| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 756531.4143 | 705567.3134 | 50964.1009 | 2731052.6381 | 4695019.2582 | -1963966.6201 |
| Total P&L (%) | 756.5314 | 705.5673 | 50.9641 | 2731.0526 | 4695.0193 | -1963.9666 |
| Avg Daily Profit (%) | 0.3633 | 0.3388 | 0.0245 | 0.1607 | 0.186 | 0 |
| Buy And Hold Return (%) | 1136.6084 | 1136.6084 | 1136.6084 | 1136.6084 | 1136.6084 | 1136.6084 |
| Max Trade Drawdown | -99692 | -42301 | -104216 | -2805678 | -746405 | -3484866 |
| Profit Factor | 2.5293 | 4.4218 | 1.1767 | 1.2961 | 2.431 | 0.6695 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
| Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
| Profitability (%) | 47.191 | 45.4545 | 48.8889 | 47.191 | 45.4545 | 48.8889 |
| Ratio Avg Win / Avg Loss | 2.8304 | 5.3061 | 1.2301 | 1.4504 | 2.9172 | 0.6999 |
| Largest Winning Trade | 332857 | 332857 | 47024 | 2537854 | 2537854 | 647740 |
| Largest Losing Trade | -63693 | -30070 | -63693 | -2272660 | -510473 | -2272660 |
| Avg Bars in Trades | 273 | 277 | 269 | 273 | 277 | 269 |
| Avg Bars in Winners | 386 | 412 | 363 | 386 | 412 | 363 |
| Avg Bars in Losers | 172 | 165 | 179 | 172 | 165 | 179 |
| Bars Traded | 24323 | 12212 | 12111 | 24323 | 12212 | 12111 |
| Profit Streak | 75.6937 | 85.9437 | 75.6937 | 75.6937 | 85.9437 | 75.6937 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -151412 | -150333 | -351971 | 132054 | 334552 | -580586 |
{
"trading_pair": "XRP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24991,
"evaluation_days": 2082.58,
"actual_first_datapoint_time": 1577887200000,
"first_datapoint_time": 1579356000000,
"last_datapoint_time": 1757887200000,
"evaluation_time": 1757889539211,
"expiration_time": 1764364867200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 205,
"offset": 0,
"a": 0.75314
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 163,
"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": [
[
756531.4143456873,
705567.3134081556,
50964.1009375316,
2731052.638108596,
4695019.25824836,
-1963966.6201397628
],
[
756.531414,
705.567313,
50.964101,
2731.052638,
4695.019258,
-1963.96662
],
[
0.363266,
0.338795,
0.024472,
0.160662,
0.186008,
0
],
[
1136.60841,
1136.60841,
1136.60841,
1136.60841,
1136.60841,
1136.60841
],
[
-99692,
-42301,
-104216,
-2805678,
-746405,
-3484866
],
[
2.529276,
4.421762,
1.176653,
1.296105,
2.431022,
0.669498
],
[
89,
44,
45,
89,
44,
45
],
[
42,
20,
22,
42,
20,
22
],
[
47,
24,
23,
47,
24,
23
],
[
47.191011,
45.454545,
48.888889,
47.191011,
45.454545,
48.888889
],
[
2.83038,
5.306115,
1.230137,
1.450403,
2.917227,
0.69993
],
[
332857,
332857,
47024,
2537854,
2537854,
647740
],
[
-63693,
-30070,
-63693,
-2272660,
-510473,
-2272660
],
[
273,
277,
269,
273,
277,
269
],
[
386,
412,
363,
386,
412,
363
],
[
172,
165,
179,
172,
165,
179
],
[
24323,
12212,
12111,
24323,
12212,
12111
],
[
75.693741,
85.943741,
75.693741,
75.693741,
85.943741,
75.693741
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151412,
-150333,
-351971,
132054,
334552,
-580586
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24991,
"evaluation_days": 2082.58,
"actual_first_datapoint_time": 1577887200000,
"first_datapoint_time": 1579356000000,
"last_datapoint_time": 1757887200000,
"evaluation_time": 1757889539211,
"expiration_time": 1764364867200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 205,
"offset": 0,
"a": 0.75314
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 163,
"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) |
|---|