| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 402835.1733 | 427631.7488 | -24796.5755 | -4424209.8622 | 4014348.1393 | -8438558.0015 |
| Total P&L (%) | 402.8352 | 427.6317 | -24.7966 | -4424.2099 | 4014.3481 | -8438.558 |
| Avg Daily Profit (%) | 0.1611 | 0.171 | -0.0099 | 0 | 0.1488 | 0 |
| Buy And Hold Return (%) | 690.6874 | 690.6874 | 690.6874 | 690.6874 | 690.6874 | 690.6874 |
| Max Trade Drawdown | -184166 | -69622 | -170546 | -10123311 | -938842 | -9723693 |
| Profit Factor | 2.0712 | 4.6711 | 0.9045 | 0.6147 | 4.0097 | 0.1684 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 41 | 21 | 20 | 42 | 22 | 20 |
| Losing Trades | 17 | 8 | 9 | 16 | 7 | 9 |
| Profitability (%) | 70.6897 | 72.4138 | 68.9655 | 72.4138 | 75.8621 | 68.9655 |
| Ratio Avg Win / Avg Loss | 0.8588 | 1.7795 | 0.407 | 0.2342 | 1.2758 | 0.0758 |
| Largest Winning Trade | 108053 | 108053 | 28124 | 2526440 | 2526440 | 329858 |
| Largest Losing Trade | -170546 | -51243 | -170546 | -9571187 | -938842 | -9571187 |
| Avg Bars in Trades | 164 | 175 | 154 | 164 | 175 | 154 |
| Avg Bars in Winners | 140 | 137 | 144 | 145 | 143 | 148 |
| Avg Bars in Losers | 222 | 274 | 176 | 214 | 276 | 166 |
| Bars Traded | 9556 | 5082 | 4474 | 9556 | 5082 | 4474 |
| Profit Streak | 0 | 0 | 0 | 72.9561 | 72.9561 | 107.9561 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -334147 | -148000 | -578374 | -756405 | 539356 | -577812 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10002,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542607200000,
"first_datapoint_time": 1546365600000,
"last_datapoint_time": 1758650400000,
"evaluation_time": 1758668208091,
"expiration_time": 1765131696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 175,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 94,
"offset": 0,
"scalar": 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": [
[
402835.1733334956,
427631.7488163784,
-24796.5754828829,
-4424209.862204225,
4014348.1393229403,
-8438558.001527164
],
[
402.835173,
427.631749,
-24.796575,
-4424.209862,
4014.348139,
-8438.558002
],
[
0.161102,
0.171018,
-0.009917,
0,
0.148763,
0
],
[
690.687361,
690.687361,
690.687361,
690.687361,
690.687361,
690.687361
],
[
-184166,
-69622,
-170546,
-10123311,
-938842,
-9723693
],
[
2.071176,
4.671145,
0.904476,
0.614669,
4.009654,
0.168431
],
[
58,
29,
29,
58,
29,
29
],
[
41,
21,
20,
42,
22,
20
],
[
17,
8,
9,
16,
7,
9
],
[
70.689655,
72.413793,
68.965517,
72.413793,
75.862069,
68.965517
],
[
0.85878,
1.779484,
0.407014,
0.23416,
1.275799,
0.075794
],
[
108053,
108053,
28124,
2526440,
2526440,
329858
],
[
-170546,
-51243,
-170546,
-9571187,
-938842,
-9571187
],
[
164,
175,
154,
164,
175,
154
],
[
140,
137,
144,
145,
143,
148
],
[
222,
274,
176,
214,
276,
166
],
[
9556,
5082,
4474,
9556,
5082,
4474
],
[
0,
0,
0,
72.956112,
72.956112,
107.956112
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-334147,
-148000,
-578374,
-756405,
539356,
-577812
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10002,
"evaluation_days": 2500.5,
"actual_first_datapoint_time": 1542607200000,
"first_datapoint_time": 1546365600000,
"last_datapoint_time": 1758650400000,
"evaluation_time": 1758668208091,
"expiration_time": 1765131696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 175,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 94,
"offset": 0,
"scalar": 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) |
|---|