Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470248.9583 | 471433.6133 | -1184.6549 | -9215223.9452 | 6448607.6422 | -15663831.5874 |
Total P&L (%) | 470.249 | 471.4336 | -1.1847 | -9215.2239 | 6448.6076 | -15663.8316 |
Avg Daily Profit (%) | 0.188 | 0.1885 | -0.0005 | 0 | 0.1673 | 0 |
Buy And Hold Return (%) | 818.1109 | 818.1109 | 818.1109 | 818.1109 | 818.1109 | 818.1109 |
Max Trade Drawdown | -186634 | -40972 | -184685 | -19596916 | -1128890 | -19068982 |
Profit Factor | 2.1508 | 5.251 | 0.996 | 0.6323 | 2.6328 | 0.2582 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 54 | 30 | 24 | 57 | 30 | 27 |
Losing Trades | 42 | 18 | 24 | 39 | 18 | 21 |
Profitability (%) | 56.25 | 62.5 | 50 | 59.375 | 62.5 | 56.25 |
Ratio Avg Win / Avg Loss | 1.6729 | 3.1506 | 0.996 | 0.4327 | 1.5797 | 0.2008 |
Largest Winning Trade | 146159 | 146159 | 38016 | 3465426 | 3465426 | 1005402 |
Largest Losing Trade | -179929 | -17851 | -179929 | -18859678 | -795245 | -18859678 |
Avg Bars in Trades | 46 | 40 | 53 | 46 | 40 | 53 |
Avg Bars in Winners | 54 | 40 | 72 | 51 | 39 | 65 |
Avg Bars in Losers | 36 | 41 | 33 | 39 | 43 | 36 |
Bars Traded | 4503 | 1957 | 2546 | 4503 | 1957 | 2546 |
Profit Streak | 90.7868 | 94.7868 | 0 | 0 | 0 | 101.7868 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152543 | -148007 | -580689 | -579306 | 521611 | -579318 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1552521600000, "last_datapoint_time": 1758585600000, "evaluation_time": 1758610380907, "expiration_time": 1765068192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 206 } } }
{ "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": [ [ 470248.9583377526, 471433.6132597543, -1184.6549220016, -9215223.945217613, 6448607.642231432, -15663831.58744904 ], [ 470.248958, 471.433613, -1.184655, -9215.223945, 6448.607642, -15663.831587 ], [ 0.188024, 0.188498, -0.000474, 0, 0.167346, 0 ], [ 818.110891, 818.110891, 818.110891, 818.110891, 818.110891, 818.110891 ], [ -186634, -40972, -184685, -19596916, -1128890, -19068982 ], [ 2.150828, 5.250988, 0.996021, 0.632343, 2.632839, 0.258179 ], [ 96, 48, 48, 96, 48, 48 ], [ 54, 30, 24, 57, 30, 27 ], [ 42, 18, 24, 39, 18, 21 ], [ 56.25, 62.5, 50, 59.375, 62.5, 56.25 ], [ 1.672866, 3.150593, 0.996021, 0.432655, 1.579704, 0.200806 ], [ 146159, 146159, 38016, 3465426, 3465426, 1005402 ], [ -179929, -17851, -179929, -18859678, -795245, -18859678 ], [ 46, 40, 53, 46, 40, 53 ], [ 54, 40, 72, 51, 39, 65 ], [ 36, 41, 33, 39, 43, 36 ], [ 4503, 1957, 2546, 4503, 1957, 2546 ], [ 90.786816, 94.786816, 0, 0, 0, 101.786816 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152543, -148007, -580689, -579306, 521611, -579318 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1552521600000, "last_datapoint_time": 1758585600000, "evaluation_time": 1758610380907, "expiration_time": 1765068192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 206 } } }
# | 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) |
---|