| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 783746.3674 | 691793.8225 | 91952.5448 | 5538863.7223 | 6147581.3426 | -608717.6203 |
| Total P&L (%) | 783.7464 | 691.7938 | 91.9525 | 5538.8637 | 6147.5813 | -608.7176 |
| Avg Daily Profit (%) | 0.3135 | 0.2767 | 0.0368 | 0.1614 | 0.1655 | 0 |
| Buy And Hold Return (%) | 664.3172 | 664.3172 | 664.3172 | 664.3172 | 664.3172 | 664.3172 |
| Max Trade Drawdown | -160490 | -102497 | -59590 | -1892526 | -1742376 | -2341676 |
| Profit Factor | 1.6268 | 2.0006 | 1.1645 | 1.4893 | 2.1954 | 0.9014 |
| Total Trades | 476 | 238 | 238 | 476 | 238 | 238 |
| Winning Trades | 207 | 91 | 116 | 207 | 91 | 116 |
| Losing Trades | 269 | 147 | 122 | 269 | 147 | 122 |
| Profitability (%) | 43.4874 | 38.2353 | 48.7395 | 43.4874 | 38.2353 | 48.7395 |
| Ratio Avg Win / Avg Loss | 2.1141 | 3.2317 | 1.2247 | 1.9354 | 3.5464 | 0.9481 |
| Largest Winning Trade | 154280 | 154280 | 47798 | 2093104 | 2093104 | 563514 |
| Largest Losing Trade | -21970 | -20301 | -21970 | -1483667 | -461151 | -1483667 |
| Avg Bars in Trades | 15 | 22 | 8 | 15 | 22 | 8 |
| Avg Bars in Winners | 19 | 32 | 9 | 19 | 32 | 9 |
| Avg Bars in Losers | 12 | 16 | 7 | 12 | 16 | 7 |
| Bars Traded | 7450 | 5430 | 2020 | 7450 | 5430 | 2020 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -97526 | -144023 | -348639 | 370532 | 299255 | -580300 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542297600000,
"first_datapoint_time": 1543392000000,
"last_datapoint_time": 1758297600000,
"evaluation_time": 1758320510726,
"expiration_time": 1764778464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 39,
"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": [
[
783746.3673764984,
691793.822546663,
91952.5448298352,
5538863.722259931,
6147581.342589413,
-608717.62032948
],
[
783.746367,
691.793823,
91.952545,
5538.863722,
6147.581343,
-608.71762
],
[
0.313457,
0.276681,
0.036776,
0.1614,
0.165506,
0
],
[
664.317237,
664.317237,
664.317237,
664.317237,
664.317237,
664.317237
],
[
-160490,
-102497,
-59590,
-1892526,
-1742376,
-2341676
],
[
1.626831,
2.000598,
1.164509,
1.489343,
2.195373,
0.901441
],
[
476,
238,
238,
476,
238,
238
],
[
207,
91,
116,
207,
91,
116
],
[
269,
147,
122,
269,
147,
122
],
[
43.487395,
38.235294,
48.739496,
43.487395,
38.235294,
48.739496
],
[
2.114094,
3.231735,
1.224742,
1.935426,
3.546372,
0.948067
],
[
154280,
154280,
47798,
2093104,
2093104,
563514
],
[
-21970,
-20301,
-21970,
-1483667,
-461151,
-1483667
],
[
15,
22,
8,
15,
22,
8
],
[
19,
32,
9,
19,
32,
9
],
[
12,
16,
7,
12,
16,
7
],
[
7450,
5430,
2020,
7450,
5430,
2020
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-97526,
-144023,
-348639,
370532,
299255,
-580300
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542297600000,
"first_datapoint_time": 1543392000000,
"last_datapoint_time": 1758297600000,
"evaluation_time": 1758320510726,
"expiration_time": 1764778464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 39,
"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) |
|---|