 | 206154.6498 | 48644376.9624 | 65247474.5623 | -16603097.6 |
Total P&L (%) | 1010.9785 | 804.8239 | 206.1547 | 48644.377 | 65247.4746 | -16603.0976 |
Avg Daily Profit (%) | 0.4043 | 0.3219 | 0.0825 | 0.2478 | 0.2596 | 0 |
Buy And Hold Return (%) | 891.6356 | 891.6356 | 891.6356 | 891.6356 | 891.6356 | 891.6356 |
Max Trade Drawdown | -78986 | -78107 | -79130 | -36491607 | -2720409 | -36491607 |
Profit Factor | 3.7687 | 7.1227 | 1.8821 | 1.9928 | 14.3842 | 0.6237 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 23 | 9 | 14 | 23 | 9 | 14 |
Profitability (%) | 68.4932 | 75 | 62.1622 | 68.4932 | 75 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.7336 | 2.3742 | 1.1457 | 0.9167 | 4.7947 | 0.3796 |
Largest Winning Trade | 178920 | 178920 | 65424 | 31143285 | 31143285 | 6080011 |
Largest Losing Trade | -70742 | -41783 | -70742 | -36491607 | -2243648 | -36491607 |
Avg Bars in Trades | 96 | 108 | 85 | 96 | 108 | 85 |
Avg Bars in Winners | 114 | 102 | 128 | 114 | 102 | 128 |
Avg Bars in Losers | 59 | 126 | 15 | 59 | 126 | 15 |
Bars Traded | 7071 | 3904 | 3167 | 7071 | 3904 | 3167 |
Profit Streak | 295.3631 | 527.3631 | 295.3631 | 295.3631 | 527.3631 | 295.3631 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -179651 | -143561 | -243258 | -62735 | 780609 | -577848 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542556800000, "first_datapoint_time": 1548777600000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758588169097, "expiration_time": 1765037664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 217, "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": [ [ 1010978.535041319, 804823.8852194713, 206154.6498218474, 48644376.96239426, 65247474.56234762, -16603097.599953368 ], [ 1010.978535, 804.823885, 206.15465, 48644.376962, 65247.474562, -16603.0976 ], [ 0.404338, 0.321887, 0.082451, 0.247841, 0.259594, 0 ], [ 891.635591, 891.635591, 891.635591, 891.635591, 891.635591, 891.635591 ], [ -78986, -78107, -79130, -36491607, -2720409, -36491607 ], [ 3.768699, 7.122689, 1.882148, 1.992833, 14.384231, 0.623688 ], [ 73, 36, 37, 73, 36, 37 ], [ 50, 27, 23, 50, 27, 23 ], [ 23, 9, 14, 23, 9, 14 ], [ 68.493151, 75, 62.162162, 68.493151, 75, 62.162162 ], [ 1.733601, 2.37423, 1.145655, 0.916703, 4.794744, 0.379636 ], [ 178920, 178920, 65424, 31143285, 31143285, 6080011 ], [ -70742, -41783, -70742, -36491607, -2243648, -36491607 ], [ 96, 108, 85, 96, 108, 85 ], [ 114, 102, 128, 114, 102, 128 ], [ 59, 126, 15, 59, 126, 15 ], [ 7071, 3904, 3167, 7071, 3904, 3167 ], [ 295.363068, 527.363068, 295.363068, 295.363068, 527.363068, 295.363068 ], [ 6, 5, 3, 6, 5, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -179651, -143561, -243258, -62735, 780609, -577848 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1542556800000, "first_datapoint_time": 1548777600000, "last_datapoint_time": 1758556800000, "evaluation_time": 1758588169097, "expiration_time": 1765037664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 217, "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) |
---|