| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 919043.7343 | 765815.8847 | 153227.8495 | 23522610.743 | 20259414.0707 | 3263196.6723 |
| Total P&L (%) | 919.0437 | 765.8159 | 153.2279 | 23522.6107 | 20259.4141 | 3263.1967 |
| Avg Daily Profit (%) | 0.3677 | 0.3064 | 0.0613 | 0.2189 | 0.2129 | 0.1408 |
| Buy And Hold Return (%) | 940.5387 | 940.5387 | 940.5387 | 940.5387 | 940.5387 | 940.5387 |
| Max Trade Drawdown | -88472 | -56940 | -49411 | -3873684 | -2601472 | -4516042 |
| Profit Factor | 1.9537 | 2.4991 | 1.3384 | 1.6959 | 2.1219 | 1.2073 |
| Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
| Winning Trades | 126 | 60 | 66 | 126 | 60 | 66 |
| Losing Trades | 218 | 112 | 106 | 218 | 112 | 106 |
| Profitability (%) | 36.6279 | 34.8837 | 38.3721 | 36.6279 | 34.8837 | 38.3721 |
| Ratio Avg Win / Avg Loss | 3.3802 | 4.6649 | 2.1495 | 2.9342 | 3.961 | 1.9389 |
| Largest Winning Trade | 158321 | 158321 | 49344 | 8454933 | 8454933 | 2946982 |
| Largest Losing Trade | -28543 | -22976 | -28543 | -3199072 | -2146908 | -3199072 |
| Avg Bars in Trades | 42 | 45 | 40 | 42 | 45 | 40 |
| Avg Bars in Winners | 73 | 79 | 69 | 73 | 79 | 69 |
| Avg Bars in Losers | 24 | 26 | 22 | 24 | 26 | 22 |
| Bars Traded | 14753 | 7752 | 7001 | 14753 | 7752 | 7001 |
| Profit Streak | 20.2896 | 0 | 82.6229 | 20.2896 | 0 | 82.6229 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -155442 | -157600 | -278221 | 308355 | 239423 | -9591 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14996,
"evaluation_days": 2499.33,
"actual_first_datapoint_time": 1542182400000,
"first_datapoint_time": 1544270400000,
"last_datapoint_time": 1758182400000,
"evaluation_time": 1758193020444,
"expiration_time": 1764660672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 3,
"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": [
[
919043.7342606186,
765815.8847348327,
153227.849525786,
23522610.743039563,
20259414.07071346,
3263196.672326104
],
[
919.043734,
765.815885,
153.22785,
23522.610743,
20259.414071,
3263.196672
],
[
0.367716,
0.306408,
0.061308,
0.218889,
0.212929,
0.140756
],
[
940.538734,
940.538734,
940.538734,
940.538734,
940.538734,
940.538734
],
[
-88472,
-56940,
-49411,
-3873684,
-2601472,
-4516042
],
[
1.953686,
2.499074,
1.338389,
1.695902,
2.121949,
1.207263
],
[
344,
172,
172,
344,
172,
172
],
[
126,
60,
66,
126,
60,
66
],
[
218,
112,
106,
218,
112,
106
],
[
36.627907,
34.883721,
38.372093,
36.627907,
34.883721,
38.372093
],
[
3.380187,
4.664939,
2.149533,
2.93418,
3.960972,
1.938937
],
[
158321,
158321,
49344,
8454933,
8454933,
2946982
],
[
-28543,
-22976,
-28543,
-3199072,
-2146908,
-3199072
],
[
42,
45,
40,
42,
45,
40
],
[
73,
79,
69,
73,
79,
69
],
[
24,
26,
22,
24,
26,
22
],
[
14753,
7752,
7001,
14753,
7752,
7001
],
[
20.289588,
0,
82.622922,
20.289588,
0,
82.622922
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-155442,
-157600,
-278221,
308355,
239423,
-9591
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14996,
"evaluation_days": 2499.33,
"actual_first_datapoint_time": 1542182400000,
"first_datapoint_time": 1544270400000,
"last_datapoint_time": 1758182400000,
"evaluation_time": 1758193020444,
"expiration_time": 1764660672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 3,
"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) |
|---|