Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877413.9439 | 713791.2259 | 163622.718 | 16731762.9084 | 17961842.2697 | -1230079.3613 |
Total P&L (%) | 877.4139 | 713.7912 | 163.6227 | 16731.7629 | 17961.8423 | -1230.0794 |
Avg Daily Profit (%) | 0.3509 | 0.2855 | 0.0654 | 0.2052 | 0.208 | 0 |
Buy And Hold Return (%) | 714.8272 | 714.8272 | 714.8272 | 714.8272 | 714.8272 | 714.8272 |
Max Trade Drawdown | -108029 | -92997 | -63261 | -6334739 | -1070494 | -6245523 |
Profit Factor | 3.1538 | 4.4021 | 1.8282 | 2.5429 | 7.7777 | 0.8499 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 56.7901 | 60 | 53.6585 | 56.7901 | 60 | 53.6585 |
Ratio Avg Win / Avg Loss | 2.3997 | 2.9347 | 1.5789 | 1.9348 | 5.1851 | 0.734 |
Largest Winning Trade | 183577 | 183577 | 62490 | 9587659 | 9587659 | 2930866 |
Largest Losing Trade | -63261 | -47975 | -63261 | -4335125 | -870157 | -4335125 |
Avg Bars in Trades | 56 | 66 | 46 | 56 | 66 | 46 |
Avg Bars in Winners | 70 | 74 | 66 | 70 | 74 | 66 |
Avg Bars in Losers | 38 | 56 | 23 | 38 | 56 | 23 |
Bars Traded | 4579 | 2679 | 1900 | 4579 | 2679 | 1900 |
Profit Streak | 93.8845 | 124.3845 | 93.8845 | 93.8845 | 124.3845 | 93.8845 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94099 | -147762 | -266798 | -1508 | 666905 | -579708 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541289600000, "first_datapoint_time": 1546473600000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757322824006, "expiration_time": 1763770896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 112, "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": [ [ 877413.9439194412, 713791.2258729304, 163622.7180465105, 16731762.908414602, 17961842.269686673, -1230079.3612720706 ], [ 877.413944, 713.791226, 163.622718, 16731.762908, 17961.84227, -1230.079361 ], [ 0.350895, 0.285459, 0.065436, 0.205203, 0.20803, 0 ], [ 714.827239, 714.827239, 714.827239, 714.827239, 714.827239, 714.827239 ], [ -108029, -92997, -63261, -6334739, -1070494, -6245523 ], [ 3.153844, 4.402115, 1.828205, 2.542942, 7.777695, 0.849879 ], [ 81, 40, 41, 81, 40, 41 ], [ 46, 24, 22, 46, 24, 22 ], [ 35, 16, 19, 35, 16, 19 ], [ 56.790123, 60, 53.658537, 56.790123, 60, 53.658537 ], [ 2.399664, 2.934743, 1.578904, 1.934847, 5.18513, 0.733987 ], [ 183577, 183577, 62490, 9587659, 9587659, 2930866 ], [ -63261, -47975, -63261, -4335125, -870157, -4335125 ], [ 56, 66, 46, 56, 66, 46 ], [ 70, 74, 66, 70, 74, 66 ], [ 38, 56, 23, 38, 56, 23 ], [ 4579, 2679, 1900, 4579, 2679, 1900 ], [ 93.884537, 124.384537, 93.884537, 93.884537, 124.384537, 93.884537 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -94099, -147762, -266798, -1508, 666905, -579708 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541289600000, "first_datapoint_time": 1546473600000, "last_datapoint_time": 1757289600000, "evaluation_time": 1757322824006, "expiration_time": 1763770896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 112, "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) |
---|