| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 984254.0193 | 887912.1472 | 96341.8721 | 5517588.8848 | 10422153.3519 | -4904564.4671 |
| Total P&L (%) | 984.254 | 887.9121 | 96.3419 | 5517.5889 | 10422.1534 | -4904.5645 |
| Avg Daily Profit (%) | 0.3937 | 0.3552 | 0.0385 | 0.1613 | 0.1864 | 0 |
| Buy And Hold Return (%) | 850.2667 | 850.2667 | 850.2667 | 850.2667 | 850.2667 | 850.2667 |
| Max Trade Drawdown | -108068 | -63393 | -117958 | -11555370 | -4617697 | -12157459 |
| Profit Factor | 2.1673 | 3.1289 | 1.2261 | 1.1543 | 1.6337 | 0.7459 |
| Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
| Winning Trades | 118 | 53 | 65 | 118 | 53 | 65 |
| Losing Trades | 118 | 65 | 53 | 118 | 65 | 53 |
| Profitability (%) | 50 | 44.9153 | 55.0847 | 50 | 44.9153 | 55.0847 |
| Ratio Avg Win / Avg Loss | 2.1673 | 3.8373 | 0.9997 | 1.1543 | 2.0036 | 0.6082 |
| Largest Winning Trade | 334344 | 334344 | 50859 | 6712254 | 6712254 | 1588276 |
| Largest Losing Trade | -75151 | -42081 | -75151 | -9682818 | -2059420 | -9682818 |
| Avg Bars in Trades | 40 | 40 | 41 | 40 | 40 | 41 |
| Avg Bars in Winners | 52 | 55 | 51 | 52 | 55 | 51 |
| Avg Bars in Losers | 28 | 28 | 29 | 28 | 28 | 29 |
| Bars Traded | 9632 | 4761 | 4871 | 9632 | 4761 | 4871 |
| Profit Streak | 82.8238 | 88.8238 | 82.8238 | 82.8238 | 88.8238 | 82.8238 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -100738 | -138320 | -308259 | -41197 | 336796 | -579801 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542240000000,
"first_datapoint_time": 1547726400000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758246372066,
"expiration_time": 1764720000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 241,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
984254.0192564009,
887912.1471585165,
96341.8720978842,
5517588.884795291,
10422153.351936955,
-4904564.467141663
],
[
984.254019,
887.912147,
96.341872,
5517.588885,
10422.153352,
-4904.564467
],
[
0.393702,
0.355165,
0.038537,
0.161269,
0.186416,
0
],
[
850.266704,
850.266704,
850.266704,
850.266704,
850.266704,
850.266704
],
[
-108068,
-63393,
-117958,
-11555370,
-4617697,
-12157459
],
[
2.167252,
3.128888,
1.226077,
1.154333,
1.633692,
0.745937
],
[
236,
118,
118,
236,
118,
118
],
[
118,
53,
65,
118,
53,
65
],
[
118,
65,
53,
118,
65,
53
],
[
50,
44.915254,
55.084746,
50,
44.915254,
55.084746
],
[
2.167252,
3.837315,
0.999725,
1.154333,
2.003584,
0.608226
],
[
334344,
334344,
50859,
6712254,
6712254,
1588276
],
[
-75151,
-42081,
-75151,
-9682818,
-2059420,
-9682818
],
[
40,
40,
41,
40,
40,
41
],
[
52,
55,
51,
52,
55,
51
],
[
28,
28,
29,
28,
28,
29
],
[
9632,
4761,
4871,
9632,
4761,
4871
],
[
82.823751,
88.823751,
82.823751,
82.823751,
88.823751,
82.823751
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-100738,
-138320,
-308259,
-41197,
336796,
-579801
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542240000000,
"first_datapoint_time": 1547726400000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758246372066,
"expiration_time": 1764720000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 241,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|