| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1033239.7449 | 851445.5592 | 181794.1857 | 40427143.7323 | 42576545.8009 | -2149402.0686 |
| Total P&L (%) | 1033.2397 | 851.4456 | 181.7942 | 40427.1437 | 42576.5458 | -2149.4021 |
| Avg Daily Profit (%) | 0.4131 | 0.3404 | 0.0727 | 0.2403 | 0.2424 | 0 |
| Buy And Hold Return (%) | 793.7792 | 793.7792 | 793.7792 | 793.7792 | 793.7792 | 793.7792 |
| Max Trade Drawdown | -55266 | -38486 | -51282 | -11369903 | -4436579 | -13460962 |
| Profit Factor | 4.003 | 7.5371 | 1.8502 | 2.407 | 5.7062 | 0.8908 |
| Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
| Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
| Profitability (%) | 60.274 | 55.5556 | 64.8649 | 60.274 | 55.5556 | 64.8649 |
| Ratio Avg Win / Avg Loss | 2.6384 | 6.0297 | 1.0022 | 1.5864 | 4.565 | 0.4825 |
| Largest Winning Trade | 369544 | 369544 | 48862 | 26001664 | 26001664 | 6199228 |
| Largest Losing Trade | -51282 | -25171 | -51282 | -10636614 | -3703290 | -10636614 |
| Avg Bars in Trades | 99 | 109 | 90 | 99 | 109 | 90 |
| Avg Bars in Winners | 108 | 115 | 103 | 108 | 115 | 103 |
| Avg Bars in Losers | 86 | 101 | 67 | 86 | 101 | 67 |
| Bars Traded | 7282 | 3933 | 3349 | 7282 | 3933 | 3349 |
| Profit Streak | 166.745 | 169.0783 | 166.745 | 166.745 | 169.0783 | 166.745 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -128287 | -123724 | -256379 | -60317 | 662356 | -577878 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7504,
"evaluation_days": 2501.33,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1547568000000,
"last_datapoint_time": 1758643200000,
"evaluation_time": 1758649967548,
"expiration_time": 1765126656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 140,
"offset": 35
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 81,
"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": [
[
1033239.7449279048,
851445.5591831713,
181794.1857447338,
40427143.732295446,
42576545.80087701,
-2149402.068581569
],
[
1033.239745,
851.445559,
181.794186,
40427.143732,
42576.545801,
-2149.402069
],
[
0.413076,
0.340397,
0.072679,
0.240343,
0.242414,
0
],
[
793.77916,
793.77916,
793.77916,
793.77916,
793.77916,
793.77916
],
[
-55266,
-38486,
-51282,
-11369903,
-4436579,
-13460962
],
[
4.003026,
7.537085,
1.85023,
2.407018,
5.706198,
0.890813
],
[
73,
36,
37,
73,
36,
37
],
[
44,
20,
24,
44,
20,
24
],
[
29,
16,
13,
29,
16,
13
],
[
60.273973,
55.555556,
64.864865,
60.273973,
55.555556,
64.864865
],
[
2.638358,
6.029668,
1.002208,
1.586444,
4.564959,
0.482524
],
[
369544,
369544,
48862,
26001664,
26001664,
6199228
],
[
-51282,
-25171,
-51282,
-10636614,
-3703290,
-10636614
],
[
99,
109,
90,
99,
109,
90
],
[
108,
115,
103,
108,
115,
103
],
[
86,
101,
67,
86,
101,
67
],
[
7282,
3933,
3349,
7282,
3933,
3349
],
[
166.744995,
169.078328,
166.744995,
166.744995,
169.078328,
166.744995
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-128287,
-123724,
-256379,
-60317,
662356,
-577878
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7504,
"evaluation_days": 2501.33,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1547568000000,
"last_datapoint_time": 1758643200000,
"evaluation_time": 1758649967548,
"expiration_time": 1765126656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 140,
"offset": 35
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 81,
"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) |
|---|