| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 879618.8798 | 738935.2133 | 140683.6665 | 18807008.6906 | 41280526.1243 | -22473517.4337 |
| Total P&L (%) | 879.6189 | 738.9352 | 140.6837 | 18807.0087 | 41280.5261 | -22473.5174 |
| Avg Daily Profit (%) | 0.3518 | 0.2955 | 0.0563 | 0.2099 | 0.2413 | 0 |
| Buy And Hold Return (%) | 859.0491 | 859.0491 | 859.0491 | 859.0491 | 859.0491 | 859.0491 |
| Max Trade Drawdown | -177580 | -131756 | -93537 | -35556725 | -6695366 | -30095862 |
| Profit Factor | 2.4013 | 3.2815 | 1.463 | 1.3276 | 3.2757 | 0.4277 |
| Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
| Winning Trades | 86 | 46 | 40 | 86 | 46 | 40 |
| Losing Trades | 69 | 32 | 37 | 69 | 32 | 37 |
| Profitability (%) | 55.4839 | 58.9744 | 51.9481 | 55.4839 | 58.9744 | 51.9481 |
| Ratio Avg Win / Avg Loss | 1.9266 | 2.2828 | 1.3533 | 1.0652 | 2.2787 | 0.3957 |
| Largest Winning Trade | 151802 | 151802 | 61625 | 29197381 | 29197381 | 2111510 |
| Largest Losing Trade | -47337 | -30775 | -47337 | -17370008 | -4841974 | -17370008 |
| Avg Bars in Trades | 45 | 53 | 37 | 45 | 53 | 37 |
| Avg Bars in Winners | 54 | 57 | 50 | 54 | 57 | 50 |
| Avg Bars in Losers | 35 | 47 | 24 | 35 | 47 | 24 |
| Bars Traded | 7090 | 4178 | 2912 | 7090 | 4178 | 2912 |
| Profit Streak | 67.5241 | 84.8574 | 67.5241 | 67.5241 | 84.8574 | 67.5241 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -141513 | -182302 | -323629 | 406050 | -17000 | -621925 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541894400000,
"first_datapoint_time": 1548835200000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757910882776,
"expiration_time": 1764375264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 73,
"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": [
[
879618.879770662,
738935.2132650961,
140683.6665055658,
18807008.690589692,
41280526.12432921,
-22473517.433739506
],
[
879.61888,
738.935213,
140.683667,
18807.008691,
41280.526124,
-22473.517434
],
[
0.351801,
0.295535,
0.056266,
0.209877,
0.241275,
0
],
[
859.049085,
859.049085,
859.049085,
859.049085,
859.049085,
859.049085
],
[
-177580,
-131756,
-93537,
-35556725,
-6695366,
-30095862
],
[
2.401322,
3.281494,
1.463043,
1.327582,
3.275674,
0.427743
],
[
155,
78,
77,
155,
78,
77
],
[
86,
46,
40,
86,
46,
40
],
[
69,
32,
37,
69,
32,
37
],
[
55.483871,
58.974359,
51.948052,
55.483871,
58.974359,
51.948052
],
[
1.926642,
2.282779,
1.353314,
1.065153,
2.27873,
0.395662
],
[
151802,
151802,
61625,
29197381,
29197381,
2111510
],
[
-47337,
-30775,
-47337,
-17370008,
-4841974,
-17370008
],
[
45,
53,
37,
45,
53,
37
],
[
54,
57,
50,
54,
57,
50
],
[
35,
47,
24,
35,
47,
24
],
[
7090,
4178,
2912,
7090,
4178,
2912
],
[
67.524106,
84.857439,
67.524106,
67.524106,
84.85744,
67.524106
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-141513,
-182302,
-323629,
406050,
-17000,
-621925
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541894400000,
"first_datapoint_time": 1548835200000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757910882776,
"expiration_time": 1764375264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 242,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 73,
"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) |
|---|