| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 834837.0819 | 743851.3425 | 90985.7394 | 5149586.2342 | 9994995.104 | -4845408.8698 |
| Total P&L (%) | 834.8371 | 743.8513 | 90.9857 | 5149.5862 | 9994.9951 | -4845.4089 |
| Avg Daily Profit (%) | 0.3339 | 0.2975 | 0.0364 | 0.1585 | 0.1847 | 0 |
| Buy And Hold Return (%) | 834.5429 | 834.5429 | 834.5429 | 834.5429 | 834.5429 | 834.5429 |
| Max Trade Drawdown | -89363 | -42833 | -99509 | -5373181 | -1437524 | -7899483 |
| Profit Factor | 2.8596 | 4.9672 | 1.348 | 1.3387 | 3.3338 | 0.5563 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
| Profitability (%) | 48.0519 | 50 | 46.1538 | 48.0519 | 50 | 46.1538 |
| Ratio Avg Win / Avg Loss | 3.0915 | 4.9672 | 1.5727 | 1.4472 | 3.3338 | 0.6491 |
| Largest Winning Trade | 309421 | 309421 | 50769 | 5637064 | 5637064 | 1185477 |
| Largest Losing Trade | -69940 | -19971 | -69940 | -4959209 | -688403 | -4959209 |
| Avg Bars in Trades | 121 | 118 | 124 | 121 | 118 | 124 |
| Avg Bars in Winners | 162 | 157 | 167 | 162 | 157 | 167 |
| Avg Bars in Losers | 83 | 78 | 87 | 83 | 78 | 87 |
| Bars Traded | 9347 | 4493 | 4854 | 9347 | 4493 | 4854 |
| Profit Streak | 0 | 168.6697 | 0 | 0 | 168.6697 | 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 | -198062 | -148155 | -310049 | -39584 | 549431 | -582253 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1541829600000,
"first_datapoint_time": 1547143200000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757865863093,
"expiration_time": 1764331848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 94,
"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": [
[
834837.081927647,
743851.3424961789,
90985.7394314677,
5149586.234244517,
9994995.104022292,
-4845408.869777778
],
[
834.837082,
743.851342,
90.985739,
5149.586234,
9994.995104,
-4845.40887
],
[
0.333901,
0.297511,
0.036391,
0.158539,
0.184737,
0
],
[
834.542878,
834.542878,
834.542878,
834.542878,
834.542878,
834.542878
],
[
-89363,
-42833,
-99509,
-5373181,
-1437524,
-7899483
],
[
2.859592,
4.967163,
1.348026,
1.3387,
3.333765,
0.55633
],
[
77,
38,
39,
77,
38,
39
],
[
37,
19,
18,
37,
19,
18
],
[
40,
19,
21,
40,
19,
21
],
[
48.051948,
50,
46.153846,
48.051948,
50,
46.153846
],
[
3.09145,
4.967163,
1.572697,
1.447243,
3.333765,
0.649052
],
[
309421,
309421,
50769,
5637064,
5637064,
1185477
],
[
-69940,
-19971,
-69940,
-4959209,
-688403,
-4959209
],
[
121,
118,
124,
121,
118,
124
],
[
162,
157,
167,
162,
157,
167
],
[
83,
78,
87,
83,
78,
87
],
[
9347,
4493,
4854,
9347,
4493,
4854
],
[
0,
168.669712,
0,
0,
168.669712,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-198062,
-148155,
-310049,
-39584,
549431,
-582253
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10001,
"evaluation_days": 2500.25,
"actual_first_datapoint_time": 1541829600000,
"first_datapoint_time": 1547143200000,
"last_datapoint_time": 1757851200000,
"evaluation_time": 1757865863093,
"expiration_time": 1764331848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 94,
"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) |
|---|