| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1014393.623 | 871025.3421 | 143368.2809 | 17297902.4254 | 37103552.5764 | -19805650.151 |
| Total P&L (%) | 1014.3936 | 871.0253 | 143.3683 | 17297.9024 | 37103.5526 | -19805.6502 |
| Avg Daily Profit (%) | 0.4058 | 0.3484 | 0.0573 | 0.2066 | 0.237 | 0 |
| Buy And Hold Return (%) | 761.956 | 761.956 | 761.956 | 761.956 | 761.956 | 761.956 |
| Max Trade Drawdown | -140839 | -66735 | -121315 | -46178456 | -19070311 | -34939367 |
| Profit Factor | 2.2041 | 3.2048 | 1.3205 | 1.1675 | 1.9156 | 0.6844 |
| Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
| Winning Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Losing Trades | 105 | 52 | 53 | 105 | 52 | 53 |
| Profitability (%) | 50.7042 | 50.9434 | 50.4673 | 50.7042 | 50.9434 | 50.4673 |
| Ratio Avg Win / Avg Loss | 2.1429 | 3.0861 | 1.296 | 1.1351 | 1.8446 | 0.6717 |
| Largest Winning Trade | 323797 | 323797 | 47078 | 38965354 | 38965354 | 12067841 |
| Largest Losing Trade | -33647 | -33647 | -31710 | -15814609 | -12911050 | -15814609 |
| Avg Bars in Trades | 45 | 49 | 41 | 45 | 49 | 41 |
| Avg Bars in Winners | 58 | 63 | 53 | 58 | 63 | 53 |
| Avg Bars in Losers | 32 | 35 | 28 | 32 | 35 | 28 |
| Bars Traded | 9704 | 5293 | 4411 | 9704 | 5293 | 4411 |
| Profit Streak | 35.3815 | 35.3815 | 35.8815 | 35.3815 | 35.3815 | 35.8815 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -46068 | -105419 | -281130 | -25549 | 445846 | -579995 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542520800000,
"first_datapoint_time": 1547510400000,
"last_datapoint_time": 1758520800000,
"evaluation_time": 1758532161127,
"expiration_time": 1765000800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 152,
"offset": 0,
"multiplier": 3.22821
}
}
}
{
"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": [
[
1014393.6230058942,
871025.3421373292,
143368.2808685645,
17297902.425409682,
37103552.576449156,
-19805650.15103945
],
[
1014.393623,
871.025342,
143.368281,
17297.902425,
37103.552576,
-19805.650151
],
[
0.405757,
0.34841,
0.057347,
0.20657,
0.23704,
0
],
[
761.955956,
761.955956,
761.955956,
761.955956,
761.955956,
761.955956
],
[
-140839,
-66735,
-121315,
-46178456,
-19070311,
-34939367
],
[
2.20413,
3.204787,
1.320471,
1.167488,
1.915554,
0.684385
],
[
213,
106,
107,
213,
106,
107
],
[
108,
54,
54,
108,
54,
54
],
[
105,
52,
53,
105,
52,
53
],
[
50.704225,
50.943396,
50.46729,
50.704225,
50.943396,
50.46729
],
[
2.142905,
3.086091,
1.296018,
1.135058,
1.844607,
0.671711
],
[
323797,
323797,
47078,
38965354,
38965354,
12067841
],
[
-33647,
-33647,
-31710,
-15814609,
-12911050,
-15814609
],
[
45,
49,
41,
45,
49,
41
],
[
58,
63,
53,
58,
63,
53
],
[
32,
35,
28,
32,
35,
28
],
[
9704,
5293,
4411,
9704,
5293,
4411
],
[
35.381494,
35.381494,
35.881494,
35.381494,
35.381495,
35.881495
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-46068,
-105419,
-281130,
-25549,
445846,
-579995
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542520800000,
"first_datapoint_time": 1547510400000,
"last_datapoint_time": 1758520800000,
"evaluation_time": 1758532161127,
"expiration_time": 1765000800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 152,
"offset": 0,
"multiplier": 3.22821
}
}
}
| # | 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) |
|---|