Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58287.7397 | 307727.4508 | -249439.711 | 7909397.4373 | 74815.1987 | 7834582.2385 |
Total P&L (%) | 58.2877 | 307.7275 | -249.4397 | 7909.3974 | 74.8152 | 7834.5822 |
Avg Daily Profit (%) | 0.0233 | 0.1231 | -0.0998 | 0.1754 | 0.0223 | 0.1751 |
Buy And Hold Return (%) | 905.1009 | 905.1009 | 905.1009 | 905.1009 | 905.1009 | 905.1009 |
Max Trade Drawdown | -345023 | -46824 | -337614 | -3219170 | -2099510 | -1733801 |
Profit Factor | 1.0843 | 3.2236 | 0.5491 | 2.3116 | 1.0298 | 3.224 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 81 | 39 | 42 | 41 | 21 | 20 |
Losing Trades | 17 | 10 | 7 | 57 | 28 | 29 |
Profitability (%) | 82.6531 | 79.5918 | 85.7143 | 41.8367 | 42.8571 | 40.8163 |
Ratio Avg Win / Avg Loss | 0.2276 | 0.8266 | 0.0915 | 3.2137 | 1.3731 | 4.6748 |
Largest Winning Trade | 49819 | 49819 | 35050 | 9698674 | 943059 | 9698674 |
Largest Losing Trade | -337614 | -46824 | -337614 | -1569306 | -507558 | -1569306 |
Avg Bars in Trades | 47 | 52 | 43 | 47 | 52 | 43 |
Avg Bars in Winners | 29 | 27 | 30 | 56 | 61 | 51 |
Avg Bars in Losers | 136 | 151 | 116 | 41 | 46 | 37 |
Bars Traded | 4692 | 2579 | 2113 | 4692 | 2579 | 2113 |
Profit Streak | 16.121 | 130.121 | 0 | 16.121 | 130.121 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -451722 | -185795 | -576237 | 356142 | -517804 | 378428 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542153600000, "first_datapoint_time": 1548979200000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758164052271, "expiration_time": 1764634896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 159, "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": [ [ 58287.739704195, 307727.4507537812, -249439.7110495864, 7909397.437275241, 74815.1987410052, 7834582.238534236 ], [ 58.28774, 307.727451, -249.439711, 7909.397437, 74.815199, 7834.582239 ], [ 0.02331, 0.123066, -0.099756, 0.175447, 0.02234, 0.175071 ], [ 905.10088, 905.10088, 905.10088, 905.10088, 905.10088, 905.10088 ], [ -345023, -46824, -337614, -3219170, -2099510, -1733801 ], [ 1.084284, 3.22359, 0.549074, 2.311579, 1.029834, 3.22402 ], [ 98, 49, 49, 98, 49, 49 ], [ 81, 39, 42, 41, 21, 20 ], [ 17, 10, 7, 57, 28, 29 ], [ 82.653061, 79.591837, 85.714286, 41.836735, 42.857143, 40.816327 ], [ 0.227566, 0.826562, 0.091512, 3.213659, 1.373112, 4.67483 ], [ 49819, 49819, 35050, 9698674, 943059, 9698674 ], [ -337614, -46824, -337614, -1569306, -507558, -1569306 ], [ 47, 52, 43, 47, 52, 43 ], [ 29, 27, 30, 56, 61, 51 ], [ 136, 151, 116, 41, 46, 37 ], [ 4692, 2579, 2113, 4692, 2579, 2113 ], [ 16.120975, 130.120975, 0, 16.120975, 130.120975, 0 ], [ 1, 4, 0, 1, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -451722, -185795, -576237, 356142, -517804, 378428 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542153600000, "first_datapoint_time": 1548979200000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758164052271, "expiration_time": 1764634896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 159, "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) |
---|