Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574113.9059 | 580425.1571 | -6311.2512 | 445669.9899 | 5582023.4611 | -5136353.4712 |
Total P&L (%) | 574.1139 | 580.4252 | -6.3113 | 445.67 | 5582.0235 | -5136.3535 |
Avg Daily Profit (%) | 0.2296 | 0.2322 | -0.0025 | 0.0679 | 0.1617 | 0 |
Buy And Hold Return (%) | 857.5754 | 857.5754 | 857.5754 | 857.5754 | 857.5754 | 857.5754 |
Max Trade Drawdown | -138921 | -42347 | -154411 | -4602133 | -441756 | -6219929 |
Profit Factor | 2.1336 | 5.8157 | 0.9836 | 1.0515 | 7.0614 | 0.3357 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Losing Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Profitability (%) | 62.5 | 72.2222 | 52.7778 | 62.5 | 72.2222 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.2801 | 2.2368 | 0.8801 | 0.6309 | 2.7159 | 0.3004 |
Largest Winning Trade | 168644 | 168644 | 65653 | 2213461 | 2213461 | 595735 |
Largest Losing Trade | -77457 | -26929 | -77457 | -3843528 | -268005 | -3843528 |
Avg Bars in Trades | 63 | 75 | 51 | 63 | 75 | 51 |
Avg Bars in Winners | 74 | 76 | 72 | 74 | 76 | 72 |
Avg Bars in Losers | 44 | 73 | 27 | 44 | 73 | 27 |
Bars Traded | 4556 | 2717 | 1839 | 4556 | 2717 | 1839 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -236419 | -146193 | -580420 | -515471 | 676446 | -580420 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541376000000, "first_datapoint_time": 1551614400000, "last_datapoint_time": 1757332800000, "evaluation_time": 1757372852202, "expiration_time": 1763812800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 238, "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": [ [ 574113.9058992014, 580425.15712404, -6311.2512248384, 445669.9899240886, 5582023.461135052, -5136353.471210964 ], [ 574.113906, 580.425157, -6.311251, 445.66999, 5582.023461, -5136.353471 ], [ 0.229646, 0.23217, -0.002525, 0.067897, 0.161726, 0 ], [ 857.575368, 857.575368, 857.575368, 857.575368, 857.575368, 857.575368 ], [ -138921, -42347, -154411, -4602133, -441756, -6219929 ], [ 2.133566, 5.815737, 0.983647, 1.051506, 7.061429, 0.335687 ], [ 72, 36, 36, 72, 36, 36 ], [ 45, 26, 19, 45, 26, 19 ], [ 27, 10, 17, 27, 10, 17 ], [ 62.5, 72.222222, 52.777778, 62.5, 72.222222, 52.777778 ], [ 1.28014, 2.236822, 0.880105, 0.630904, 2.715934, 0.300351 ], [ 168644, 168644, 65653, 2213461, 2213461, 595735 ], [ -77457, -26929, -77457, -3843528, -268005, -3843528 ], [ 63, 75, 51, 63, 75, 51 ], [ 74, 76, 72, 74, 76, 72 ], [ 44, 73, 27, 44, 73, 27 ], [ 4556, 2717, 1839, 4556, 2717, 1839 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -236419, -146193, -580420, -515471, 676446, -580420 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541376000000, "first_datapoint_time": 1551614400000, "last_datapoint_time": 1757332800000, "evaluation_time": 1757372852202, "expiration_time": 1763812800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 238, "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) |
---|