Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 910575.4841 | 817866.5617 | 92708.9224 | 5626324.7593 | 8474123.8936 | -2847799.1343 |
Total P&L (%) | 910.5755 | 817.8666 | 92.7089 | 5626.3248 | 8474.1239 | -2847.7991 |
Avg Daily Profit (%) | 0.3642 | 0.3271 | 0.0371 | 0.162 | 0.1782 | 0 |
Buy And Hold Return (%) | 671.3816 | 671.3816 | 671.3816 | 671.3816 | 671.3816 | 671.3816 |
Max Trade Drawdown | -93315 | -63062 | -99913 | -4685005 | -1305964 | -6610209 |
Profit Factor | 2.3183 | 3.4115 | 1.2637 | 1.3209 | 2.1839 | 0.7255 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Profitability (%) | 46.1538 | 43.299 | 48.9796 | 46.1538 | 43.299 | 48.9796 |
Ratio Avg Win / Avg Loss | 2.7046 | 4.4675 | 1.3163 | 1.541 | 2.8599 | 0.7558 |
Largest Winning Trade | 337042 | 337042 | 50842 | 5283391 | 5283391 | 1291518 |
Largest Losing Trade | -66094 | -18819 | -66094 | -3926954 | -721132 | -3926954 |
Avg Bars in Trades | 49 | 48 | 51 | 49 | 48 | 51 |
Avg Bars in Winners | 68 | 76 | 60 | 68 | 76 | 60 |
Avg Bars in Losers | 34 | 27 | 41 | 34 | 27 | 41 |
Bars Traded | 9734 | 4710 | 5024 | 9734 | 4710 | 5024 |
Profit Streak | 85.3621 | 93.8621 | 85.3621 | 85.3621 | 93.8621 | 85.3621 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40595 | -84591 | -309408 | 342798 | 347919 | -580909 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542520800000, "first_datapoint_time": 1547056800000, "last_datapoint_time": 1758520800000, "evaluation_time": 1758530481620, "expiration_time": 1765000800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 910575.4840844644, 817866.5617070049, 92708.922377459, 5626324.759278827, 8474123.893550644, -2847799.1342718145 ], [ 910.575484, 817.866562, 92.708922, 5626.324759, 8474.123894, -2847.799134 ], [ 0.36423, 0.327147, 0.037084, 0.162037, 0.178212, 0 ], [ 671.381579, 671.381579, 671.381579, 671.381579, 671.381579, 671.381579 ], [ -93315, -63062, -99913, -4685005, -1305964, -6610209 ], [ 2.318267, 3.411518, 1.263687, 1.320883, 2.18389, 0.72554 ], [ 195, 97, 98, 195, 97, 98 ], [ 90, 42, 48, 90, 42, 48 ], [ 105, 55, 50, 105, 55, 50 ], [ 46.153846, 43.298969, 48.979592, 46.153846, 43.298969, 48.979592 ], [ 2.704645, 4.467464, 1.316341, 1.54103, 2.859855, 0.755771 ], [ 337042, 337042, 50842, 5283391, 5283391, 1291518 ], [ -66094, -18819, -66094, -3926954, -721132, -3926954 ], [ 49, 48, 51, 49, 48, 51 ], [ 68, 76, 60, 68, 76, 60 ], [ 34, 27, 41, 34, 27, 41 ], [ 9734, 4710, 5024, 9734, 4710, 5024 ], [ 85.362056, 93.862056, 85.362056, 85.362056, 93.862056, 85.362056 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -40595, -84591, -309408, 342798, 347919, -580909 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1542520800000, "first_datapoint_time": 1547056800000, "last_datapoint_time": 1758520800000, "evaluation_time": 1758530481620, "expiration_time": 1765000800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|