| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 900912.2239 | 798918.0741 | 101994.1498 | 10335193.9456 | 11411967.9733 | -1076774.0276 |
| Total P&L (%) | 900.9122 | 798.9181 | 101.9942 | 10335.1939 | 11411.968 | -1076.774 |
| Avg Daily Profit (%) | 0.3603 | 0.3195 | 0.0408 | 0.1861 | 0.19 | 0 |
| Buy And Hold Return (%) | 879.6959 | 879.6959 | 879.6959 | 879.6959 | 879.6959 | 879.6959 |
| Max Trade Drawdown | -75691 | -60087 | -70279 | -2967567 | -1622695 | -3925932 |
| Profit Factor | 2.8572 | 4.5265 | 1.3945 | 1.7688 | 3.1323 | 0.8669 |
| Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
| Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Profitability (%) | 47.541 | 47.541 | 47.541 | 47.541 | 47.541 | 47.541 |
| Ratio Avg Win / Avg Loss | 3.1528 | 4.9947 | 1.5388 | 1.9518 | 3.4563 | 0.9566 |
| Largest Winning Trade | 350780 | 350780 | 58310 | 7482405 | 7482405 | 2434492 |
| Largest Losing Trade | -25008 | -19915 | -25008 | -2250675 | -1191761 | -2250675 |
| Avg Bars in Trades | 56 | 61 | 51 | 56 | 61 | 51 |
| Avg Bars in Winners | 84 | 92 | 76 | 84 | 92 | 76 |
| Avg Bars in Losers | 31 | 32 | 29 | 31 | 32 | 29 |
| Bars Traded | 6889 | 3735 | 3154 | 6889 | 3735 | 3154 |
| Profit Streak | 67.809 | 107.1424 | 0 | 67.809 | 107.1424 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -143486 | -311345 | -465058 | 403148 | -148137 | -743414 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1548086400000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757820299324,
"expiration_time": 1764288864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 44,
"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": [
[
900912.2238930748,
798918.0740738306,
101994.1498192442,
10335193.945648843,
11411967.973256474,
-1076774.0276076298
],
[
900.912224,
798.918074,
101.99415,
10335.193946,
11411.967973,
-1076.774028
],
[
0.360317,
0.319525,
0.040792,
0.186059,
0.189994,
0
],
[
879.695911,
879.695911,
879.695911,
879.695911,
879.695911,
879.695911
],
[
-75691,
-60087,
-70279,
-2967567,
-1622695,
-3925932
],
[
2.857224,
4.526488,
1.394504,
1.768823,
3.132314,
0.866916
],
[
122,
61,
61,
122,
61,
61
],
[
58,
29,
29,
58,
29,
29
],
[
64,
32,
32,
64,
32,
32
],
[
47.540984,
47.540984,
47.540984,
47.540984,
47.540984,
47.540984
],
[
3.152799,
4.994745,
1.538763,
1.951805,
3.456346,
0.956597
],
[
350780,
350780,
58310,
7482405,
7482405,
2434492
],
[
-25008,
-19915,
-25008,
-2250675,
-1191761,
-2250675
],
[
56,
61,
51,
56,
61,
51
],
[
84,
92,
76,
84,
92,
76
],
[
31,
32,
29,
31,
32,
29
],
[
6889,
3735,
3154,
6889,
3735,
3154
],
[
67.80902,
107.142353,
0,
67.80902,
107.142353,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-143486,
-311345,
-465058,
403148,
-148137,
-743414
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1548086400000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757820299324,
"expiration_time": 1764288864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 44,
"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) |
|---|