Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 916617.0216 | 794996.0476 | 121620.974 | 11581103.6222 | 18326354.7488 | -6745251.1266 |
Total P&L (%) | 916.617 | 794.996 | 121.621 | 11581.1036 | 18326.3547 | -6745.2511 |
Avg Daily Profit (%) | 0.3665 | 0.3179 | 0.0486 | 0.1905 | 0.2088 | 0 |
Buy And Hold Return (%) | 831.1088 | 831.1088 | 831.1088 | 831.1088 | 831.1088 | 831.1088 |
Max Trade Drawdown | -60693 | -40597 | -72682 | -9977615 | -2584047 | -11083914 |
Profit Factor | 3.2212 | 5.6475 | 1.5034 | 1.5214 | 3.5824 | 0.5537 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 55.4054 | 56.7568 | 54.0541 | 55.4054 | 56.7568 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.5927 | 4.3029 | 1.2779 | 1.2245 | 2.7295 | 0.4707 |
Largest Winning Trade | 304091 | 304091 | 56566 | 13354324 | 13354324 | 1499585 |
Largest Losing Trade | -48799 | -21322 | -48799 | -8659862 | -1662161 | -8659862 |
Avg Bars in Trades | 62 | 63 | 60 | 62 | 63 | 60 |
Avg Bars in Winners | 75 | 69 | 82 | 75 | 69 | 82 |
Avg Bars in Losers | 44 | 55 | 34 | 44 | 55 | 34 |
Bars Traded | 4588 | 2350 | 2238 | 4588 | 2350 | 2238 |
Profit Streak | 148.5254 | 166.5254 | 148.5254 | 148.5254 | 166.5254 | 148.5254 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -184598 | -146614 | -291314 | -57053 | 601796 | -579673 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1541937600000, "first_datapoint_time": 1547812800000, "last_datapoint_time": 1757980800000, "evaluation_time": 1757982992768, "expiration_time": 1764463392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 50, "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": [ [ 916617.0215899562, 794996.0476179173, 121620.9739720391, 11581103.622200536, 18326354.74877686, -6745251.126576322 ], [ 916.617022, 794.996048, 121.620974, 11581.103622, 18326.354749, -6745.251127 ], [ 0.3665, 0.317871, 0.048629, 0.190527, 0.208789, 0 ], [ 831.108753, 831.108753, 831.108753, 831.108753, 831.108753, 831.108753 ], [ -60693, -40597, -72682, -9977615, -2584047, -11083914 ], [ 3.221229, 5.647494, 1.503392, 1.521406, 3.582429, 0.55373 ], [ 74, 37, 37, 74, 37, 37 ], [ 41, 21, 20, 41, 21, 20 ], [ 33, 16, 17, 33, 16, 17 ], [ 55.405405, 56.756757, 54.054054, 55.405405, 56.756757, 54.054054 ], [ 2.592697, 4.302853, 1.277883, 1.224546, 2.72947, 0.470671 ], [ 304091, 304091, 56566, 13354324, 13354324, 1499585 ], [ -48799, -21322, -48799, -8659862, -1662161, -8659862 ], [ 62, 63, 60, 62, 63, 60 ], [ 75, 69, 82, 75, 69, 82 ], [ 44, 55, 34, 44, 55, 34 ], [ 4588, 2350, 2238, 4588, 2350, 2238 ], [ 148.525379, 166.525379, 148.525379, 148.525379, 166.525379, 148.525379 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -184598, -146614, -291314, -57053, 601796, -579673 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1541937600000, "first_datapoint_time": 1547812800000, "last_datapoint_time": 1757980800000, "evaluation_time": 1757982992768, "expiration_time": 1764463392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 50, "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) |
---|