| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1121682.5286 | 902186.5716 | 219495.9569 | 98535395.7714 | 104654672.0655 | -6119276.2941 |
| Total P&L (%) | 1121.6825 | 902.1866 | 219.496 | 98535.3958 | 104654.6721 | -6119.2763 |
| Avg Daily Profit (%) | 0.4487 | 0.3609 | 0.0878 | 0.2761 | 0.2786 | 0 |
| Buy And Hold Return (%) | 734.5395 | 734.5395 | 734.5395 | 734.5395 | 734.5395 | 734.5395 |
| Max Trade Drawdown | -59044 | -18887 | -54263 | -27051629 | -14346057 | -20986197 |
| Profit Factor | 6.1499 | 11.7365 | 2.6408 | 2.6652 | 5.0536 | 0.8166 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
| Profitability (%) | 57.6271 | 56.6667 | 58.6207 | 57.6271 | 56.6667 | 58.6207 |
| Ratio Avg Win / Avg Loss | 4.522 | 8.9749 | 1.8641 | 1.9597 | 3.8645 | 0.5764 |
| Largest Winning Trade | 352142 | 352142 | 49570 | 70736965 | 70736965 | 5647539 |
| Largest Losing Trade | -54263 | -18887 | -54263 | -13878779 | -13810313 | -13878779 |
| Avg Bars in Trades | 160 | 169 | 151 | 160 | 169 | 151 |
| Avg Bars in Winners | 174 | 167 | 181 | 174 | 167 | 181 |
| Avg Bars in Losers | 141 | 171 | 109 | 141 | 171 | 109 |
| Bars Traded | 9478 | 5072 | 4406 | 9478 | 5072 | 4406 |
| Profit Streak | 110.4968 | 110.4968 | 186.4968 | 110.4968 | 110.4968 | 186.4968 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -168903 | -75451 | -234833 | -163780 | 645209 | -579128 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542024000000,
"first_datapoint_time": 1547056800000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758045323103,
"expiration_time": 1764504000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 20,
"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": [
[
1121682.5285569592,
902186.5716127851,
219495.9569441737,
98535395.77139686,
104654672.06547521,
-6119276.29407833
],
[
1121.682529,
902.186572,
219.495957,
98535.395771,
104654.672065,
-6119.276294
],
[
0.448673,
0.360875,
0.087798,
0.276141,
0.278555,
0
],
[
734.539474,
734.539474,
734.539474,
734.539474,
734.539474,
734.539474
],
[
-59044,
-18887,
-54263,
-27051629,
-14346057,
-20986197
],
[
6.149927,
11.736469,
2.64078,
2.665156,
5.053603,
0.816553
],
[
59,
30,
29,
59,
30,
29
],
[
34,
17,
17,
34,
17,
17
],
[
25,
13,
12,
25,
13,
12
],
[
57.627119,
56.666667,
58.62069,
57.627119,
56.666667,
58.62069
],
[
4.522005,
8.974947,
1.86408,
1.959673,
3.86452,
0.57639
],
[
352142,
352142,
49570,
70736965,
70736965,
5647539
],
[
-54263,
-18887,
-54263,
-13878779,
-13810313,
-13878779
],
[
160,
169,
151,
160,
169,
151
],
[
174,
167,
181,
174,
167,
181
],
[
141,
171,
109,
141,
171,
109
],
[
9478,
5072,
4406,
9478,
5072,
4406
],
[
110.496795,
110.496795,
186.496795,
110.496795,
110.496795,
186.496795
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-168903,
-75451,
-234833,
-163780,
645209,
-579128
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542024000000,
"first_datapoint_time": 1547056800000,
"last_datapoint_time": 1758024000000,
"evaluation_time": 1758045323103,
"expiration_time": 1764504000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 20,
"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) |
|---|