Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763204.4248 | 713767.5152 | 49436.9095 | 2773410.8628 | 4370012.2672 | -1596601.4044 |
Total P&L (%) | 763.2044 | 713.7675 | 49.4369 | 2773.4109 | 4370.0123 | -1596.6014 |
Avg Daily Profit (%) | 0.3052 | 0.2855 | 0.0198 | 0.1344 | 0.1521 | 0 |
Buy And Hold Return (%) | 823.3919 | 823.3919 | 823.3919 | 823.3919 | 823.3919 | 823.3919 |
Max Trade Drawdown | -69004 | -60774 | -78378 | -1681236 | -685156 | -2129967 |
Profit Factor | 2.3888 | 4.1799 | 1.1521 | 1.4483 | 3.1154 | 0.6126 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 43.1579 | 44.6809 | 41.6667 | 43.1579 | 44.6809 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.1462 | 5.1751 | 1.6129 | 1.9075 | 3.8571 | 0.8576 |
Largest Winning Trade | 316395 | 316395 | 56432 | 2718186 | 2718186 | 517421 |
Largest Losing Trade | -49999 | -21533 | -49999 | -1344363 | -282342 | -1344363 |
Avg Bars in Trades | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Winners | 69 | 68 | 71 | 69 | 68 | 71 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 4683 | 2308 | 2375 | 4683 | 2308 | 2375 |
Profit Streak | 0 | 167.835 | 0 | 0 | 167.835 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154697 | -150836 | -387513 | -16297 | 411563 | -583930 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541894400000, "first_datapoint_time": 1547856000000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757923346240, "expiration_time": 1764375696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 25, "offset": 0, "poles": 3 } } }
{ "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": [ [ 763204.4247751368, 713767.5152318676, 49436.9095432695, 2773410.8627914027, 4370012.267176445, -1596601.4043850414 ], [ 763.204425, 713.767515, 49.43691, 2773.410863, 4370.012267, -1596.601404 ], [ 0.305221, 0.28545, 0.019771, 0.134387, 0.152084, 0 ], [ 823.391902, 823.391902, 823.391902, 823.391902, 823.391902, 823.391902 ], [ -69004, -60774, -78378, -1681236, -685156, -2129967 ], [ 2.388765, 4.179884, 1.15207, 1.448274, 3.115369, 0.612572 ], [ 95, 47, 48, 95, 47, 48 ], [ 41, 21, 20, 41, 21, 20 ], [ 54, 26, 28, 54, 26, 28 ], [ 43.157895, 44.680851, 41.666667, 43.157895, 44.680851, 41.666667 ], [ 3.146178, 5.175094, 1.612898, 1.907482, 3.857123, 0.857601 ], [ 316395, 316395, 56432, 2718186, 2718186, 517421 ], [ -49999, -21533, -49999, -1344363, -282342, -1344363 ], [ 49, 49, 49, 49, 49, 49 ], [ 69, 68, 71, 69, 68, 71 ], [ 33, 33, 33, 33, 33, 33 ], [ 4683, 2308, 2375, 4683, 2308, 2375 ], [ 0, 167.835026, 0, 0, 167.835026, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -154697, -150836, -387513, -16297, 411563, -583930 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1541894400000, "first_datapoint_time": 1547856000000, "last_datapoint_time": 1757894400000, "evaluation_time": 1757923346240, "expiration_time": 1764375696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 25, "offset": 0, "poles": 3 } } }
# | 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) |
---|