Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 899493.7434 | 797009.1244 | 102484.619 | 8355654.5153 | 9915327.7843 | -1559673.269 |
Total P&L (%) | 899.4937 | 797.0091 | 102.4846 | 8355.6545 | 9915.3278 | -1559.6733 |
Avg Daily Profit (%) | 0.3597 | 0.3187 | 0.041 | 0.1776 | 0.1844 | 0 |
Buy And Hold Return (%) | 812.6586 | 812.6586 | 812.6586 | 812.6586 | 812.6586 | 812.6586 |
Max Trade Drawdown | -89517 | -85903 | -50590 | -4491360 | -1996460 | -3030334 |
Profit Factor | 3.5232 | 4.7644 | 1.7079 | 1.8103 | 2.7864 | 0.6724 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 56.338 | 57.1429 | 55.5556 | 56.338 | 57.1429 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.7305 | 3.5733 | 1.3663 | 1.403 | 2.0898 | 0.5379 |
Largest Winning Trade | 315816 | 315816 | 54695 | 8504989 | 8504989 | 646812 |
Largest Losing Trade | -47178 | -39630 | -47178 | -1674819 | -1674819 | -1323837 |
Avg Bars in Trades | 65 | 117 | 14 | 65 | 117 | 14 |
Avg Bars in Winners | 53 | 94 | 12 | 53 | 94 | 12 |
Avg Bars in Losers | 80 | 148 | 16 | 80 | 148 | 16 |
Bars Traded | 4642 | 4125 | 517 | 4642 | 4125 | 517 |
Profit Streak | 0 | 24.3578 | 0 | 0 | 24.3578 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -206597 | -147642 | -300814 | -80008 | 528573 | -579782 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542326400000, "first_datapoint_time": 1547467200000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758357310169, "expiration_time": 1764807696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 1.65891 } } }
{ "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": [ [ 899493.7434170052, 797009.1244387907, 102484.6189782145, 8355654.515304444, 9915327.784316098, -1559673.2690116558 ], [ 899.493743, 797.009124, 102.484619, 8355.654515, 9915.327784, -1559.673269 ], [ 0.359726, 0.31874, 0.040986, 0.177619, 0.184401, 0 ], [ 812.658574, 812.658574, 812.658574, 812.658574, 812.658574, 812.658574 ], [ -89517, -85903, -50590, -4491360, -1996460, -3030334 ], [ 3.523198, 4.764387, 1.707933, 1.81033, 2.786373, 0.672398 ], [ 71, 35, 36, 71, 35, 36 ], [ 40, 20, 20, 40, 20, 20 ], [ 31, 15, 16, 31, 15, 16 ], [ 56.338028, 57.142857, 55.555556, 56.338028, 57.142857, 55.555556 ], [ 2.730479, 3.573291, 1.366346, 1.403006, 2.08978, 0.537919 ], [ 315816, 315816, 54695, 8504989, 8504989, 646812 ], [ -47178, -39630, -47178, -1674819, -1674819, -1323837 ], [ 65, 117, 14, 65, 117, 14 ], [ 53, 94, 12, 53, 94, 12 ], [ 80, 148, 16, 80, 148, 16 ], [ 4642, 4125, 517, 4642, 4125, 517 ], [ 0, 24.357757, 0, 0, 24.357757, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -206597, -147642, -300814, -80008, 528573, -579782 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542326400000, "first_datapoint_time": 1547467200000, "last_datapoint_time": 1758326400000, "evaluation_time": 1758357310169, "expiration_time": 1764807696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 1.65891 } } }
# | 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) |
---|