Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 835655.8797 | 748989.6144 | 86666.2652 | 6972655.45 | 9730344.0091 | -2757688.5592 |
Total P&L (%) | 835.6559 | 748.9896 | 86.6663 | 6972.6555 | 9730.344 | -2757.6886 |
Avg Daily Profit (%) | 0.3342 | 0.2995 | 0.0347 | 0.1705 | 0.1836 | 0 |
Buy And Hold Return (%) | 860.2477 | 860.2477 | 860.2477 | 860.2477 | 860.2477 | 860.2477 |
Max Trade Drawdown | -68870 | -58155 | -83578 | -4438324 | -1462589 | -5363108 |
Profit Factor | 2.7331 | 4.6487 | 1.313 | 1.5158 | 3.2104 | 0.6975 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 45.1923 | 46.1538 | 44.2308 | 45.1923 | 46.1538 | 44.2308 |
Ratio Avg Win / Avg Loss | 3.3147 | 5.4235 | 1.6555 | 1.8383 | 3.7455 | 0.8795 |
Largest Winning Trade | 318190 | 318190 | 58915 | 7153287 | 7153287 | 1567161 |
Largest Losing Trade | -42157 | -23085 | -42157 | -4053595 | -620952 | -4053595 |
Avg Bars in Trades | 66 | 67 | 64 | 66 | 67 | 64 |
Avg Bars in Winners | 97 | 104 | 90 | 97 | 104 | 90 |
Avg Bars in Losers | 40 | 36 | 43 | 40 | 36 | 43 |
Bars Traded | 6878 | 3529 | 3349 | 6878 | 3529 | 3349 |
Profit Streak | 72.0053 | 168.0053 | 0 | 72.0053 | 168.0053 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152413 | -329935 | -493399 | 333496 | -166549 | -763076 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1541664000000, "first_datapoint_time": 1548316800000, "last_datapoint_time": 1757692800000, "evaluation_time": 1757693256650, "expiration_time": 1764174528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 27, "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": [ [ 835655.8796539444, 748989.6144422974, 86666.2652116468, 6972655.449972525, 9730344.009141473, -2757688.5591689437 ], [ 835.65588, 748.989614, 86.666265, 6972.65545, 9730.344009, -2757.688559 ], [ 0.334173, 0.299516, 0.034657, 0.170452, 0.183642, 0 ], [ 860.247658, 860.247658, 860.247658, 860.247658, 860.247658, 860.247658 ], [ -68870, -58155, -83578, -4438324, -1462589, -5363108 ], [ 2.733132, 4.648696, 1.313, 1.515763, 3.210394, 0.697523 ], [ 104, 52, 52, 104, 52, 52 ], [ 47, 24, 23, 47, 24, 23 ], [ 57, 28, 29, 57, 28, 29 ], [ 45.192308, 46.153846, 44.230769, 45.192308, 46.153846, 44.230769 ], [ 3.31465, 5.423478, 1.655522, 1.838266, 3.745459, 0.879485 ], [ 318190, 318190, 58915, 7153287, 7153287, 1567161 ], [ -42157, -23085, -42157, -4053595, -620952, -4053595 ], [ 66, 67, 64, 66, 67, 64 ], [ 97, 104, 90, 97, 104, 90 ], [ 40, 36, 43, 40, 36, 43 ], [ 6878, 3529, 3349, 6878, 3529, 3349 ], [ 72.005285, 168.005285, 0, 72.005285, 168.005285, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152413, -329935, -493399, 333496, -166549, -763076 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1541664000000, "first_datapoint_time": 1548316800000, "last_datapoint_time": 1757692800000, "evaluation_time": 1757693256650, "expiration_time": 1764174528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 27, "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) |
---|