Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933439.3967 | 813346.3288 | 120093.0679 | 10371653.7499 | 14302019.3966 | -3930365.6468 |
Total P&L (%) | 933.4394 | 813.3463 | 120.0931 | 10371.6538 | 14302.0194 | -3930.3656 |
Avg Daily Profit (%) | 0.3733 | 0.3253 | 0.048 | 0.1862 | 0.199 | 0 |
Buy And Hold Return (%) | 773.6022 | 773.6022 | 773.6022 | 773.6022 | 773.6022 | 773.6022 |
Max Trade Drawdown | -113968 | -48238 | -108400 | -9550163 | -1560529 | -10692585 |
Profit Factor | 2.9562 | 4.9 | 1.4471 | 1.5193 | 3.4435 | 0.7216 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 51.087 | 47.8261 | 54.3478 | 51.087 | 47.8261 | 54.3478 |
Ratio Avg Win / Avg Loss | 2.8304 | 5.3455 | 1.2156 | 1.4547 | 3.7565 | 0.6062 |
Largest Winning Trade | 346226 | 346226 | 51315 | 6456446 | 6456446 | 1861311 |
Largest Losing Trade | -70046 | -17093 | -70046 | -7995830 | -1154297 | -7995830 |
Avg Bars in Trades | 52 | 50 | 54 | 52 | 50 | 54 |
Avg Bars in Winners | 70 | 70 | 70 | 70 | 70 | 70 |
Avg Bars in Losers | 33 | 32 | 34 | 33 | 32 | 34 |
Bars Traded | 4820 | 2335 | 2485 | 4820 | 2335 | 2485 |
Profit Streak | 177.2625 | 177.2625 | 250.2625 | 177.2625 | 177.2625 | 250.2625 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84535 | -132766 | -291551 | 401081 | 533260 | -578765 |
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1547337600000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758565078786, "expiration_time": 1765023696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 33, "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": [ [ 933439.3967182705, 813346.3287742796, 120093.0679439912, 10371653.749859493, 14302019.396631518, -3930365.646772022 ], [ 933.439397, 813.346329, 120.093068, 10371.65375, 14302.019397, -3930.365647 ], [ 0.373301, 0.325273, 0.048028, 0.186186, 0.198956, 0 ], [ 773.6022, 773.6022, 773.6022, 773.6022, 773.6022, 773.6022 ], [ -113968, -48238, -108400, -9550163, -1560529, -10692585 ], [ 2.956241, 4.900028, 1.447089, 1.519315, 3.443503, 0.72162 ], [ 92, 46, 46, 92, 46, 46 ], [ 47, 22, 25, 47, 22, 25 ], [ 45, 24, 21, 45, 24, 21 ], [ 51.086957, 47.826087, 54.347826, 51.086957, 47.826087, 54.347826 ], [ 2.830444, 5.345485, 1.215555, 1.454663, 3.756549, 0.606161 ], [ 346226, 346226, 51315, 6456446, 6456446, 1861311 ], [ -70046, -17093, -70046, -7995830, -1154297, -7995830 ], [ 52, 50, 54, 52, 50, 54 ], [ 70, 70, 70, 70, 70, 70 ], [ 33, 32, 34, 33, 32, 34 ], [ 4820, 2335, 2485, 4820, 2335, 2485 ], [ 177.262486, 177.262486, 250.262486, 177.262486, 177.262486, 250.262486 ], [ 5, 2, 4, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -84535, -132766, -291551, 401081, 533260, -578765 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5001, "evaluation_days": 2500.5, "actual_first_datapoint_time": 1542542400000, "first_datapoint_time": 1547337600000, "last_datapoint_time": 1758542400000, "evaluation_time": 1758565078786, "expiration_time": 1765023696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 33, "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) |
---|