| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 841008.6911 | 726492.1587 | 114516.5323 | 10464979.2229 | 16066694.5754 | -5601715.3525 |
| Total P&L (%) | 841.0087 | 726.4922 | 114.5165 | 10464.9792 | 16066.6946 | -5601.7154 |
| Avg Daily Profit (%) | 0.3362 | 0.2904 | 0.0458 | 0.1865 | 0.2035 | 0 |
| Buy And Hold Return (%) | 819.0415 | 819.0415 | 819.0415 | 819.0415 | 819.0415 | 819.0415 |
| Max Trade Drawdown | -145744 | -108402 | -116274 | -9812241 | -4364127 | -12293834 |
| Profit Factor | 2.5784 | 3.755 | 1.4255 | 1.3892 | 2.5889 | 0.6661 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
| Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
| Profitability (%) | 52.3364 | 54.717 | 50 | 52.3364 | 54.717 | 50 |
| Ratio Avg Win / Avg Loss | 2.3482 | 3.1076 | 1.4255 | 1.2652 | 2.1426 | 0.6661 |
| Largest Winning Trade | 174656 | 174656 | 60466 | 9332073 | 9332073 | 1675714 |
| Largest Losing Trade | -51989 | -51989 | -42836 | -4467495 | -1567427 | -4467495 |
| Avg Bars in Trades | 65 | 77 | 52 | 65 | 77 | 52 |
| Avg Bars in Winners | 89 | 97 | 81 | 89 | 97 | 81 |
| Avg Bars in Losers | 37 | 54 | 23 | 37 | 54 | 23 |
| Bars Traded | 6968 | 4127 | 2841 | 6968 | 4127 | 2841 |
| Profit Streak | 76.6419 | 248.6419 | 76.6419 | 76.6419 | 248.6419 | 76.6419 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -141763 | -328176 | -476196 | 363703 | -165086 | -760275 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7505,
"evaluation_days": 2501.67,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1549670400000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758698656198,
"expiration_time": 1765156320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 131,
"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": [
[
841008.6910746801,
726492.1587412828,
114516.5323333971,
10464979.222850736,
16066694.57538307,
-5601715.352532332
],
[
841.008691,
726.492159,
114.516532,
10464.979223,
16066.694575,
-5601.715353
],
[
0.336179,
0.290403,
0.045776,
0.186454,
0.203493,
0
],
[
819.041492,
819.041492,
819.041492,
819.041492,
819.041492,
819.041492
],
[
-145744,
-108402,
-116274,
-9812241,
-4364127,
-12293834
],
[
2.578395,
3.75502,
1.42551,
1.38921,
2.58893,
0.66609
],
[
107,
53,
54,
107,
53,
54
],
[
56,
29,
27,
56,
29,
27
],
[
51,
24,
27,
51,
24,
27
],
[
52.336449,
54.716981,
50,
52.336449,
54.716981,
50
],
[
2.348181,
3.107602,
1.42551,
1.265173,
2.142563,
0.66609
],
[
174656,
174656,
60466,
9332073,
9332073,
1675714
],
[
-51989,
-51989,
-42836,
-4467495,
-1567427,
-4467495
],
[
65,
77,
52,
65,
77,
52
],
[
89,
97,
81,
89,
97,
81
],
[
37,
54,
23,
37,
54,
23
],
[
6968,
4127,
2841,
6968,
4127,
2841
],
[
76.641854,
248.641854,
76.641854,
76.641854,
248.641854,
76.641854
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-141763,
-328176,
-476196,
363703,
-165086,
-760275
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7505,
"evaluation_days": 2501.67,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1549670400000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758698656198,
"expiration_time": 1765156320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 131,
"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) |
|---|