Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805908.4666 | 724410.8383 | 81497.6283 | 4516166.2019 | 5601158.3775 | -1084992.1756 |
Total P&L (%) | 805.9085 | 724.4108 | 81.4976 | 4516.1662 | 5601.1584 | -1084.9922 |
Avg Daily Profit (%) | 0.3223 | 0.2897 | 0.0326 | 0.1534 | 0.1618 | 0 |
Buy And Hold Return (%) | 828.1666 | 828.1666 | 828.1666 | 828.1666 | 828.1666 | 828.1666 |
Max Trade Drawdown | -67758 | -58466 | -91510 | -2141346 | -1060436 | -3066443 |
Profit Factor | 2.4873 | 4.3429 | 1.2506 | 1.4941 | 2.6391 | 0.8104 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 51.0638 | 53.1915 | 48.9362 | 51.0638 | 53.1915 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.3836 | 3.8218 | 1.305 | 1.4319 | 2.3224 | 0.8456 |
Largest Winning Trade | 282773 | 282773 | 48002 | 2867894 | 2867894 | 938482 |
Largest Losing Trade | -55987 | -22759 | -55987 | -1766697 | -513444 | -1766697 |
Avg Bars in Trades | 73 | 76 | 69 | 73 | 76 | 69 |
Avg Bars in Winners | 89 | 89 | 89 | 89 | 89 | 89 |
Avg Bars in Losers | 55 | 61 | 50 | 55 | 61 | 50 |
Bars Traded | 6884 | 3598 | 3286 | 6884 | 3598 | 3286 |
Profit Streak | 70.489 | 160.489 | 0 | 70.489 | 160.489 | 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 | -151007 | -148200 | -315681 | 317689 | 505706 | -581110 |
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1541548800000, "first_datapoint_time": 1547136000000, "last_datapoint_time": 1757577600000, "evaluation_time": 1757591045709, "expiration_time": 1764059328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 39, "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": [ [ 805908.4666404045, 724410.83831594, 81497.6283244643, 4516166.201938562, 5601158.3774964735, -1084992.1755579114 ], [ 805.908467, 724.410838, 81.497628, 4516.166202, 5601.158377, -1084.992176 ], [ 0.322277, 0.289687, 0.03259, 0.153362, 0.161818, 0 ], [ 828.166585, 828.166585, 828.166585, 828.166585, 828.166585, 828.166585 ], [ -67758, -58466, -91510, -2141346, -1060436, -3066443 ], [ 2.487265, 4.342935, 1.250628, 1.494115, 2.63908, 0.810404 ], [ 94, 47, 47, 94, 47, 47 ], [ 48, 25, 23, 48, 25, 23 ], [ 46, 22, 24, 46, 22, 24 ], [ 51.06383, 53.191489, 48.93617, 51.06383, 53.191489, 48.93617 ], [ 2.383629, 3.821783, 1.305003, 1.431861, 2.322391, 0.845639 ], [ 282773, 282773, 48002, 2867894, 2867894, 938482 ], [ -55987, -22759, -55987, -1766697, -513444, -1766697 ], [ 73, 76, 69, 73, 76, 69 ], [ 89, 89, 89, 89, 89, 89 ], [ 55, 61, 50, 55, 61, 50 ], [ 6884, 3598, 3286, 6884, 3598, 3286 ], [ 70.488955, 160.488955, 0, 70.488955, 160.488955, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151007, -148200, -315681, 317689, 505706, -581110 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 2500.67, "actual_first_datapoint_time": 1541548800000, "first_datapoint_time": 1547136000000, "last_datapoint_time": 1757577600000, "evaluation_time": 1757591045709, "expiration_time": 1764059328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 39, "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) |
---|