| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 889066.4081 | 809286.6037 | 79779.8045 | 5976387.2836 | 7491740.9626 | -1515353.679 |
| Total P&L (%) | 889.0664 | 809.2866 | 79.7798 | 5976.3873 | 7491.741 | -1515.3537 |
| Avg Daily Profit (%) | 0.3556 | 0.3237 | 0.0319 | 0.1644 | 0.1733 | 0 |
| Buy And Hold Return (%) | 806.3031 | 806.3031 | 806.3031 | 806.3031 | 806.3031 | 806.3031 |
| Max Trade Drawdown | -78947 | -63851 | -69514 | -3192450 | -1822593 | -2990943 |
| Profit Factor | 2.4639 | 3.6893 | 1.2604 | 1.4696 | 2.2105 | 0.7682 |
| Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
| Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
| Profitability (%) | 43.1034 | 41.3793 | 44.8276 | 43.1034 | 41.3793 | 44.8276 |
| Ratio Avg Win / Avg Loss | 3.2523 | 5.2265 | 1.5512 | 1.9398 | 3.1315 | 0.9455 |
| Largest Winning Trade | 342969 | 342969 | 50283 | 5871050 | 5871050 | 756572 |
| Largest Losing Trade | -34888 | -34888 | -27019 | -1000809 | -831674 | -1000809 |
| Avg Bars in Trades | 62 | 63 | 61 | 62 | 63 | 61 |
| Avg Bars in Winners | 93 | 93 | 93 | 93 | 93 | 93 |
| Avg Bars in Losers | 38 | 41 | 34 | 38 | 41 | 34 |
| Bars Traded | 7198 | 3659 | 3539 | 7198 | 3659 | 3539 |
| Profit Streak | 90.5715 | 91.9048 | 90.5715 | 90.5715 | 91.9048 | 90.5715 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -121195 | -331547 | -496595 | 307812 | -170832 | -762286 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542499200000,
"first_datapoint_time": 1548172800000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758519775084,
"expiration_time": 1764980064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 101,
"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": [
[
889066.408143166,
809286.6036554854,
79779.8044876803,
5976387.283595607,
7491740.962564232,
-1515353.6789686237
],
[
889.066408,
809.286604,
79.779804,
5976.387284,
7491.740963,
-1515.353679
],
[
0.35558,
0.323672,
0.031908,
0.164393,
0.173313,
0
],
[
806.30313,
806.30313,
806.30313,
806.30313,
806.30313,
806.30313
],
[
-78947,
-63851,
-69514,
-3192450,
-1822593,
-2990943
],
[
2.463863,
3.689261,
1.260369,
1.469561,
2.210474,
0.768242
],
[
116,
58,
58,
116,
58,
58
],
[
50,
24,
26,
50,
24,
26
],
[
66,
34,
32,
66,
34,
32
],
[
43.103448,
41.37931,
44.827586,
43.103448,
41.37931,
44.827586
],
[
3.252299,
5.226454,
1.551224,
1.93982,
3.131504,
0.945529
],
[
342969,
342969,
50283,
5871050,
5871050,
756572
],
[
-34888,
-34888,
-27019,
-1000809,
-831674,
-1000809
],
[
62,
63,
61,
62,
63,
61
],
[
93,
93,
93,
93,
93,
93
],
[
38,
41,
34,
38,
41,
34
],
[
7198,
3659,
3539,
7198,
3659,
3539
],
[
90.571471,
91.904804,
90.571471,
90.571471,
91.904804,
90.571471
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-121195,
-331547,
-496595,
307812,
-170832,
-762286
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542499200000,
"first_datapoint_time": 1548172800000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758519775084,
"expiration_time": 1764980064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 101,
"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) |
|---|