| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 996850.8549 | 867040.9935 | 129809.8614 | 14464158.1276 | 16247403.8458 | -1783245.7182 |
| Total P&L (%) | 996.8509 | 867.041 | 129.8099 | 14464.1581 | 16247.4038 | -1783.2457 |
| Avg Daily Profit (%) | 0.3988 | 0.3469 | 0.0519 | 0.1995 | 0.2041 | 0 |
| Buy And Hold Return (%) | 887.9252 | 887.9252 | 887.9252 | 887.9252 | 887.9252 | 887.9252 |
| Max Trade Drawdown | -90818 | -78584 | -36406 | -12680893 | -7757441 | -5156505 |
| Profit Factor | 2.8543 | 3.7589 | 1.5813 | 1.5977 | 2.1815 | 0.8293 |
| Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
| Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
| Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
| Profitability (%) | 44.6281 | 41.6667 | 47.541 | 44.6281 | 41.6667 | 47.541 |
| Ratio Avg Win / Avg Loss | 3.5415 | 5.2624 | 1.7449 | 1.9824 | 3.0541 | 0.9151 |
| Largest Winning Trade | 411748 | 411748 | 44031 | 17082729 | 17082729 | 2990405 |
| Largest Losing Trade | -30849 | -30849 | -25268 | -3308802 | -3308802 | -3057215 |
| Avg Bars in Trades | 117 | 130 | 104 | 117 | 130 | 104 |
| Avg Bars in Winners | 161 | 164 | 159 | 161 | 164 | 159 |
| Avg Bars in Losers | 82 | 106 | 55 | 82 | 106 | 55 |
| Bars Traded | 14247 | 7858 | 6389 | 14247 | 7858 | 6389 |
| Profit Streak | 77.231 | 80.731 | 77.231 | 77.231 | 80.731 | 77.231 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -113230 | -321740 | -448498 | 368785 | -159917 | -742856 |
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14996,
"evaluation_days": 2499.33,
"actual_first_datapoint_time": 1541505600000,
"first_datapoint_time": 1545048000000,
"last_datapoint_time": 1757520000000,
"evaluation_time": 1757525555856,
"expiration_time": 1763998272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 28,
"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": [
[
996850.854909305,
867040.9934730779,
129809.8614362268,
14464158.127644561,
16247403.84581278,
-1783245.718168219
],
[
996.850855,
867.040993,
129.809861,
14464.158128,
16247.403846,
-1783.245718
],
[
0.398847,
0.346909,
0.051938,
0.199498,
0.204129,
0
],
[
887.925176,
887.925176,
887.925176,
887.925176,
887.925176,
887.925176
],
[
-90818,
-78584,
-36406,
-12680893,
-7757441,
-5156505
],
[
2.854313,
3.758887,
1.581292,
1.597727,
2.181491,
0.829305
],
[
121,
60,
61,
121,
60,
61
],
[
54,
25,
29,
54,
25,
29
],
[
67,
35,
32,
67,
35,
32
],
[
44.628099,
41.666667,
47.540984,
44.628099,
41.666667,
47.540984
],
[
3.541463,
5.262441,
1.744874,
1.982365,
3.054087,
0.915095
],
[
411748,
411748,
44031,
17082729,
17082729,
2990405
],
[
-30849,
-30849,
-25268,
-3308802,
-3308802,
-3057215
],
[
117,
130,
104,
117,
130,
104
],
[
161,
164,
159,
161,
164,
159
],
[
82,
106,
55,
82,
106,
55
],
[
14247,
7858,
6389,
14247,
7858,
6389
],
[
77.23097,
80.73097,
77.23097,
77.230971,
80.730971,
77.230971
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-113230,
-321740,
-448498,
368785,
-159917,
-742856
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14996,
"evaluation_days": 2499.33,
"actual_first_datapoint_time": 1541505600000,
"first_datapoint_time": 1545048000000,
"last_datapoint_time": 1757520000000,
"evaluation_time": 1757525555856,
"expiration_time": 1763998272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 246,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 28,
"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) |
|---|