| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 194851.2481 | 350882.8909 | -156031.6428 | 7731800.4578 | 1448720.4693 | 6283079.9885 |
| Total P&L (%) | 194.8512 | 350.8829 | -156.0316 | 7731.8005 | 1448.7205 | 6283.08 |
| Avg Daily Profit (%) | 0.078 | 0.1404 | -0.0624 | 0.1746 | 0.1097 | 0.1664 |
| Buy And Hold Return (%) | 866.8605 | 866.8605 | 866.8605 | 866.8605 | 866.8605 | 866.8605 |
| Max Trade Drawdown | -324442 | -66281 | -328740 | -4170738 | -1106342 | -3341128 |
| Profit Factor | 1.3257 | 4.5744 | 0.688 | 2.4528 | 1.8257 | 2.7612 |
| Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
| Winning Trades | 135 | 68 | 67 | 81 | 39 | 42 |
| Losing Trades | 17 | 8 | 9 | 71 | 37 | 34 |
| Profitability (%) | 88.8158 | 89.4737 | 88.1579 | 53.2895 | 51.3158 | 55.2632 |
| Ratio Avg Win / Avg Loss | 0.1669 | 0.5382 | 0.0924 | 2.15 | 1.7321 | 2.2353 |
| Largest Winning Trade | 88509 | 88509 | 23629 | 6616644 | 690536 | 6616644 |
| Largest Losing Trade | -324442 | -42579 | -324442 | -2457460 | -410107 | -2457460 |
| Avg Bars in Trades | 89 | 83 | 95 | 89 | 83 | 95 |
| Avg Bars in Winners | 53 | 53 | 53 | 78 | 65 | 91 |
| Avg Bars in Losers | 377 | 345 | 406 | 102 | 103 | 101 |
| Bars Traded | 13650 | 6382 | 7268 | 13650 | 6382 | 7268 |
| Profit Streak | 90.9954 | 90.9954 | 208.9954 | 90.9954 | 90.9954 | 313.8287 |
| Trades During Streak | 2 | 1 | 9 | 2 | 1 | 10 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -249281 | -210502 | -623765 | 528393 | -100481 | -33986 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14996,
"evaluation_days": 2499.33,
"actual_first_datapoint_time": 1542398400000,
"first_datapoint_time": 1549008000000,
"last_datapoint_time": 1758398400000,
"evaluation_time": 1758412399374,
"expiration_time": 1764876672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 224,
"offset": 236,
"a": 0.73866
}
}
}
{
"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": [
[
194851.2480899558,
350882.8908583968,
-156031.6427684408,
7731800.457789032,
1448720.4692521903,
6283079.988536841
],
[
194.851248,
350.882891,
-156.031643,
7731.800458,
1448.720469,
6283.079989
],
[
0.077961,
0.140391,
-0.062429,
0.17463,
0.10969,
0.166432
],
[
866.860522,
866.860522,
866.860522,
866.860522,
866.860522,
866.860522
],
[
-324442,
-66281,
-328740,
-4170738,
-1106342,
-3341128
],
[
1.325721,
4.574396,
0.687968,
2.452817,
1.825735,
2.761213
],
[
152,
76,
76,
152,
76,
76
],
[
135,
68,
67,
81,
39,
42
],
[
17,
8,
9,
71,
37,
34
],
[
88.815789,
89.473684,
88.157895,
53.289474,
51.315789,
55.263158
],
[
0.166943,
0.538164,
0.092414,
2.15,
1.732107,
2.235268
],
[
88509,
88509,
23629,
6616644,
690536,
6616644
],
[
-324442,
-42579,
-324442,
-2457460,
-410107,
-2457460
],
[
89,
83,
95,
89,
83,
95
],
[
53,
53,
53,
78,
65,
91
],
[
377,
345,
406,
102,
103,
101
],
[
13650,
6382,
7268,
13650,
6382,
7268
],
[
90.995363,
90.995363,
208.995363,
90.995363,
90.995363,
313.828696
],
[
2,
1,
9,
2,
1,
10
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-249281,
-210502,
-623765,
528393,
-100481,
-33986
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14996,
"evaluation_days": 2499.33,
"actual_first_datapoint_time": 1542398400000,
"first_datapoint_time": 1549008000000,
"last_datapoint_time": 1758398400000,
"evaluation_time": 1758412399374,
"expiration_time": 1764876672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 224,
"offset": 236,
"a": 0.73866
}
}
}
| # | 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) |
|---|