Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792415.3692 | 757726.6415 | 34688.7278 | 2213698.5872 | 4692643.596 | -2478945.0088 |
Total P&L (%) | 792.4154 | 757.7266 | 34.6887 | 2213.6986 | 4692.6436 | -2478.945 |
Avg Daily Profit (%) | 0.3169 | 0.303 | 0.0139 | 0.1257 | 0.1549 | 0 |
Buy And Hold Return (%) | 845.2587 | 845.2587 | 845.2587 | 845.2587 | 845.2587 | 845.2587 |
Max Trade Drawdown | -107772 | -83159 | -94985 | -3433544 | -1949416 | -3516087 |
Profit Factor | 2.6081 | 4.8002 | 1.1182 | 1.2546 | 2.3732 | 0.5302 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 46.0526 | 44.7368 | 47.3684 | 46.0526 | 44.7368 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.0552 | 5.9296 | 1.2425 | 1.4697 | 2.9316 | 0.5891 |
Largest Winning Trade | 325296 | 325296 | 62664 | 3763904 | 3763904 | 662623 |
Largest Losing Trade | -52105 | -23501 | -52105 | -2564093 | -553893 | -2564093 |
Avg Bars in Trades | 63 | 64 | 62 | 63 | 64 | 62 |
Avg Bars in Winners | 83 | 82 | 83 | 83 | 82 | 83 |
Avg Bars in Losers | 46 | 49 | 43 | 46 | 49 | 43 |
Bars Traded | 4825 | 2453 | 2372 | 4825 | 2453 | 2372 |
Profit Streak | 81.3986 | 111.3986 | 81.3986 | 81.3986 | 111.3986 | 81.3986 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -206117 | -150682 | -431000 | -82768 | 350486 | -581230 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542412800000, "first_datapoint_time": 1548417600000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758447235549, "expiration_time": 1764894096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 70, "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": [ [ 792415.3692349335, 757726.6414727749, 34688.7277621586, 2213698.587210709, 4692643.596000709, -2478945.00879 ], [ 792.415369, 757.726641, 34.688728, 2213.698587, 4692.643596, -2478.945009 ], [ 0.316903, 0.30303, 0.013873, 0.125711, 0.154876, 0 ], [ 845.258731, 845.258731, 845.258731, 845.258731, 845.258731, 845.258731 ], [ -107772, -83159, -94985, -3433544, -1949416, -3516087 ], [ 2.608102, 4.800163, 1.118242, 1.25463, 2.37316, 0.530182 ], [ 76, 38, 38, 76, 38, 38 ], [ 35, 17, 18, 35, 17, 18 ], [ 41, 21, 20, 41, 21, 20 ], [ 46.052632, 44.736842, 47.368421, 46.052632, 44.736842, 47.368421 ], [ 3.055206, 5.929613, 1.242491, 1.469709, 2.93155, 0.589091 ], [ 325296, 325296, 62664, 3763904, 3763904, 662623 ], [ -52105, -23501, -52105, -2564093, -553893, -2564093 ], [ 63, 64, 62, 63, 64, 62 ], [ 83, 82, 83, 83, 82, 83 ], [ 46, 49, 43, 46, 49, 43 ], [ 4825, 2453, 2372, 4825, 2453, 2372 ], [ 81.398559, 111.39856, 81.39856, 81.39856, 111.39856, 81.39856 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -206117, -150682, -431000, -82768, 350486, -581230 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542412800000, "first_datapoint_time": 1548417600000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758447235549, "expiration_time": 1764894096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 70, "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) |
---|