| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 938595.9922 | 807961.9529 | 130634.0393 | 13458023.0562 | 14484228.6042 | -1026205.548 |
| Total P&L (%) | 938.596 | 807.962 | 130.634 | 13458.0231 | 14484.2286 | -1026.2055 |
| Avg Daily Profit (%) | 0.3754 | 0.3231 | 0.0522 | 0.1966 | 0.1995 | 0 |
| Buy And Hold Return (%) | 858.1439 | 858.1439 | 858.1439 | 858.1439 | 858.1439 | 858.1439 |
| Max Trade Drawdown | -73854 | -42808 | -53896 | -5118798 | -2565650 | -4024428 |
| Profit Factor | 3.2683 | 5.6286 | 1.5461 | 2.2148 | 3.8001 | 0.8262 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
| Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Profitability (%) | 59.7403 | 60.5263 | 58.9744 | 59.7403 | 60.5263 | 58.9744 |
| Ratio Avg Win / Avg Loss | 2.2026 | 3.6708 | 1.0755 | 1.4926 | 2.4783 | 0.5748 |
| Largest Winning Trade | 367963 | 367963 | 47555 | 10375863 | 10375863 | 846907 |
| Largest Losing Trade | -51803 | -35320 | -51803 | -2666333 | -2452465 | -2666333 |
| Avg Bars in Trades | 94 | 104 | 84 | 94 | 104 | 84 |
| Avg Bars in Winners | 107 | 109 | 105 | 107 | 109 | 105 |
| Avg Bars in Losers | 74 | 96 | 54 | 74 | 96 | 54 |
| Bars Traded | 7262 | 3953 | 3308 | 7262 | 3953 | 3308 |
| Profit Streak | 0 | 153.4533 | 0 | 0 | 153.4533 | 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 | -165563 | -146090 | -286149 | -33625 | 622423 | -579594 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541865600000,
"first_datapoint_time": 1548000000000,
"last_datapoint_time": 1757865600000,
"evaluation_time": 1757875968461,
"expiration_time": 1764346464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 197,
"offset": 0,
"std": 2.05719
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 214,
"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": [
[
938595.9921874738,
807961.9528698574,
130634.0393176168,
13458023.056194725,
14484228.604186473,
-1026205.54799175
],
[
938.595992,
807.961953,
130.634039,
13458.023056,
14484.228604,
-1026.205548
],
[
0.375389,
0.323142,
0.052247,
0.19655,
0.199473,
0
],
[
858.143939,
858.143939,
858.143939,
858.143939,
858.143939,
858.143939
],
[
-73854,
-42808,
-53896,
-5118798,
-2565650,
-4024428
],
[
3.268325,
5.628623,
1.54607,
2.214751,
3.80011,
0.826246
],
[
77,
38,
39,
77,
38,
39
],
[
46,
23,
23,
46,
23,
23
],
[
31,
15,
16,
31,
15,
16
],
[
59.74026,
60.526316,
58.974359,
59.74026,
60.526316,
58.974359
],
[
2.202567,
3.670841,
1.075527,
1.49255,
2.478332,
0.57478
],
[
367963,
367963,
47555,
10375863,
10375863,
846907
],
[
-51803,
-35320,
-51803,
-2666333,
-2452465,
-2666333
],
[
94,
104,
84,
94,
104,
84
],
[
107,
109,
105,
107,
109,
105
],
[
74,
96,
54,
74,
96,
54
],
[
7262,
3953,
3308,
7262,
3953,
3308
],
[
0,
153.453339,
0,
0,
153.453339,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-165563,
-146090,
-286149,
-33625,
622423,
-579594
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541865600000,
"first_datapoint_time": 1548000000000,
"last_datapoint_time": 1757865600000,
"evaluation_time": 1757875968461,
"expiration_time": 1764346464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 197,
"offset": 0,
"std": 2.05719
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 214,
"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) |
|---|