| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1020623.5129 | 862416.5472 | 158206.9657 | 20493279.9863 | 35644703.3282 | -15151423.342 |
| Total P&L (%) | 1020.6235 | 862.4165 | 158.207 | 20493.28 | 35644.7033 | -15151.4233 |
| Avg Daily Profit (%) | 0.4082 | 0.3449 | 0.0633 | 0.2133 | 0.2354 | 0 |
| Buy And Hold Return (%) | 749.3243 | 749.3243 | 749.3243 | 749.3243 | 749.3243 | 749.3243 |
| Max Trade Drawdown | -78088 | -56258 | -104616 | -19631954 | -7208390 | -28317097 |
| Profit Factor | 2.4685 | 3.7454 | 1.4154 | 1.2431 | 2.056 | 0.7003 |
| Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
| Winning Trades | 120 | 56 | 64 | 120 | 56 | 64 |
| Losing Trades | 95 | 51 | 44 | 95 | 51 | 44 |
| Profitability (%) | 55.814 | 52.3364 | 59.2593 | 55.814 | 52.3364 | 59.2593 |
| Ratio Avg Win / Avg Loss | 1.9542 | 3.411 | 0.9731 | 0.9841 | 1.8725 | 0.4815 |
| Largest Winning Trade | 353115 | 353115 | 48236 | 25161457 | 25161457 | 3531075 |
| Largest Losing Trade | -63247 | -22628 | -63247 | -15702523 | -3227346 | -15702523 |
| Avg Bars in Trades | 33 | 32 | 35 | 33 | 32 | 35 |
| Avg Bars in Winners | 38 | 38 | 38 | 38 | 38 | 38 |
| Avg Bars in Losers | 28 | 25 | 31 | 28 | 25 | 31 |
| Bars Traded | 7299 | 3460 | 3839 | 7299 | 3460 | 3839 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -36736 | -102638 | -274162 | 291589 | 442161 | -579844 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542009600000,
"first_datapoint_time": 1546099200000,
"last_datapoint_time": 1758009600000,
"evaluation_time": 1758035265883,
"expiration_time": 1764490464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 143,
"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": [
[
1020623.5129122362,
862416.5472415492,
158206.965670687,
20493279.986260824,
35644703.32821911,
-15151423.34195828
],
[
1020.623513,
862.416547,
158.206966,
20493.279986,
35644.703328,
-15151.423342
],
[
0.408196,
0.344921,
0.063274,
0.213301,
0.235405,
0
],
[
749.324305,
749.324305,
749.324305,
749.324305,
749.324305,
749.324305
],
[
-78088,
-56258,
-104616,
-19631954,
-7208390,
-28317097
],
[
2.468519,
3.745361,
1.415387,
1.243069,
2.056043,
0.700312
],
[
215,
107,
108,
215,
107,
108
],
[
120,
56,
64,
120,
56,
64
],
[
95,
51,
44,
95,
51,
44
],
[
55.813953,
52.336449,
59.259259,
55.813953,
52.336449,
59.259259
],
[
1.954244,
3.410954,
0.973079,
0.984097,
1.872468,
0.481464
],
[
353115,
353115,
48236,
25161457,
25161457,
3531075
],
[
-63247,
-22628,
-63247,
-15702523,
-3227346,
-15702523
],
[
33,
32,
35,
33,
32,
35
],
[
38,
38,
38,
38,
38,
38
],
[
28,
25,
31,
28,
25,
31
],
[
7299,
3460,
3839,
7299,
3460,
3839
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-36736,
-102638,
-274162,
291589,
442161,
-579844
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542009600000,
"first_datapoint_time": 1546099200000,
"last_datapoint_time": 1758009600000,
"evaluation_time": 1758035265883,
"expiration_time": 1764490464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 143,
"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) |
|---|