| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 808784.2468 | 729783.9754 | 79000.2714 | 4188879.7556 | 7075450.1836 | -2886570.428 |
| Total P&L (%) | 808.7842 | 729.784 | 79.0003 | 4188.8798 | 7075.4502 | -2886.5704 |
| Avg Daily Profit (%) | 0.3233 | 0.2918 | 0.0316 | 0.1504 | 0.171 | 0 |
| Buy And Hold Return (%) | 770.9856 | 770.9856 | 770.9856 | 770.9856 | 770.9856 | 770.9856 |
| Max Trade Drawdown | -108537 | -62960 | -94419 | -5133634 | -1985221 | -5119564 |
| Profit Factor | 2.7542 | 4.8783 | 1.2895 | 1.3722 | 2.6935 | 0.5921 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
| Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Profitability (%) | 55.8442 | 52.6316 | 58.9744 | 55.8442 | 52.6316 | 58.9744 |
| Ratio Avg Win / Avg Loss | 2.1777 | 4.3904 | 0.897 | 1.085 | 2.4242 | 0.4119 |
| Largest Winning Trade | 350673 | 350673 | 47786 | 5520623 | 5520623 | 712628 |
| Largest Losing Trade | -56402 | -30829 | -56402 | -2597165 | -1386631 | -2597165 |
| Avg Bars in Trades | 94 | 93 | 94 | 94 | 93 | 94 |
| Avg Bars in Winners | 108 | 109 | 108 | 108 | 109 | 108 |
| Avg Bars in Losers | 76 | 76 | 75 | 76 | 76 | 75 |
| Bars Traded | 7258 | 3567 | 3692 | 7258 | 3567 | 3692 |
| Profit Streak | 173.3373 | 173.3373 | 205.0039 | 173.3373 | 173.3373 | 205.0039 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -180008 | -147927 | -315576 | -36736 | 513046 | -578233 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7504,
"evaluation_days": 2501.33,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1547654400000,
"last_datapoint_time": 1758643200000,
"evaluation_time": 1758672339574,
"expiration_time": 1765126656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 178,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 119,
"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": [
[
808784.2468166137,
729783.975414274,
79000.2714023402,
4188879.7555524427,
7075450.183588961,
-2886570.42803652
],
[
808.784247,
729.783975,
79.000271,
4188.879756,
7075.450184,
-2886.570428
],
[
0.323342,
0.291758,
0.031583,
0.150377,
0.170985,
0
],
[
770.98557,
770.98557,
770.98557,
770.98557,
770.98557,
770.98557
],
[
-108537,
-62960,
-94419,
-5133634,
-1985221,
-5119564
],
[
2.754152,
4.878275,
1.289488,
1.372214,
2.693514,
0.592061
],
[
77,
38,
39,
77,
38,
39
],
[
43,
20,
23,
43,
20,
23
],
[
34,
18,
16,
34,
18,
16
],
[
55.844156,
52.631579,
58.974359,
55.844156,
52.631579,
58.974359
],
[
2.177702,
4.390447,
0.897035,
1.085007,
2.424162,
0.411868
],
[
350673,
350673,
47786,
5520623,
5520623,
712628
],
[
-56402,
-30829,
-56402,
-2597165,
-1386631,
-2597165
],
[
94,
93,
94,
94,
93,
94
],
[
108,
109,
108,
108,
109,
108
],
[
76,
76,
75,
76,
76,
75
],
[
7258,
3567,
3692,
7258,
3567,
3692
],
[
173.337263,
173.337264,
205.00393,
173.337264,
173.337264,
205.00393
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-180008,
-147927,
-315576,
-36736,
513046,
-578233
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7504,
"evaluation_days": 2501.33,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1547654400000,
"last_datapoint_time": 1758643200000,
"evaluation_time": 1758672339574,
"expiration_time": 1765126656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 178,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 119,
"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) |
|---|