| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 888159.9687 | 794928.9972 | 93230.9715 | 4315413.6241 | 5545288.4911 | -1229874.867 |
| Total P&L (%) | 888.16 | 794.929 | 93.231 | 4315.4136 | 5545.2885 | -1229.8749 |
| Avg Daily Profit (%) | 0.3553 | 0.318 | 0.0373 | 0.1516 | 0.1615 | 0 |
| Buy And Hold Return (%) | 696.3598 | 696.3598 | 696.3598 | 696.3598 | 696.3598 | 696.3598 |
| Max Trade Drawdown | -89645 | -60997 | -78524 | -3489561 | -1357250 | -3560065 |
| Profit Factor | 2.2474 | 3.4197 | 1.2431 | 1.3484 | 2.1201 | 0.8346 |
| Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
| Winning Trades | 96 | 47 | 49 | 96 | 47 | 49 |
| Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
| Profitability (%) | 48.9796 | 47.9592 | 50 | 48.9796 | 47.9592 | 50 |
| Ratio Avg Win / Avg Loss | 2.3411 | 3.7107 | 1.2431 | 1.4046 | 2.3005 | 0.8346 |
| Largest Winning Trade | 335046 | 335046 | 52763 | 2556575 | 2556575 | 1010781 |
| Largest Losing Trade | -76361 | -18095 | -76361 | -3211734 | -484940 | -3211734 |
| Avg Bars in Trades | 50 | 46 | 53 | 50 | 46 | 53 |
| Avg Bars in Winners | 64 | 66 | 63 | 64 | 66 | 63 |
| Avg Bars in Losers | 35 | 28 | 43 | 35 | 28 | 43 |
| Bars Traded | 9826 | 4570 | 5256 | 9826 | 4570 | 5256 |
| Profit Streak | 74.6386 | 84.1386 | 74.6386 | 74.6386 | 84.1386 | 74.6386 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -64393 | -106279 | -308452 | 342727 | 418152 | -580105 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541635200000,
"first_datapoint_time": 1543212000000,
"last_datapoint_time": 1757635200000,
"evaluation_time": 1757647174657,
"expiration_time": 1764115200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 74,
"offset": 0,
"a": 0.76829
}
},
"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": [
[
888159.9687034677,
794928.9972275356,
93230.9714759316,
4315413.624122657,
5545288.491098444,
-1229874.866975785
],
[
888.159969,
794.928997,
93.230971,
4315.413624,
5545.288491,
-1229.874867
],
[
0.355264,
0.317972,
0.037292,
0.151622,
0.161466,
0
],
[
696.359827,
696.359827,
696.359827,
696.359827,
696.359827,
696.359827
],
[
-89645,
-60997,
-78524,
-3489561,
-1357250,
-3560065
],
[
2.247417,
3.419692,
1.243122,
1.34841,
2.120072,
0.834587
],
[
196,
98,
98,
196,
98,
98
],
[
96,
47,
49,
96,
47,
49
],
[
100,
51,
49,
100,
51,
49
],
[
48.979592,
47.959184,
50,
48.979592,
47.959184,
50
],
[
2.34106,
3.710729,
1.243122,
1.404594,
2.300504,
0.834587
],
[
335046,
335046,
52763,
2556575,
2556575,
1010781
],
[
-76361,
-18095,
-76361,
-3211734,
-484940,
-3211734
],
[
50,
46,
53,
50,
46,
53
],
[
64,
66,
63,
64,
66,
63
],
[
35,
28,
43,
35,
28,
43
],
[
9826,
4570,
5256,
9826,
4570,
5256
],
[
74.638595,
84.138595,
74.638595,
74.638596,
84.138596,
74.638596
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-64393,
-106279,
-308452,
342727,
418152,
-580105
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541635200000,
"first_datapoint_time": 1543212000000,
"last_datapoint_time": 1757635200000,
"evaluation_time": 1757647174657,
"expiration_time": 1764115200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 74,
"offset": 0,
"a": 0.76829
}
},
"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) |
|---|