Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1121519.166 | 944282.2901 | 177236.8759 | 40825967.9798 | 39039522.0519 | 1786445.9279 |
Total P&L (%) | 1121.5192 | 944.2823 | 177.2369 | 40825.968 | 39039.5221 | 1786.4459 |
Avg Daily Profit (%) | 0.4487 | 0.3778 | 0.0709 | 0.2409 | 0.2391 | 0.1176 |
Buy And Hold Return (%) | 979.6903 | 979.6903 | 979.6903 | 979.6903 | 979.6903 | 979.6903 |
Max Trade Drawdown | -84487 | -75494 | -56638 | -24440621 | -17065736 | -10323708 |
Profit Factor | 2.4789 | 3.2354 | 1.5276 | 1.7456 | 2.1048 | 1.092 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Losing Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Profitability (%) | 47.5336 | 49.5496 | 45.5357 | 47.5336 | 49.5496 | 45.5357 |
Ratio Avg Win / Avg Loss | 2.7362 | 3.2942 | 1.8272 | 1.9268 | 2.143 | 1.3061 |
Largest Winning Trade | 346644 | 346644 | 54603 | 26821641 | 26821641 | 6717102 |
Largest Losing Trade | -47679 | -24936 | -47679 | -9468514 | -9468514 | -2761639 |
Avg Bars in Trades | 65 | 68 | 62 | 65 | 68 | 62 |
Avg Bars in Winners | 87 | 85 | 88 | 87 | 85 | 88 |
Avg Bars in Losers | 45 | 51 | 40 | 45 | 51 | 40 |
Bars Traded | 14549 | 7575 | 6974 | 14549 | 7575 | 6974 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105642 | -150469 | -263438 | 428574 | 429861 | -164976 |
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1542254400000, "first_datapoint_time": 1544875200000, "last_datapoint_time": 1758254400000, "evaluation_time": 1758267766596, "expiration_time": 1764732672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 162, "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": [ [ 1121519.1660090322, 944282.290139745, 177236.8758692876, 40825967.979803495, 39039522.05189284, 1786445.9279106455 ], [ 1121.519166, 944.28229, 177.236876, 40825.96798, 39039.522052, 1786.445928 ], [ 0.448728, 0.377814, 0.070914, 0.240928, 0.239138, 0.117592 ], [ 979.69033, 979.69033, 979.69033, 979.69033, 979.69033, 979.69033 ], [ -84487, -75494, -56638, -24440621, -17065736, -10323708 ], [ 2.478915, 3.235414, 1.527617, 1.745625, 2.104753, 1.092008 ], [ 223, 111, 112, 223, 111, 112 ], [ 106, 55, 51, 106, 55, 51 ], [ 117, 56, 61, 117, 56, 61 ], [ 47.533632, 49.54955, 45.535714, 47.533632, 49.54955, 45.535714 ], [ 2.736161, 3.29424, 1.82715, 1.926775, 2.143021, 1.306127 ], [ 346644, 346644, 54603, 26821641, 26821641, 6717102 ], [ -47679, -24936, -47679, -9468514, -9468514, -2761639 ], [ 65, 68, 62, 65, 68, 62 ], [ 87, 85, 88, 87, 85, 88 ], [ 45, 51, 40, 45, 51, 40 ], [ 14549, 7575, 6974, 14549, 7575, 6974 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -105642, -150469, -263438, 428574, 429861, -164976 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1542254400000, "first_datapoint_time": 1544875200000, "last_datapoint_time": 1758254400000, "evaluation_time": 1758267766596, "expiration_time": 1764732672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 162, "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) |
---|