Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105137.0896 | 75468.0639 | 29669.0257 | 125974.218 | 81024.0153 | 44950.2027 |
Total P&L (%) | 105.1371 | 75.4681 | 29.669 | 125.9742 | 81.024 | 44.9502 |
Avg Daily Profit (%) | 0.4037 | 0.2898 | 0.1139 | 0.3135 | 0.2281 | 0.1426 |
Buy And Hold Return (%) | 17.2021 | 17.2021 | 17.2021 | 17.2021 | 17.2021 | 17.2021 |
Max Trade Drawdown | -38084 | -24751 | -28645 | -61719 | -42923 | -50308 |
Profit Factor | 1.2913 | 1.3918 | 1.1763 | 1.2161 | 1.2553 | 1.1692 |
Total Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Winning Trades | 157 | 74 | 83 | 157 | 74 | 83 |
Losing Trades | 170 | 90 | 80 | 170 | 90 | 80 |
Profitability (%) | 48.0122 | 45.122 | 50.9202 | 48.0122 | 45.122 | 50.9202 |
Ratio Avg Win / Avg Loss | 1.3983 | 1.6928 | 1.1338 | 1.3167 | 1.5267 | 1.1269 |
Largest Winning Trade | 28304 | 28304 | 11439 | 35314 | 35314 | 17655 |
Largest Losing Trade | -10615 | -10615 | -7586 | -17559 | -17559 | -11329 |
Avg Bars in Trades | 75 | 75 | 75 | 75 | 75 | 75 |
Avg Bars in Winners | 88 | 87 | 89 | 88 | 87 | 89 |
Avg Bars in Losers | 63 | 65 | 59 | 63 | 65 | 59 |
Bars Traded | 24633 | 12404 | 12229 | 24633 | 12404 | 12229 |
Profit Streak | 0 | 0 | 4.5495 | 0 | 0 | 4.5495 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300331 | 189998 | -76879 | 277334 | 151324 | -41175 |
{ "trading_pair": "XRP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736054100000, "first_datapoint_time": 1736247600000, "last_datapoint_time": 1758553200000, "evaluation_time": 1758553881029, "expiration_time": 1765033200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 36, "offset": 0, "a": 0.77381 } } }
{ "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": [ [ 105137.0895920972, 75468.0638812579, 29669.0257108394, 125974.2180376077, 81024.0153398421, 44950.2026977654 ], [ 105.13709, 75.468064, 29.669026, 125.974218, 81.024015, 44.950203 ], [ 0.403721, 0.289794, 0.113928, 0.313543, 0.228145, 0.142648 ], [ 17.202106, 17.202106, 17.202106, 17.202106, 17.202106, 17.202106 ], [ -38084, -24751, -28645, -61719, -42923, -50308 ], [ 1.291347, 1.391832, 1.176326, 1.21605, 1.255285, 1.169182 ], [ 327, 164, 163, 327, 164, 163 ], [ 157, 74, 83, 157, 74, 83 ], [ 170, 90, 80, 170, 90, 80 ], [ 48.012232, 45.121951, 50.920245, 48.012232, 45.121951, 50.920245 ], [ 1.398274, 1.692769, 1.133808, 1.316742, 1.526698, 1.126922 ], [ 28304, 28304, 11439, 35314, 35314, 17655 ], [ -10615, -10615, -7586, -17559, -17559, -11329 ], [ 75, 75, 75, 75, 75, 75 ], [ 88, 87, 89, 88, 87, 89 ], [ 63, 65, 59, 63, 65, 59 ], [ 24633, 12404, 12229, 24633, 12404, 12229 ], [ 0, 0, 4.549549, 0, 0, 4.549549 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300331, 189998, -76879, 277334, 151324, -41175 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736054100000, "first_datapoint_time": 1736247600000, "last_datapoint_time": 1758553200000, "evaluation_time": 1758553881029, "expiration_time": 1765033200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 36, "offset": 0, "a": 0.77381 } } }
# | 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) |
---|