| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 978862.9187 | 857344.7673 | 121518.1514 | 11280037.7079 | 15930810.9772 | -4650773.2693 |
| Total P&L (%) | 978.8629 | 857.3448 | 121.5182 | 11280.0377 | 15930.811 | -4650.7733 |
| Avg Daily Profit (%) | 0.3915 | 0.3429 | 0.0486 | 0.1895 | 0.2033 | 0 |
| Buy And Hold Return (%) | 859.1653 | 859.1653 | 859.1653 | 859.1653 | 859.1653 | 859.1653 |
| Max Trade Drawdown | -77693 | -50577 | -98836 | -6594559 | -2597817 | -10362423 |
| Profit Factor | 2.3312 | 3.5131 | 1.3083 | 1.3339 | 2.0911 | 0.7576 |
| Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
| Winning Trades | 118 | 57 | 61 | 118 | 57 | 61 |
| Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
| Profitability (%) | 56.1905 | 54.2857 | 58.0952 | 56.1905 | 54.2857 | 58.0952 |
| Ratio Avg Win / Avg Loss | 1.8175 | 2.9584 | 0.9437 | 1.04 | 1.761 | 0.5464 |
| Largest Winning Trade | 336957 | 336957 | 49569 | 9877328 | 9877328 | 1487084 |
| Largest Losing Trade | -60601 | -33935 | -60601 | -5444919 | -1530035 | -5444919 |
| Avg Bars in Trades | 34 | 32 | 35 | 34 | 32 | 35 |
| Avg Bars in Winners | 41 | 41 | 41 | 41 | 41 | 41 |
| Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
| Bars Traded | 7226 | 3461 | 3764 | 7226 | 3461 | 3764 |
| Profit Streak | 82.8541 | 91.1875 | 82.8541 | 82.8541 | 91.1875 | 82.8541 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -105456 | -148974 | -293982 | 399704 | 463735 | -579445 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542355200000,
"first_datapoint_time": 1548547200000,
"last_datapoint_time": 1758355200000,
"evaluation_time": 1758371397629,
"expiration_time": 1764836064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
978862.9187445042,
857344.7672968273,
121518.1514476772,
11280037.707863888,
15930810.977205448,
-4650773.269341565
],
[
978.862919,
857.344767,
121.518151,
11280.037708,
15930.810977,
-4650.773269
],
[
0.391493,
0.342893,
0.048601,
0.189532,
0.203263,
0
],
[
859.1653,
859.1653,
859.1653,
859.1653,
859.1653,
859.1653
],
[
-77693,
-50577,
-98836,
-6594559,
-2597817,
-10362423
],
[
2.331186,
3.513142,
1.308275,
1.333893,
2.091137,
0.75756
],
[
210,
105,
105,
210,
105,
105
],
[
118,
57,
61,
118,
57,
61
],
[
92,
48,
44,
92,
48,
44
],
[
56.190476,
54.285714,
58.095238,
56.190476,
54.285714,
58.095238
],
[
1.817535,
2.958435,
0.943674,
1.039984,
1.760957,
0.546437
],
[
336957,
336957,
49569,
9877328,
9877328,
1487084
],
[
-60601,
-33935,
-60601,
-5444919,
-1530035,
-5444919
],
[
34,
32,
35,
34,
32,
35
],
[
41,
41,
41,
41,
41,
41
],
[
25,
22,
28,
25,
22,
28
],
[
7226,
3461,
3764,
7226,
3461,
3764
],
[
82.854139,
91.187472,
82.854139,
82.854139,
91.187473,
82.854139
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-105456,
-148974,
-293982,
399704,
463735,
-579445
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542355200000,
"first_datapoint_time": 1548547200000,
"last_datapoint_time": 1758355200000,
"evaluation_time": 1758371397629,
"expiration_time": 1764836064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|