Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 984709.2681 | 775169.5642 | 209539.7039 | 57546123.4959 | 63129142.867 | -5583019.3711 |
Total P&L (%) | 984.7093 | 775.1696 | 209.5397 | 57546.1235 | 63129.1429 | -5583.0194 |
Avg Daily Profit (%) | 0.3939 | 0.3101 | 0.0838 | 0.2546 | 0.2583 | 0 |
Buy And Hold Return (%) | 762.2326 | 762.2326 | 762.2326 | 762.2326 | 762.2326 | 762.2326 |
Max Trade Drawdown | -81065 | -78298 | -55880 | -25406914 | -5349108 | -26269015 |
Profit Factor | 4.1017 | 5.9798 | 2.295 | 2.3999 | 8.3267 | 0.8282 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 66.1972 | 65.7143 | 66.6667 | 66.1972 | 65.7143 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.0945 | 3.1199 | 1.1475 | 1.2255 | 4.3443 | 0.4141 |
Largest Winning Trade | 175569 | 175569 | 64830 | 32594780 | 32594780 | 9701631 |
Largest Losing Trade | -44700 | -44700 | -34709 | -18295595 | -3903576 | -18295595 |
Avg Bars in Trades | 129 | 149 | 109 | 129 | 149 | 109 |
Avg Bars in Winners | 148 | 153 | 144 | 148 | 153 | 144 |
Avg Bars in Losers | 90 | 141 | 40 | 90 | 141 | 40 |
Bars Traded | 9171 | 5230 | 3942 | 9171 | 5230 | 3942 |
Profit Streak | 283.6383 | 515.6383 | 283.6383 | 283.6383 | 515.6383 | 283.6383 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145627 | -139590 | -240063 | -75521 | 737252 | -577270 |
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541570400000, "first_datapoint_time": 1546732800000, "last_datapoint_time": 1757570400000, "evaluation_time": 1757582353056, "expiration_time": 1764050400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 240, "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": [ [ 984709.268131125, 775169.5642150332, 209539.7039160921, 57546123.49591608, 63129142.86699262, -5583019.3710765615 ], [ 984.709268, 775.169564, 209.539704, 57546.123496, 63129.142867, -5583.019371 ], [ 0.393884, 0.310068, 0.083816, 0.2546, 0.258307, 0 ], [ 762.232643, 762.232643, 762.232643, 762.232643, 762.232643, 762.232643 ], [ -81065, -78298, -55880, -25406914, -5349108, -26269015 ], [ 4.101694, 5.979781, 2.294964, 2.399866, 8.32665, 0.828172 ], [ 71, 35, 36, 71, 35, 36 ], [ 47, 23, 24, 47, 23, 24 ], [ 24, 12, 12, 24, 12, 12 ], [ 66.197183, 65.714286, 66.666667, 66.197183, 65.714286, 66.666667 ], [ 2.094482, 3.119886, 1.147482, 1.225463, 4.344339, 0.414086 ], [ 175569, 175569, 64830, 32594780, 32594780, 9701631 ], [ -44700, -44700, -34709, -18295595, -3903576, -18295595 ], [ 129, 149, 109, 129, 149, 109 ], [ 148, 153, 144, 148, 153, 144 ], [ 90, 141, 40, 90, 141, 40 ], [ 9171, 5230, 3942, 9171, 5230, 3942 ], [ 283.638345, 515.638345, 283.638345, 283.638346, 515.638346, 283.638346 ], [ 6, 6, 3, 6, 6, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -145627, -139590, -240063, -75521, 737252, -577270 ] ] }
{ "trading_pair": "XRP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10000, "evaluation_days": 2500, "actual_first_datapoint_time": 1541570400000, "first_datapoint_time": 1546732800000, "last_datapoint_time": 1757570400000, "evaluation_time": 1757582353056, "expiration_time": 1764050400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 240, "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) |
---|