| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1101226.4899 | 848661.4294 | 252565.0605 | 177773773.2191 | 166036452.7033 | 11737320.5157 |
| Total P&L (%) | 1101.2265 | 848.6614 | 252.5651 | 177773.7732 | 166036.4527 | 11737.3205 |
| Avg Daily Profit (%) | 0.4404 | 0.3394 | 0.101 | 0.2997 | 0.297 | 0.1911 |
| Buy And Hold Return (%) | 865.0972 | 865.0972 | 865.0972 | 865.0972 | 865.0972 | 865.0972 |
| Max Trade Drawdown | -71584 | -70942 | -71584 | -14599922 | -2953415 | -14599922 |
| Profit Factor | 5.4583 | 10.4856 | 2.6032 | 8.2978 | 56.7284 | 1.549 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
| Losing Trades | 17 | 7 | 10 | 17 | 7 | 10 |
| Profitability (%) | 73.4375 | 78.125 | 68.75 | 73.4375 | 78.125 | 68.75 |
| Ratio Avg Win / Avg Loss | 1.9743 | 2.936 | 1.1833 | 3.0013 | 15.884 | 0.7041 |
| Largest Winning Trade | 165720 | 165720 | 63808 | 73887071 | 73887071 | 14581771 |
| Largest Losing Trade | -71584 | -38347 | -71584 | -14599922 | -1424109 | -14599922 |
| Avg Bars in Trades | 108 | 119 | 96 | 108 | 119 | 96 |
| Avg Bars in Winners | 122 | 117 | 128 | 122 | 117 | 128 |
| Avg Bars in Losers | 69 | 128 | 28 | 69 | 128 | 28 |
| Bars Traded | 6934 | 3834 | 3100 | 6934 | 3834 | 3100 |
| Profit Streak | 287.0168 | 1127.0168 | 287.0168 | 287.0168 | 1127.0168 | 287.0168 |
| Trades During Streak | 5 | 13 | 2 | 5 | 13 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -201706 | -142952 | -216698 | -121651 | 808653 | 405608 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1541635200000,
"first_datapoint_time": 1548057600000,
"last_datapoint_time": 1757664000000,
"evaluation_time": 1757665453132,
"expiration_time": 1764145728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 224,
"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": [
[
1101226.4899206413,
848661.4294422398,
252565.0604784011,
177773773.21906352,
166036452.7033264,
11737320.515737109
],
[
1101.22649,
848.661429,
252.56506,
177773.773219,
166036.452703,
11737.320516
],
[
0.440373,
0.339374,
0.100999,
0.299714,
0.296976,
0.191085
],
[
865.097198,
865.097198,
865.097198,
865.097198,
865.097198,
865.097198
],
[
-71584,
-70942,
-71584,
-14599922,
-2953415,
-14599922
],
[
5.458303,
10.485572,
2.60321,
8.297831,
56.72842,
1.548975
],
[
64,
32,
32,
64,
32,
32
],
[
47,
25,
22,
47,
25,
22
],
[
17,
7,
10,
17,
7,
10
],
[
73.4375,
78.125,
68.75,
73.4375,
78.125,
68.75
],
[
1.97428,
2.93596,
1.183277,
3.001343,
15.883958,
0.70408
],
[
165720,
165720,
63808,
73887071,
73887071,
14581771
],
[
-71584,
-38347,
-71584,
-14599922,
-1424109,
-14599922
],
[
108,
119,
96,
108,
119,
96
],
[
122,
117,
128,
122,
117,
128
],
[
69,
128,
28,
69,
128,
28
],
[
6934,
3834,
3100,
6934,
3834,
3100
],
[
287.016819,
1127.016819,
287.016819,
287.016819,
1127.016819,
287.016819
],
[
5,
13,
2,
5,
13,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-201706,
-142952,
-216698,
-121651,
808653,
405608
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1541635200000,
"first_datapoint_time": 1548057600000,
"last_datapoint_time": 1757664000000,
"evaluation_time": 1757665453132,
"expiration_time": 1764145728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 224,
"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) |
|---|