Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 729630.1121 | 697700.481 | 31929.6311 | 2500401.6311 | 6096768.8627 | -3596367.2317 |
Total P&L (%) | 729.6301 | 697.7005 | 31.9296 | 2500.4016 | 6096.7689 | -3596.3672 |
Avg Daily Profit (%) | 0.2918 | 0.279 | 0.0128 | 0.1304 | 0.1652 | 0 |
Buy And Hold Return (%) | 820.5806 | 820.5806 | 820.5806 | 820.5806 | 820.5806 | 820.5806 |
Max Trade Drawdown | -99318 | -68220 | -142500 | -5005801 | -3390388 | -6676554 |
Profit Factor | 2.6231 | 5.1215 | 1.1139 | 1.1598 | 2.0042 | 0.6245 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 47.0588 | 52.9412 | 41.1765 | 47.0588 | 52.9412 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.951 | 4.5524 | 1.5913 | 1.3047 | 1.7815 | 0.8922 |
Largest Winning Trade | 223089 | 223089 | 62519 | 3451439 | 3451439 | 1481819 |
Largest Losing Trade | -51947 | -25274 | -51947 | -2305788 | -1015558 | -2305788 |
Avg Bars in Trades | 67 | 65 | 69 | 67 | 65 | 69 |
Avg Bars in Winners | 86 | 82 | 91 | 86 | 82 | 91 |
Avg Bars in Losers | 51 | 47 | 53 | 51 | 47 | 53 |
Bars Traded | 4591 | 2240 | 2351 | 4591 | 2240 | 2351 |
Profit Streak | 72.4634 | 168.4634 | 0 | 72.4634 | 168.4634 | 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 | -266316 | -147849 | -439093 | -180744 | 463674 | -584226 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1547856000000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758107237320, "expiration_time": 1764548496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 99, "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": [ [ 729630.1121021996, 697700.4810162003, 31929.6310859994, 2500401.631081619, 6096768.862745536, -3596367.231663916 ], [ 729.630112, 697.700481, 31.929631, 2500.401631, 6096.768863, -3596.367232 ], [ 0.291794, 0.279024, 0.012769, 0.130389, 0.165168, 0 ], [ 820.580596, 820.580596, 820.580596, 820.580596, 820.580596, 820.580596 ], [ -99318, -68220, -142500, -5005801, -3390388, -6676554 ], [ 2.623109, 5.121501, 1.113936, 1.159775, 2.004206, 0.624529 ], [ 68, 34, 34, 68, 34, 34 ], [ 32, 18, 14, 32, 18, 14 ], [ 36, 16, 20, 36, 16, 20 ], [ 47.058824, 52.941176, 41.176471, 47.058824, 52.941176, 41.176471 ], [ 2.950998, 4.552445, 1.591336, 1.304747, 1.781517, 0.892184 ], [ 223089, 223089, 62519, 3451439, 3451439, 1481819 ], [ -51947, -25274, -51947, -2305788, -1015558, -2305788 ], [ 67, 65, 69, 67, 65, 69 ], [ 86, 82, 91, 86, 82, 91 ], [ 51, 47, 53, 51, 47, 53 ], [ 4591, 2240, 2351, 4591, 2240, 2351 ], [ 72.463395, 168.463395, 0, 72.463395, 168.463395, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -266316, -147849, -439093, -180744, 463674, -584226 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542067200000, "first_datapoint_time": 1547856000000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758107237320, "expiration_time": 1764548496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 99, "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) |
---|