| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 882197.3526 | 746913.3578 | 135283.9948 | 10040434.0219 | 16999191.5012 | -6958757.4793 |
| Total P&L (%) | 882.1974 | 746.9134 | 135.284 | 10040.434 | 16999.1915 | -6958.7575 |
| Avg Daily Profit (%) | 0.3528 | 0.2987 | 0.0541 | 0.1849 | 0.2058 | 0 |
| Buy And Hold Return (%) | 856.786 | 856.786 | 856.786 | 856.786 | 856.786 | 856.786 |
| Max Trade Drawdown | -81143 | -74968 | -79809 | -11469596 | -1643908 | -11685055 |
| Profit Factor | 2.9621 | 5.107 | 1.5052 | 1.5722 | 6.1029 | 0.5105 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
| Losing Trades | 25 | 10 | 15 | 25 | 10 | 15 |
| Profitability (%) | 67.5325 | 73.6842 | 61.5385 | 67.5325 | 73.6842 | 61.5385 |
| Ratio Avg Win / Avg Loss | 1.4241 | 1.8239 | 0.9408 | 0.7559 | 2.1796 | 0.3191 |
| Largest Winning Trade | 161850 | 161850 | 62743 | 9738962 | 9738962 | 1536876 |
| Largest Losing Trade | -72794 | -50493 | -72794 | -11469596 | -1334131 | -11469596 |
| Avg Bars in Trades | 91 | 105 | 79 | 91 | 105 | 79 |
| Avg Bars in Winners | 103 | 91 | 118 | 103 | 91 | 118 |
| Avg Bars in Losers | 67 | 143 | 16 | 67 | 143 | 16 |
| Bars Traded | 7081 | 3990 | 3091 | 7081 | 3990 | 3091 |
| Profit Streak | 293.0172 | 525.3506 | 293.0172 | 293.0172 | 525.3506 | 293.0172 |
| Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -184976 | -144570 | -283916 | -34326 | 758472 | -577913 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1542384000000,
"first_datapoint_time": 1548547200000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758414287972,
"expiration_time": 1764894528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 215,
"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": [
[
882197.3525678067,
746913.3577519597,
135283.9948158472,
10040434.021930553,
16999191.501202222,
-6958757.479271662
],
[
882.197353,
746.913358,
135.283995,
10040.434022,
16999.191501,
-6958.757479
],
[
0.352784,
0.298685,
0.054099,
0.184886,
0.205821,
0
],
[
856.785955,
856.785955,
856.785955,
856.785955,
856.785955,
856.785955
],
[
-81143,
-74968,
-79809,
-11469596,
-1643908,
-11685055
],
[
2.962052,
5.10695,
1.505236,
1.572171,
6.102903,
0.510522
],
[
77,
38,
39,
77,
38,
39
],
[
52,
28,
24,
52,
28,
24
],
[
25,
10,
15,
25,
10,
15
],
[
67.532468,
73.684211,
61.538462,
67.532468,
73.684211,
61.538462
],
[
1.424064,
1.823911,
0.940772,
0.755851,
2.179608,
0.319076
],
[
161850,
161850,
62743,
9738962,
9738962,
1536876
],
[
-72794,
-50493,
-72794,
-11469596,
-1334131,
-11469596
],
[
91,
105,
79,
91,
105,
79
],
[
103,
91,
118,
103,
91,
118
],
[
67,
143,
16,
67,
143,
16
],
[
7081,
3990,
3091,
7081,
3990,
3091
],
[
293.017222,
525.350555,
293.017222,
293.017222,
525.350555,
293.017222
],
[
6,
5,
3,
6,
5,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-184976,
-144570,
-283916,
-34326,
758472,
-577913
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1542384000000,
"first_datapoint_time": 1548547200000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758414287972,
"expiration_time": 1764894528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 215,
"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) |
|---|