| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1165764.224 | 937251.3481 | 228512.8759 | 113127706.3022 | 111925765.3174 | 1201940.9848 |
| Total P&L (%) | 1165.7642 | 937.2513 | 228.5129 | 113127.7063 | 111925.7653 | 1201.941 |
| Avg Daily Profit (%) | 0.4663 | 0.3749 | 0.0914 | 0.2817 | 0.2812 | 0.1027 |
| Buy And Hold Return (%) | 832.9557 | 832.9557 | 832.9557 | 832.9557 | 832.9557 | 832.9557 |
| Max Trade Drawdown | -51644 | -48598 | -50397 | -26570792 | -17807051 | -26965723 |
| Profit Factor | 4.3915 | 8.0591 | 2.0832 | 2.321 | 4.8162 | 1.0213 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
| Profitability (%) | 57.6087 | 58.6957 | 56.5217 | 57.6087 | 58.6957 | 56.5217 |
| Ratio Avg Win / Avg Loss | 3.2315 | 5.6712 | 1.6025 | 1.7079 | 3.3892 | 0.7857 |
| Largest Winning Trade | 367241 | 367241 | 47397 | 67309347 | 67309347 | 18800206 |
| Largest Losing Trade | -50397 | -22081 | -50397 | -17811849 | -17807051 | -17811849 |
| Avg Bars in Trades | 105 | 116 | 93 | 105 | 116 | 93 |
| Avg Bars in Winners | 117 | 128 | 106 | 117 | 128 | 106 |
| Avg Bars in Losers | 87 | 99 | 77 | 87 | 99 | 77 |
| Bars Traded | 9660 | 5353 | 4307 | 9660 | 5353 | 4307 |
| Profit Streak | 0 | 172.6432 | 0 | 0 | 172.6432 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -22578 | -106592 | -231830 | 517941 | 668222 | -281198 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542715200000,
"first_datapoint_time": 1547380800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758965168286,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 55,
"offset": 0,
"std": 2.68807
}
}
} {
"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": [
[
1165764.2239754384,
937251.3480722413,
228512.8759031976,
113127706.3021992,
111925765.31736222,
1201940.9848369714
],
[
1165.764224,
937.251348,
228.512876,
113127.706302,
111925.765317,
1201.940985
],
[
0.466306,
0.374901,
0.091405,
0.281675,
0.281247,
0.10271
],
[
832.955709,
832.955709,
832.955709,
832.955709,
832.955709,
832.955709
],
[
-51644,
-48598,
-50397,
-26570792,
-17807051,
-26965723
],
[
4.391527,
8.059109,
2.083223,
2.321017,
4.816217,
1.021346
],
[
92,
46,
46,
92,
46,
46
],
[
53,
27,
26,
53,
27,
26
],
[
39,
19,
20,
39,
19,
20
],
[
57.608696,
58.695652,
56.521739,
57.608696,
58.695652,
56.521739
],
[
3.231501,
5.671225,
1.602479,
1.707918,
3.38919,
0.785651
],
[
367241,
367241,
47397,
67309347,
67309347,
18800206
],
[
-50397,
-22081,
-50397,
-17811849,
-17807051,
-17811849
],
[
105,
116,
93,
105,
116,
93
],
[
117,
128,
106,
117,
128,
106
],
[
87,
99,
77,
87,
99,
77
],
[
9660,
5353,
4307,
9660,
5353,
4307
],
[
0,
172.643151,
0,
0,
172.643151,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-22578,
-106592,
-231830,
517941,
668222,
-281198
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542715200000,
"first_datapoint_time": 1547380800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758965168286,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 55,
"offset": 0,
"std": 2.68807
}
}
}
| # | 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) |
|---|