Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 855447.0151 | 760094.8105 | 95352.2046 | 7813095.8655 | 11842040.554 | -4028944.6885 |
Total P&L (%) | 855.447 | 760.0948 | 95.3522 | 7813.0959 | 11842.0406 | -4028.9447 |
Avg Daily Profit (%) | 0.3421 | 0.304 | 0.0381 | 0.175 | 0.1915 | 0 |
Buy And Hold Return (%) | 922.8785 | 922.8785 | 922.8785 | 922.8785 | 922.8785 | 922.8785 |
Max Trade Drawdown | -65469 | -52895 | -99554 | -5146057 | -2235157 | -7627416 |
Profit Factor | 3.1784 | 6.5204 | 1.3739 | 1.5137 | 3.5169 | 0.6165 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 44.7368 | 47.3684 | 42.1053 | 44.7368 | 47.3684 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.9263 | 7.2449 | 1.8891 | 1.8699 | 3.9076 | 0.8476 |
Largest Winning Trade | 297612 | 297612 | 58455 | 7302964 | 7302964 | 1428259 |
Largest Losing Trade | -49682 | -21987 | -49682 | -4847387 | -859458 | -4847387 |
Avg Bars in Trades | 60 | 58 | 62 | 60 | 58 | 62 |
Avg Bars in Winners | 89 | 80 | 99 | 89 | 80 | 99 |
Avg Bars in Losers | 36 | 37 | 36 | 36 | 37 | 36 |
Bars Traded | 4586 | 2206 | 2380 | 4586 | 2206 | 2380 |
Profit Streak | 108.1804 | 108.1804 | 240.6804 | 108.1804 | 108.1804 | 240.6804 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -205317 | -148771 | -308178 | -44541 | 512045 | -582862 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541894400000, "first_datapoint_time": 1549324800000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757909990644, "expiration_time": 1764375696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 29, "offset": 0, "poles": 2 } } }
{ "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": [ [ 855447.0150823762, 760094.8104748862, 95352.2046074895, 7813095.865515396, 11842040.55401436, -4028944.6884989655 ], [ 855.447015, 760.09481, 95.352205, 7813.095866, 11842.040554, -4028.944688 ], [ 0.34211, 0.303977, 0.038133, 0.174962, 0.191451, 0 ], [ 922.878452, 922.878452, 922.878452, 922.878452, 922.878452, 922.878452 ], [ -65469, -52895, -99554, -5146057, -2235157, -7627416 ], [ 3.1784, 6.52042, 1.37392, 1.5137, 3.516868, 0.616451 ], [ 76, 38, 38, 76, 38, 38 ], [ 34, 18, 16, 34, 18, 16 ], [ 42, 20, 22, 42, 20, 22 ], [ 44.736842, 47.368421, 42.105263, 44.736842, 47.368421, 42.105263 ], [ 3.926259, 7.244911, 1.889139, 1.869865, 3.907631, 0.84762 ], [ 297612, 297612, 58455, 7302964, 7302964, 1428259 ], [ -49682, -21987, -49682, -4847387, -859458, -4847387 ], [ 60, 58, 62, 60, 58, 62 ], [ 89, 80, 99, 89, 80, 99 ], [ 36, 37, 36, 36, 37, 36 ], [ 4586, 2206, 2380, 4586, 2206, 2380 ], [ 108.180447, 108.180447, 240.680447, 108.180447, 108.180447, 240.680447 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -205317, -148771, -308178, -44541, 512045, -582862 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541894400000, "first_datapoint_time": 1549324800000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757909990644, "expiration_time": 1764375696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 29, "offset": 0, "poles": 2 } } }
# | 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) |
---|