| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 931694.1351 | 761810.9073 | 169883.2278 | 24260961.0066 | 26762862.9725 | -2501901.966 |
| Total P&L (%) | 931.6941 | 761.8109 | 169.8832 | 24260.961 | 26762.863 | -2501.902 |
| Avg Daily Profit (%) | 0.3728 | 0.3048 | 0.068 | 0.2201 | 0.2241 | 0 |
| Buy And Hold Return (%) | 651.3469 | 651.3469 | 651.3469 | 651.3469 | 651.3469 | 651.3469 |
| Max Trade Drawdown | -65165 | -51876 | -76160 | -10556116 | -2352616 | -11487668 |
| Profit Factor | 3.0603 | 5.1063 | 1.637 | 2.0192 | 4.8884 | 0.8521 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Profitability (%) | 57.8431 | 56.8627 | 58.8235 | 57.8431 | 56.8627 | 58.8235 |
| Ratio Avg Win / Avg Loss | 2.2304 | 3.8738 | 1.1459 | 1.4717 | 3.7084 | 0.5965 |
| Largest Winning Trade | 239158 | 239158 | 47754 | 13484883 | 13484883 | 1473474 |
| Largest Losing Trade | -51590 | -40250 | -51590 | -6418648 | -1703472 | -6418648 |
| Avg Bars in Trades | 143 | 150 | 136 | 143 | 150 | 136 |
| Avg Bars in Winners | 169 | 146 | 192 | 169 | 146 | 192 |
| Avg Bars in Losers | 107 | 155 | 57 | 107 | 155 | 57 |
| Bars Traded | 14669 | 7693 | 6976 | 14669 | 7693 | 6976 |
| Profit Streak | 79.9684 | 119.135 | 79.9684 | 79.9684 | 119.135 | 79.9684 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -14259 | -274022 | -444314 | 474742 | -161857 | -759131 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1542096000000,
"first_datapoint_time": 1545681600000,
"last_datapoint_time": 1758096000000,
"evaluation_time": 1758107665819,
"expiration_time": 1764573840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 45,
"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": [
[
931694.1350733826,
761810.9072819966,
169883.2277913861,
24260961.006562937,
26762862.97253611,
-2501901.9659731695
],
[
931.694135,
761.810907,
169.883228,
24260.961007,
26762.862973,
-2501.901966
],
[
0.372801,
0.304826,
0.067976,
0.220138,
0.224058,
0
],
[
651.346902,
651.346902,
651.346902,
651.346902,
651.346902,
651.346902
],
[
-65165,
-51876,
-76160,
-10556116,
-2352616,
-11487668
],
[
3.060333,
5.106343,
1.637018,
2.019247,
4.888379,
0.852134
],
[
102,
51,
51,
102,
51,
51
],
[
59,
29,
30,
59,
29,
30
],
[
43,
22,
21,
43,
22,
21
],
[
57.843137,
56.862745,
58.823529,
57.843137,
56.862745,
58.823529
],
[
2.230412,
3.873777,
1.145913,
1.471654,
3.708425,
0.596494
],
[
239158,
239158,
47754,
13484883,
13484883,
1473474
],
[
-51590,
-40250,
-51590,
-6418648,
-1703472,
-6418648
],
[
143,
150,
136,
143,
150,
136
],
[
169,
146,
192,
169,
146,
192
],
[
107,
155,
57,
107,
155,
57
],
[
14669,
7693,
6976,
14669,
7693,
6976
],
[
79.968354,
119.135021,
79.968354,
79.968354,
119.135021,
79.968354
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-14259,
-274022,
-444314,
474742,
-161857,
-759131
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14995,
"evaluation_days": 2499.17,
"actual_first_datapoint_time": 1542096000000,
"first_datapoint_time": 1545681600000,
"last_datapoint_time": 1758096000000,
"evaluation_time": 1758107665819,
"expiration_time": 1764573840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 249,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 45,
"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) |
|---|