Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 924559.6597 | 816533.7854 | 108025.8743 | 7682192.1707 | 9549995.9018 | -1867803.7311 |
Total P&L (%) | 924.5597 | 816.5338 | 108.0259 | 7682.1922 | 9549.9959 | -1867.8037 |
Avg Daily Profit (%) | 0.3698 | 0.3265 | 0.0432 | 0.1743 | 0.1829 | 0 |
Buy And Hold Return (%) | 857.1823 | 857.1823 | 857.1823 | 857.1823 | 857.1823 | 857.1823 |
Max Trade Drawdown | -93171 | -42843 | -84073 | -4847002 | -1667182 | -5084252 |
Profit Factor | 2.5855 | 3.8734 | 1.3613 | 1.4582 | 2.3662 | 0.809 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 41.6667 | 41.6667 | 41.6667 | 41.6667 | 41.6667 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.6197 | 5.4228 | 1.9058 | 2.0415 | 3.3127 | 1.1325 |
Largest Winning Trade | 332964 | 332964 | 53091 | 3983241 | 3983241 | 1477900 |
Largest Losing Trade | -71330 | -20248 | -71330 | -4310736 | -721948 | -4310736 |
Avg Bars in Trades | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Winners | 65 | 67 | 63 | 65 | 67 | 63 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 4825 | 2417 | 2408 | 4825 | 2417 | 2408 |
Profit Streak | 99.9149 | 99.9149 | 160.4149 | 99.9149 | 99.9149 | 160.4149 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128470 | -321828 | -470757 | 302899 | -159740 | -750457 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542369600000, "first_datapoint_time": 1547380800000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758405451177, "expiration_time": 1764850896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 19, "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": [ [ 924559.6597226736, 816533.7854185876, 108025.8743040861, 7682192.170710127, 9549995.901771713, -1867803.7310615862 ], [ 924.55966, 816.533785, 108.025874, 7682.192171, 9549.995902, -1867.803731 ], [ 0.36975, 0.326548, 0.043202, 0.174294, 0.182912, 0 ], [ 857.18232, 857.18232, 857.18232, 857.18232, 857.18232, 857.18232 ], [ -93171, -42843, -84073, -4847002, -1667182, -5084252 ], [ 2.585467, 3.873408, 1.361318, 1.458179, 2.366232, 0.808955 ], [ 120, 60, 60, 120, 60, 60 ], [ 50, 25, 25, 50, 25, 25 ], [ 70, 35, 35, 70, 35, 35 ], [ 41.666667, 41.666667, 41.666667, 41.666667, 41.666667, 41.666667 ], [ 3.619654, 5.422771, 1.905845, 2.041451, 3.312724, 1.132537 ], [ 332964, 332964, 53091, 3983241, 3983241, 1477900 ], [ -71330, -20248, -71330, -4310736, -721948, -4310736 ], [ 40, 40, 40, 40, 40, 40 ], [ 65, 67, 63, 65, 67, 63 ], [ 22, 21, 23, 22, 21, 23 ], [ 4825, 2417, 2408, 4825, 2417, 2408 ], [ 99.914944, 99.914944, 160.414944, 99.914944, 99.914944, 160.414944 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -128470, -321828, -470757, 302899, -159740, -750457 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542369600000, "first_datapoint_time": 1547380800000, "last_datapoint_time": 1758369600000, "evaluation_time": 1758405451177, "expiration_time": 1764850896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 19, "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) |
---|