| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 109442.9589 | 363897.1019 | -254454.1429 | 37606648.0859 | 2509753.3739 | 35096894.712 |
| Total P&L (%) | 109.443 | 363.8971 | -254.4541 | 37606.6481 | 2509.7534 | 35096.8947 |
| Avg Daily Profit (%) | 0.0438 | 0.1455 | -0.1018 | 0.2375 | 0.1305 | 0.2348 |
| Buy And Hold Return (%) | 949.701 | 949.701 | 949.701 | 949.701 | 949.701 | 949.701 |
| Max Trade Drawdown | -325893 | -50803 | -333806 | -13205545 | -7407910 | -14107672 |
| Profit Factor | 1.1389 | 3.6428 | 0.6087 | 2.1855 | 1.2619 | 2.5853 |
| Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
| Winning Trades | 105 | 54 | 51 | 61 | 30 | 31 |
| Losing Trades | 29 | 13 | 16 | 73 | 37 | 36 |
| Profitability (%) | 78.3582 | 80.597 | 76.1194 | 45.5224 | 44.7761 | 46.2687 |
| Ratio Avg Win / Avg Loss | 0.3146 | 0.877 | 0.191 | 2.6154 | 1.5563 | 3.0023 |
| Largest Winning Trade | 99225 | 99225 | 36385 | 41265757 | 2493767 | 41265757 |
| Largest Losing Trade | -325893 | -46783 | -325893 | -12128250 | -2056699 | -12128250 |
| Avg Bars in Trades | 52 | 58 | 47 | 52 | 58 | 47 |
| Avg Bars in Winners | 33 | 33 | 33 | 51 | 56 | 45 |
| Avg Bars in Losers | 122 | 160 | 91 | 53 | 59 | 48 |
| Bars Traded | 7049 | 3898 | 3151 | 7049 | 3898 | 3151 |
| Profit Streak | 22.2583 | 75.5916 | 22.2583 | 22.2583 | 75.5916 | 22.2583 |
| Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -363851 | -271821 | -693524 | 453487 | -138369 | -104595 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541664000000,
"first_datapoint_time": 1548748800000,
"last_datapoint_time": 1757664000000,
"evaluation_time": 1757686314121,
"expiration_time": 1764144864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 247,
"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": [
[
109442.9589346146,
363897.1018588475,
-254454.1429242327,
37606648.08587121,
2509753.373879878,
35096894.711991325
],
[
109.442959,
363.897102,
-254.454143,
37606.648086,
2509.753374,
35096.894712
],
[
0.043771,
0.14554,
-0.101768,
0.237547,
0.130542,
0.234786
],
[
949.700969,
949.700969,
949.700969,
949.700969,
949.700969,
949.700969
],
[
-325893,
-50803,
-333806,
-13205545,
-7407910,
-14107672
],
[
1.1389,
3.642761,
0.608669,
2.185491,
1.261869,
2.585338
],
[
134,
67,
67,
134,
67,
67
],
[
105,
54,
51,
61,
30,
31
],
[
29,
13,
16,
73,
37,
36
],
[
78.358209,
80.597015,
76.119403,
45.522388,
44.776119,
46.268657
],
[
0.314553,
0.876961,
0.190955,
2.615424,
1.556305,
3.002328
],
[
99225,
99225,
36385,
41265757,
2493767,
41265757
],
[
-325893,
-46783,
-325893,
-12128250,
-2056699,
-12128250
],
[
52,
58,
47,
52,
58,
47
],
[
33,
33,
33,
51,
56,
45
],
[
122,
160,
91,
53,
59,
48
],
[
7049,
3898,
3151,
7049,
3898,
3151
],
[
22.258265,
75.591598,
22.258265,
22.258265,
75.591599,
22.258265
],
[
3,
4,
1,
3,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-363851,
-271821,
-693524,
453487,
-138369,
-104595
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541664000000,
"first_datapoint_time": 1548748800000,
"last_datapoint_time": 1757664000000,
"evaluation_time": 1757686314121,
"expiration_time": 1764144864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 247,
"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) |
|---|