Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1125923.7911 | 930044.7191 | 195879.0719 | 51091942.7724 | 43308057.2161 | 7783885.5563 |
Total P&L (%) | 1125.9238 | 930.0447 | 195.8791 | 51091.9428 | 43308.0572 | 7783.8856 |
Avg Daily Profit (%) | 0.4504 | 0.372 | 0.0784 | 0.2498 | 0.2432 | 0.1748 |
Buy And Hold Return (%) | 686.5244 | 686.5244 | 686.5244 | 686.5244 | 686.5244 | 686.5244 |
Max Trade Drawdown | -62703 | -58454 | -55419 | -11786692 | -7560313 | -6883716 |
Profit Factor | 3.1182 | 4.4302 | 1.7522 | 2.6075 | 3.9026 | 1.4616 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 44.7154 | 40.9836 | 48.3871 | 44.7154 | 40.9836 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.8553 | 6.3795 | 1.869 | 3.2238 | 5.6197 | 1.559 |
Largest Winning Trade | 355114 | 355114 | 48923 | 22759242 | 22759242 | 6820333 |
Largest Losing Trade | -55419 | -27180 | -55419 | -4739633 | -4424382 | -4739633 |
Avg Bars in Trades | 79 | 78 | 79 | 79 | 78 | 79 |
Avg Bars in Winners | 125 | 130 | 120 | 125 | 130 | 120 |
Avg Bars in Losers | 41 | 43 | 40 | 41 | 43 | 40 |
Bars Traded | 9717 | 4807 | 4910 | 9717 | 4807 | 4910 |
Profit Streak | 161.6222 | 177.1222 | 161.6222 | 161.6222 | 177.1222 | 161.6222 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 234026 | -203031 | -404634 | 471232 | -149097 | -143836 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542520800000, "first_datapoint_time": 1546948800000, "last_datapoint_time": 1758520800000, "evaluation_time": 1758531356958, "expiration_time": 1765000800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 42, "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": [ [ 1125923.7910600759, 930044.7191155762, 195879.0719444995, 51091942.77236284, 43308057.21605924, 7783885.556303607 ], [ 1125.923791, 930.044719, 195.879072, 51091.942772, 43308.057216, 7783.885556 ], [ 0.45037, 0.372018, 0.078352, 0.249838, 0.243225, 0.174849 ], [ 686.524387, 686.524387, 686.524387, 686.524387, 686.524387, 686.524387 ], [ -62703, -58454, -55419, -11786692, -7560313, -6883716 ], [ 3.118225, 4.430206, 1.752202, 2.607486, 3.902583, 1.461589 ], [ 123, 61, 62, 123, 61, 62 ], [ 55, 25, 30, 55, 25, 30 ], [ 68, 36, 32, 68, 36, 32 ], [ 44.715447, 40.983607, 48.387097, 44.715447, 40.983607, 48.387097 ], [ 3.85526, 6.379497, 1.869016, 3.223801, 5.619719, 1.559028 ], [ 355114, 355114, 48923, 22759242, 22759242, 6820333 ], [ -55419, -27180, -55419, -4739633, -4424382, -4739633 ], [ 79, 78, 79, 79, 78, 79 ], [ 125, 130, 120, 125, 130, 120 ], [ 41, 43, 40, 41, 43, 40 ], [ 9717, 4807, 4910, 9717, 4807, 4910 ], [ 161.622187, 177.122187, 161.622187, 161.622187, 177.122187, 161.622187 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 234026, -203031, -404634, 471232, -149097, -143836 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542520800000, "first_datapoint_time": 1546948800000, "last_datapoint_time": 1758520800000, "evaluation_time": 1758531356958, "expiration_time": 1765000800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 42, "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) |
---|