| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 687412.2087 | 631258.6009 | 56153.6078 | 591120.0086 | 4469490.03 | -3878370.0214 |
| Total P&L (%) | 687.4122 | 631.2586 | 56.1536 | 591.12 | 4469.49 | -3878.37 |
| Avg Daily Profit (%) | 0.2749 | 0.2524 | 0.0225 | 0.0773 | 0.1529 | 0 |
| Buy And Hold Return (%) | 687.1361 | 687.1361 | 687.1361 | 687.1361 | 687.1361 | 687.1361 |
| Max Trade Drawdown | -138370 | -70469 | -109493 | -4152099 | -195379 | -4337693 |
| Profit Factor | 2.4631 | 4.3321 | 1.2003 | 1.0973 | 6.8317 | 0.2696 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 59.7403 | 57.8947 | 61.5385 | 59.7403 | 57.8947 | 61.5385 |
| Ratio Avg Win / Avg Loss | 1.6599 | 3.1506 | 0.7502 | 0.7395 | 4.9685 | 0.1685 |
| Largest Winning Trade | 172613 | 172613 | 59877 | 2861654 | 2861654 | 246502 |
| Largest Losing Trade | -85195 | -50335 | -85195 | -3850428 | -151410 | -3850428 |
| Avg Bars in Trades | 94 | 101 | 88 | 94 | 101 | 88 |
| Avg Bars in Winners | 94 | 90 | 97 | 94 | 90 | 97 |
| Avg Bars in Losers | 95 | 117 | 72 | 95 | 117 | 72 |
| Bars Traded | 7305 | 3870 | 3435 | 7305 | 3870 | 3435 |
| Profit Streak | 131.4354 | 131.4354 | 132.4354 | 131.4354 | 131.4354 | 132.4354 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -195667 | -148382 | -328364 | -413631 | 627765 | -578301 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7503,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1545523200000,
"last_datapoint_time": 1758614400000,
"evaluation_time": 1758623220339,
"expiration_time": 1765096992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 56,
"offset": 0,
"a": 0.7344
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 104,
"offset": 0,
"std": 2.72453
}
}
}
{
"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": [
[
687412.2087106295,
631258.6009211,
56153.6077895296,
591120.0085725179,
4469490.02995794,
-3878370.0213854224
],
[
687.412209,
631.258601,
56.153608,
591.120009,
4469.49003,
-3878.370021
],
[
0.274855,
0.252402,
0.022452,
0.077325,
0.152935,
0
],
[
687.136083,
687.136083,
687.136083,
687.136083,
687.136083,
687.136083
],
[
-138370,
-70469,
-109493,
-4152099,
-195379,
-4337693
],
[
2.463111,
4.332126,
1.200275,
1.097287,
6.8317,
0.269558
],
[
77,
38,
39,
77,
38,
39
],
[
46,
22,
24,
46,
22,
24
],
[
31,
16,
15,
31,
16,
15
],
[
59.74026,
57.894737,
61.538462,
59.74026,
57.894737,
61.538462
],
[
1.659922,
3.150637,
0.750172,
0.739476,
4.968509,
0.168474
],
[
172613,
172613,
59877,
2861654,
2861654,
246502
],
[
-85195,
-50335,
-85195,
-3850428,
-151410,
-3850428
],
[
94,
101,
88,
94,
101,
88
],
[
94,
90,
97,
94,
90,
97
],
[
95,
117,
72,
95,
117,
72
],
[
7305,
3870,
3435,
7305,
3870,
3435
],
[
131.43542,
131.435421,
132.43542,
131.435421,
131.435421,
132.435421
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-195667,
-148382,
-328364,
-413631,
627765,
-578301
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7503,
"evaluation_days": 2501,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1545523200000,
"last_datapoint_time": 1758614400000,
"evaluation_time": 1758623220339,
"expiration_time": 1765096992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 56,
"offset": 0,
"a": 0.7344
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 104,
"offset": 0,
"std": 2.72453
}
}
}
| # | 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) |
|---|