| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 969333.6926 | 862839.3065 | 106494.3861 | 9825671.9733 | 14082753.9047 | -4257081.9314 |
| Total P&L (%) | 969.3337 | 862.8393 | 106.4944 | 9825.672 | 14082.7539 | -4257.0819 |
| Avg Daily Profit (%) | 0.3877 | 0.3451 | 0.0426 | 0.1841 | 0.1984 | 0 |
| Buy And Hold Return (%) | 897.9937 | 897.9937 | 897.9937 | 897.9937 | 897.9937 | 897.9937 |
| Max Trade Drawdown | -123012 | -67408 | -82847 | -17987488 | -10440149 | -9294458 |
| Profit Factor | 2.3996 | 3.1935 | 1.3559 | 1.2693 | 1.6362 | 0.7033 |
| Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
| Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Profitability (%) | 48.4615 | 47.6923 | 49.2308 | 48.4615 | 47.6923 | 49.2308 |
| Ratio Avg Win / Avg Loss | 2.552 | 3.5026 | 1.3983 | 1.3499 | 1.7945 | 0.7253 |
| Largest Winning Trade | 295853 | 295853 | 61115 | 14831340 | 14831340 | 2099552 |
| Largest Losing Trade | -50839 | -39307 | -50839 | -5397768 | -5397768 | -4533253 |
| Avg Bars in Trades | 75 | 81 | 69 | 75 | 81 | 69 |
| Avg Bars in Winners | 98 | 103 | 93 | 98 | 103 | 93 |
| Avg Bars in Losers | 54 | 62 | 46 | 54 | 62 | 46 |
| Bars Traded | 9843 | 5323 | 4520 | 9843 | 5323 | 4520 |
| Profit Streak | 88.5753 | 90.5753 | 88.5753 | 88.5753 | 90.5753 | 88.5753 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -126141 | -282415 | -432782 | 306162 | -120897 | -712199 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542456000000,
"first_datapoint_time": 1544508000000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758462503298,
"expiration_time": 1764936000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 135,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 96,
"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": [
[
969333.6926009487,
862839.3065368145,
106494.3860641342,
9825671.973251425,
14082753.904692713,
-4257081.931441287
],
[
969.333693,
862.839307,
106.494386,
9825.671973,
14082.753905,
-4257.081931
],
[
0.387733,
0.345136,
0.042598,
0.184078,
0.198381,
0
],
[
897.993714,
897.993714,
897.993714,
897.993714,
897.993714,
897.993714
],
[
-123012,
-67408,
-82847,
-17987488,
-10440149,
-9294458
],
[
2.399603,
3.193501,
1.355911,
1.269313,
1.636156,
0.703276
],
[
130,
65,
65,
130,
65,
65
],
[
63,
31,
32,
63,
31,
32
],
[
67,
34,
33,
67,
34,
33
],
[
48.461538,
47.692308,
49.230769,
48.461538,
47.692308,
49.230769
],
[
2.551958,
3.50255,
1.398283,
1.349904,
1.794493,
0.725253
],
[
295853,
295853,
61115,
14831340,
14831340,
2099552
],
[
-50839,
-39307,
-50839,
-5397768,
-5397768,
-4533253
],
[
75,
81,
69,
75,
81,
69
],
[
98,
103,
93,
98,
103,
93
],
[
54,
62,
46,
54,
62,
46
],
[
9843,
5323,
4520,
9843,
5323,
4520
],
[
88.57527,
90.57527,
88.57527,
88.57527,
90.57527,
88.57527
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-126141,
-282415,
-432782,
306162,
-120897,
-712199
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542456000000,
"first_datapoint_time": 1544508000000,
"last_datapoint_time": 1758456000000,
"evaluation_time": 1758462503298,
"expiration_time": 1764936000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 135,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 96,
"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) |
|---|