| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 875034.2762 | 729121.9003 | 145912.3759 | 12112781.0393 | 19027918.1732 | -6915137.1339 |
| Total P&L (%) | 875.0343 | 729.1219 | 145.9124 | 12112.781 | 19027.9182 | -6915.1371 |
| Avg Daily Profit (%) | 0.35 | 0.2916 | 0.0584 | 0.1924 | 0.2103 | 0 |
| Buy And Hold Return (%) | 845.9245 | 845.9245 | 845.9245 | 845.9245 | 845.9245 | 845.9245 |
| Max Trade Drawdown | -76718 | -77355 | -65188 | -11239224 | -2372308 | -12038508 |
| Profit Factor | 2.7446 | 4.116 | 1.5453 | 1.449 | 3.4487 | 0.6399 |
| Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
| Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
| Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
| Profitability (%) | 66.9492 | 64.4068 | 69.4915 | 66.9492 | 64.4068 | 69.4915 |
| Ratio Avg Win / Avg Loss | 1.3549 | 2.2747 | 0.6784 | 0.7153 | 1.9059 | 0.2809 |
| Largest Winning Trade | 166357 | 166357 | 60269 | 11224321 | 11224321 | 2029000 |
| Largest Losing Trade | -62452 | -46915 | -62452 | -11239224 | -1484473 | -11239224 |
| Avg Bars in Trades | 58 | 72 | 44 | 58 | 72 | 44 |
| Avg Bars in Winners | 64 | 72 | 56 | 64 | 72 | 56 |
| Avg Bars in Losers | 47 | 71 | 18 | 47 | 71 | 18 |
| Bars Traded | 6909 | 4275 | 2634 | 6909 | 4275 | 2634 |
| Profit Streak | 23.2662 | 23.2662 | 66.5995 | 23.2662 | 23.2662 | 66.5995 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -138080 | -324076 | -454041 | 390481 | -159544 | -753960 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542441600000,
"first_datapoint_time": 1548028800000,
"last_datapoint_time": 1758441600000,
"evaluation_time": 1758464599704,
"expiration_time": 1764922464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 117,
"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": [
[
875034.2761629325,
729121.9002930654,
145912.3758698675,
12112781.039259495,
19027918.17315201,
-6915137.133892515
],
[
875.034276,
729.1219,
145.912376,
12112.781039,
19027.918173,
-6915.137134
],
[
0.349968,
0.29161,
0.058357,
0.192362,
0.210343,
0
],
[
845.924491,
845.924491,
845.924491,
845.924491,
845.924491,
845.924491
],
[
-76718,
-77355,
-65188,
-11239224,
-2372308,
-12038508
],
[
2.744567,
4.116042,
1.54529,
1.449039,
3.448749,
0.63992
],
[
118,
59,
59,
118,
59,
59
],
[
79,
38,
41,
79,
38,
41
],
[
39,
21,
18,
39,
21,
18
],
[
66.949153,
64.40678,
69.491525,
66.949153,
64.40678,
69.491525
],
[
1.354913,
2.274655,
0.67842,
0.715348,
1.905887,
0.28094
],
[
166357,
166357,
60269,
11224321,
11224321,
2029000
],
[
-62452,
-46915,
-62452,
-11239224,
-1484473,
-11239224
],
[
58,
72,
44,
58,
72,
44
],
[
64,
72,
56,
64,
72,
56
],
[
47,
71,
18,
47,
71,
18
],
[
6909,
4275,
2634,
6909,
4275,
2634
],
[
23.2662,
23.2662,
66.599534,
23.2662,
23.2662,
66.599534
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-138080,
-324076,
-454041,
390481,
-159544,
-753960
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542441600000,
"first_datapoint_time": 1548028800000,
"last_datapoint_time": 1758441600000,
"evaluation_time": 1758464599704,
"expiration_time": 1764922464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 117,
"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) |
|---|