| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1212383.4801 | 994966.5146 | 217416.9655 | 83869757.8357 | 121843781.5585 | -37974023.7228 |
| Total P&L (%) | 1212.3835 | 994.9665 | 217.417 | 83869.7578 | 121843.7816 | -37974.0237 |
| Avg Daily Profit (%) | 0.4849 | 0.3979 | 0.087 | 0.2696 | 0.2846 | 0 |
| Buy And Hold Return (%) | 751.6156 | 751.6156 | 751.6156 | 751.6156 | 751.6156 | 751.6156 |
| Max Trade Drawdown | -81573 | -46031 | -54247 | -120979215 | -80046462 | -57334139 |
| Profit Factor | 3.2832 | 4.5726 | 1.861 | 1.4172 | 2.1267 | 0.5912 |
| Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
| Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
| Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
| Profitability (%) | 50.9202 | 48.1481 | 53.6585 | 50.9202 | 48.1481 | 53.6585 |
| Ratio Avg Win / Avg Loss | 3.1645 | 4.9243 | 1.6072 | 1.366 | 2.2903 | 0.5106 |
| Largest Winning Trade | 408640 | 408640 | 48778 | 151548987 | 151548987 | 8210410 |
| Largest Losing Trade | -43022 | -43022 | -28651 | -74908591 | -74908591 | -28424070 |
| Avg Bars in Trades | 44 | 49 | 39 | 44 | 49 | 39 |
| Avg Bars in Winners | 58 | 68 | 50 | 58 | 68 | 50 |
| Avg Bars in Losers | 29 | 32 | 26 | 29 | 32 | 26 |
| Bars Traded | 7263 | 4008 | 3255 | 7263 | 4008 | 3255 |
| Profit Streak | 76.0614 | 87.3948 | 76.0614 | 76.0614 | 87.3948 | 76.0614 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 331866 | -59958 | -242538 | 409355 | 24686 | -584204 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542067200000,
"first_datapoint_time": 1546905600000,
"last_datapoint_time": 1758067200000,
"evaluation_time": 1758072506713,
"expiration_time": 1764548064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 169,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 39,
"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": [
[
1212383.480137249,
994966.5145993489,
217416.9655379008,
83869757.83567083,
121843781.55852063,
-37974023.72284978
],
[
1212.38348,
994.966515,
217.416966,
83869.757836,
121843.781559,
-37974.023723
],
[
0.484889,
0.397934,
0.086955,
0.269649,
0.284613,
0
],
[
751.615611,
751.615611,
751.615611,
751.615611,
751.615611,
751.615611
],
[
-81573,
-46031,
-54247,
-120979215,
-80046462,
-57334139
],
[
3.283154,
4.572609,
1.861009,
1.417188,
2.126723,
0.59122
],
[
163,
81,
82,
163,
81,
82
],
[
83,
39,
44,
83,
39,
44
],
[
80,
42,
38,
80,
42,
38
],
[
50.920245,
48.148148,
53.658537,
50.920245,
48.148148,
53.658537
],
[
3.164485,
4.924348,
1.607235,
1.365964,
2.290317,
0.510599
],
[
408640,
408640,
48778,
151548987,
151548987,
8210410
],
[
-43022,
-43022,
-28651,
-74908591,
-74908591,
-28424070
],
[
44,
49,
39,
44,
49,
39
],
[
58,
68,
50,
58,
68,
50
],
[
29,
32,
26,
29,
32,
26
],
[
7263,
4008,
3255,
7263,
4008,
3255
],
[
76.06142,
87.394754,
76.06142,
76.06142,
87.394754,
76.06142
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
331866,
-59958,
-242538,
409355,
24686,
-584204
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542067200000,
"first_datapoint_time": 1546905600000,
"last_datapoint_time": 1758067200000,
"evaluation_time": 1758072506713,
"expiration_time": 1764548064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 169,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 39,
"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) |
|---|