Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817759.7649 | 717371.7416 | 100388.0233 | 5926507.7149 | 6658043.5873 | -731535.8725 |
Total P&L (%) | 817.7598 | 717.3717 | 100.388 | 5926.5077 | 6658.0436 | -731.5359 |
Avg Daily Profit (%) | 0.327 | 0.2869 | 0.0401 | 0.1641 | 0.1686 | 0 |
Buy And Hold Return (%) | 860.5357 | 860.5357 | 860.5357 | 860.5357 | 860.5357 | 860.5357 |
Max Trade Drawdown | -123814 | -61080 | -65060 | -3312725 | -1763853 | -2732501 |
Profit Factor | 3.0303 | 4.2139 | 1.5591 | 1.6978 | 2.447 | 0.8121 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 57.971 | 61.7647 | 54.2857 | 57.971 | 61.7647 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.197 | 2.6086 | 1.3129 | 1.2309 | 1.5148 | 0.6838 |
Largest Winning Trade | 338636 | 338636 | 50401 | 4226147 | 4226147 | 565954 |
Largest Losing Trade | -55660 | -41480 | -55660 | -2292731 | -1344442 | -2292731 |
Avg Bars in Trades | 66 | 84 | 48 | 66 | 84 | 48 |
Avg Bars in Winners | 78 | 92 | 63 | 78 | 92 | 63 |
Avg Bars in Losers | 49 | 72 | 30 | 49 | 72 | 30 |
Bars Traded | 4573 | 2875 | 1698 | 4573 | 2875 | 1698 |
Profit Streak | 133.6058 | 164.1058 | 133.6058 | 133.6058 | 164.1058 | 133.6058 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -254448 | -146917 | -301881 | -93821 | 550583 | -579272 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542153600000, "first_datapoint_time": 1550836800000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758162737660, "expiration_time": 1764634896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 126, "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": [ [ 817759.7648636076, 717371.7415997075, 100388.0232639, 5926507.714874137, 6658043.587342819, -731535.872468681 ], [ 817.759765, 717.371742, 100.388023, 5926.507715, 6658.043587, -731.535872 ], [ 0.327038, 0.286891, 0.040147, 0.164052, 0.168641, 0 ], [ 860.535742, 860.535742, 860.535742, 860.535742, 860.535742, 860.535742 ], [ -123814, -61080, -65060, -3312725, -1763853, -2732501 ], [ 3.030327, 4.21389, 1.55907, 1.69776, 2.446979, 0.812055 ], [ 69, 34, 35, 69, 34, 35 ], [ 40, 21, 19, 40, 21, 19 ], [ 29, 13, 16, 29, 13, 16 ], [ 57.971014, 61.764706, 54.285714, 57.971014, 61.764706, 54.285714 ], [ 2.196987, 2.608599, 1.312901, 1.230876, 1.514796, 0.683835 ], [ 338636, 338636, 50401, 4226147, 4226147, 565954 ], [ -55660, -41480, -55660, -2292731, -1344442, -2292731 ], [ 66, 84, 48, 66, 84, 48 ], [ 78, 92, 63, 78, 92, 63 ], [ 49, 72, 30, 49, 72, 30 ], [ 4573, 2875, 1698, 4573, 2875, 1698 ], [ 133.60576, 164.10576, 133.60576, 133.60576, 164.10576, 133.60576 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -254448, -146917, -301881, -93821, 550583, -579272 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542153600000, "first_datapoint_time": 1550836800000, "last_datapoint_time": 1758153600000, "evaluation_time": 1758162737660, "expiration_time": 1764634896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 126, "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) |
---|