Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811515.9006 | 767368.0839 | 44147.8168 | 2481210.6366 | 5142527.5647 | -2661316.9281 |
Total P&L (%) | 811.5159 | 767.3681 | 44.1478 | 2481.2106 | 5142.5276 | -2661.3169 |
Avg Daily Profit (%) | 0.3246 | 0.3069 | 0.0177 | 0.1301 | 0.1585 | 0 |
Buy And Hold Return (%) | 818.2627 | 818.2627 | 818.2627 | 818.2627 | 818.2627 | 818.2627 |
Max Trade Drawdown | -130526 | -94240 | -107128 | -3735173 | -1406408 | -3869120 |
Profit Factor | 2.0006 | 2.9053 | 1.1081 | 1.1758 | 1.9201 | 0.6879 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Losing Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Profitability (%) | 48.3871 | 47.3118 | 49.4624 | 48.3871 | 47.3118 | 49.4624 |
Ratio Avg Win / Avg Loss | 2.1339 | 3.2354 | 1.1322 | 1.2541 | 2.1383 | 0.7029 |
Largest Winning Trade | 361220 | 361220 | 53004 | 4392989 | 4392989 | 848479 |
Largest Losing Trade | -39753 | -30679 | -39753 | -2229834 | -1073984 | -2229834 |
Avg Bars in Trades | 36 | 42 | 30 | 36 | 42 | 30 |
Avg Bars in Winners | 50 | 63 | 38 | 50 | 63 | 38 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 6857 | 3978 | 2878 | 6857 | 3978 | 2878 |
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 | -152527 | -152630 | -437147 | -48849 | 342031 | -581292 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541548800000, "first_datapoint_time": 1547280000000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757557635197, "expiration_time": 1764029664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 67, "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": [ [ 811515.9006497998, 767368.0838671012, 44147.8167826989, 2481210.6365589825, 5142527.564687966, -2661316.928128986 ], [ 811.515901, 767.368084, 44.147817, 2481.210637, 5142.527565, -2661.316928 ], [ 0.324564, 0.306907, 0.017657, 0.130101, 0.15848, 0 ], [ 818.262738, 818.262738, 818.262738, 818.262738, 818.262738, 818.262738 ], [ -130526, -94240, -107128, -3735173, -1406408, -3869120 ], [ 2.000558, 2.905286, 1.108124, 1.175759, 1.920133, 0.687941 ], [ 186, 93, 93, 186, 93, 93 ], [ 90, 44, 46, 90, 44, 46 ], [ 96, 49, 47, 96, 49, 47 ], [ 48.387097, 47.311828, 49.462366, 48.387097, 47.311828, 49.462366 ], [ 2.133929, 3.235432, 1.132214, 1.254143, 2.13833, 0.702896 ], [ 361220, 361220, 53004, 4392989, 4392989, 848479 ], [ -39753, -30679, -39753, -2229834, -1073984, -2229834 ], [ 36, 42, 30, 36, 42, 30 ], [ 50, 63, 38, 50, 63, 38 ], [ 23, 23, 23, 23, 23, 23 ], [ 6857, 3978, 2878, 6857, 3978, 2878 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152527, -152630, -437147, -48849, 342031, -581292 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 2500.33, "actual_first_datapoint_time": 1541548800000, "first_datapoint_time": 1547280000000, "last_datapoint_time": 1757548800000, "evaluation_time": 1757557635197, "expiration_time": 1764029664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 67, "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) |
---|