| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 783688.7297 | 691036.5899 | 92652.1397 | 5227672.787 | 7449445.4434 | -2221772.6564 |
| Total P&L (%) | 783.6887 | 691.0366 | 92.6521 | 5227.6728 | 7449.4454 | -2221.7727 |
| Avg Daily Profit (%) | 0.3134 | 0.2764 | 0.0371 | 0.1591 | 0.1731 | 0 |
| Buy And Hold Return (%) | 873.602 | 873.602 | 873.602 | 873.602 | 873.602 | 873.602 |
| Max Trade Drawdown | -77895 | -60368 | -115521 | -3902096 | -2367025 | -4099392 |
| Profit Factor | 1.6491 | 2.1615 | 1.1513 | 1.2073 | 1.6576 | 0.84 |
| Total Trades | 426 | 213 | 213 | 426 | 213 | 213 |
| Winning Trades | 239 | 121 | 118 | 239 | 121 | 118 |
| Losing Trades | 187 | 92 | 95 | 187 | 92 | 95 |
| Profitability (%) | 56.1033 | 56.8075 | 55.3991 | 56.1033 | 56.8075 | 55.3991 |
| Ratio Avg Win / Avg Loss | 1.2903 | 1.6434 | 0.9269 | 0.9446 | 1.2603 | 0.6763 |
| Largest Winning Trade | 181286 | 181286 | 44305 | 2924996 | 2924996 | 851035 |
| Largest Losing Trade | -48323 | -24337 | -48323 | -2158194 | -959786 | -2158194 |
| Avg Bars in Trades | 22 | 24 | 21 | 22 | 24 | 21 |
| Avg Bars in Winners | 23 | 24 | 22 | 23 | 24 | 22 |
| Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
| Bars Traded | 9655 | 5167 | 4488 | 9655 | 5167 | 4488 |
| Profit Streak | 21.0214 | 21.0214 | 70.0214 | 21.0214 | 21.0214 | 70.0214 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -150408 | -150703 | -362015 | 331629 | 435875 | -577862 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1541376000000,
"first_datapoint_time": 1545048000000,
"last_datapoint_time": 1757397600000,
"evaluation_time": 1757399445826,
"expiration_time": 1763878248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
783688.7296693595,
691036.5899468419,
92652.1397225173,
5227672.787026107,
7449445.443445759,
-2221772.6564196525
],
[
783.68873,
691.03659,
92.65214,
5227.672787,
7449.445443,
-2221.772656
],
[
0.313444,
0.276387,
0.037057,
0.159131,
0.173095,
0
],
[
873.601979,
873.601979,
873.601979,
873.601979,
873.601979,
873.601979
],
[
-77895,
-60368,
-115521,
-3902096,
-2367025,
-4099392
],
[
1.649123,
2.161482,
1.151307,
1.207312,
1.6576,
0.840025
],
[
426,
213,
213,
426,
213,
213
],
[
239,
121,
118,
239,
121,
118
],
[
187,
92,
95,
187,
92,
95
],
[
56.103286,
56.807512,
55.399061,
56.103286,
56.807512,
55.399061
],
[
1.290318,
1.643441,
0.9269,
0.944633,
1.260324,
0.676291
],
[
181286,
181286,
44305,
2924996,
2924996,
851035
],
[
-48323,
-24337,
-48323,
-2158194,
-959786,
-2158194
],
[
22,
24,
21,
22,
24,
21
],
[
23,
24,
22,
23,
24,
22
],
[
21,
23,
19,
21,
23,
19
],
[
9655,
5167,
4488,
9655,
5167,
4488
],
[
21.021363,
21.021364,
70.021364,
21.021364,
21.021364,
70.021364
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-150408,
-150703,
-362015,
331629,
435875,
-577862
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1541376000000,
"first_datapoint_time": 1545048000000,
"last_datapoint_time": 1757397600000,
"evaluation_time": 1757399445826,
"expiration_time": 1763878248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|