| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 920192.9949 | 799283.145 | 120909.85 | 11992887.0019 | 15477110.4041 | -3484223.4022 |
| Total P&L (%) | 920.193 | 799.2831 | 120.9099 | 11992.887 | 15477.1104 | -3484.2234 |
| Avg Daily Profit (%) | 0.3681 | 0.3197 | 0.0484 | 0.192 | 0.2021 | 0 |
| Buy And Hold Return (%) | 768.4501 | 768.4501 | 768.4501 | 768.4501 | 768.4501 | 768.4501 |
| Max Trade Drawdown | -82738 | -49102 | -87620 | -6484399 | -2231436 | -8195516 |
| Profit Factor | 2.8472 | 4.4124 | 1.4581 | 1.5485 | 2.9099 | 0.7468 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
| Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
| Profitability (%) | 50.5155 | 52.0833 | 48.9796 | 50.5155 | 52.0833 | 48.9796 |
| Ratio Avg Win / Avg Loss | 2.7891 | 4.0594 | 1.5189 | 1.5169 | 2.6771 | 0.7779 |
| Largest Winning Trade | 328770 | 328770 | 52763 | 8444618 | 8444618 | 1588870 |
| Largest Losing Trade | -57020 | -19689 | -57020 | -5162071 | -1530651 | -5162071 |
| Avg Bars in Trades | 96 | 93 | 99 | 96 | 93 | 99 |
| Avg Bars in Winners | 139 | 136 | 142 | 139 | 136 | 142 |
| Avg Bars in Losers | 52 | 46 | 58 | 52 | 46 | 58 |
| Bars Traded | 9362 | 4483 | 4879 | 9362 | 4483 | 4879 |
| Profit Streak | 167.8781 | 167.8781 | 178.3781 | 167.8781 | 167.8781 | 178.3781 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -87698 | -135543 | -290881 | 447092 | 537778 | -579722 |
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541764800000,
"first_datapoint_time": 1546776000000,
"last_datapoint_time": 1757764800000,
"evaluation_time": 1757775870750,
"expiration_time": 1764244800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 58,
"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": [
[
920192.9949334532,
799283.144955703,
120909.8499777504,
11992887.001926472,
15477110.404127894,
-3484223.4022014225
],
[
920.192995,
799.283145,
120.90985,
11992.887002,
15477.110404,
-3484.223402
],
[
0.368077,
0.319713,
0.048364,
0.191992,
0.20214,
0
],
[
768.450083,
768.450083,
768.450083,
768.450083,
768.450083,
768.450083
],
[
-82738,
-49102,
-87620,
-6484399,
-2231436,
-8195516
],
[
2.847222,
4.412415,
1.458128,
1.548502,
2.909903,
0.746808
],
[
97,
48,
49,
97,
48,
49
],
[
49,
25,
24,
49,
25,
24
],
[
48,
23,
25,
48,
23,
25
],
[
50.515464,
52.083333,
48.979592,
50.515464,
52.083333,
48.979592
],
[
2.789116,
4.059421,
1.518883,
1.5169,
2.677111,
0.777925
],
[
328770,
328770,
52763,
8444618,
8444618,
1588870
],
[
-57020,
-19689,
-57020,
-5162071,
-1530651,
-5162071
],
[
96,
93,
99,
96,
93,
99
],
[
139,
136,
142,
139,
136,
142
],
[
52,
46,
58,
52,
46,
58
],
[
9362,
4483,
4879,
9362,
4483,
4879
],
[
167.878134,
167.878134,
178.378134,
167.878134,
167.878134,
178.378134
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-87698,
-135543,
-290881,
447092,
537778,
-579722
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 10000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1541764800000,
"first_datapoint_time": 1546776000000,
"last_datapoint_time": 1757764800000,
"evaluation_time": 1757775870750,
"expiration_time": 1764244800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 58,
"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) |
|---|