| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 886781.5067 | 748325.0897 | 138456.417 | 14697158.6126 | 12921027.6731 | 1776130.9395 |
| Total P&L (%) | 886.7815 | 748.3251 | 138.4564 | 14697.1586 | 12921.0277 | 1776.1309 |
| Avg Daily Profit (%) | 0.3547 | 0.2993 | 0.0554 | 0.2001 | 0.1949 | 0.1173 |
| Buy And Hold Return (%) | 753.5209 | 753.5209 | 753.5209 | 753.5209 | 753.5209 | 753.5209 |
| Max Trade Drawdown | -106445 | -65470 | -74923 | -3632561 | -2015785 | -3194763 |
| Profit Factor | 1.8651 | 2.4392 | 1.2741 | 1.6463 | 2.2333 | 1.1448 |
| Total Trades | 335 | 167 | 168 | 335 | 167 | 168 |
| Winning Trades | 179 | 90 | 89 | 179 | 90 | 89 |
| Losing Trades | 156 | 77 | 79 | 156 | 77 | 79 |
| Profitability (%) | 53.4328 | 53.8922 | 52.9762 | 53.4328 | 53.8922 | 52.9762 |
| Ratio Avg Win / Avg Loss | 1.6255 | 2.0869 | 1.131 | 1.4348 | 1.9107 | 1.0162 |
| Largest Winning Trade | 214947 | 214947 | 45395 | 4327655 | 4327655 | 1408099 |
| Largest Losing Trade | -38433 | -38433 | -36361 | -2183992 | -1012824 | -2183992 |
| Avg Bars in Trades | 21 | 23 | 20 | 21 | 23 | 20 |
| Avg Bars in Winners | 24 | 24 | 23 | 24 | 24 | 23 |
| Avg Bars in Losers | 19 | 22 | 16 | 19 | 22 | 16 |
| Bars Traded | 7315 | 3954 | 3361 | 7315 | 3954 | 3361 |
| Profit Streak | 0 | 18.1229 | 0 | 0 | 18.1229 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -95383 | -150577 | -283836 | 450691 | 500783 | -100686 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542355200000,
"first_datapoint_time": 1546329600000,
"last_datapoint_time": 1758355200000,
"evaluation_time": 1758365818934,
"expiration_time": 1764836064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
886781.5066999107,
748325.0897276746,
138456.4169722366,
14697158.612614172,
12921027.673143372,
1776130.9394708024
],
[
886.781507,
748.32509,
138.456417,
14697.158613,
12921.027673,
1776.130939
],
[
0.354666,
0.299291,
0.055375,
0.200054,
0.19493,
0.117325
],
[
753.520885,
753.520885,
753.520885,
753.520885,
753.520885,
753.520885
],
[
-106445,
-65470,
-74923,
-3632561,
-2015785,
-3194763
],
[
1.865148,
2.439221,
1.274142,
1.64632,
2.233325,
1.144834
],
[
335,
167,
168,
335,
167,
168
],
[
179,
90,
89,
179,
90,
89
],
[
156,
77,
79,
156,
77,
79
],
[
53.432836,
53.892216,
52.97619,
53.432836,
53.892216,
52.97619
],
[
1.625492,
2.086889,
1.13098,
1.434782,
1.910734,
1.016201
],
[
214947,
214947,
45395,
4327655,
4327655,
1408099
],
[
-38433,
-38433,
-36361,
-2183992,
-1012824,
-2183992
],
[
21,
23,
20,
21,
23,
20
],
[
24,
24,
23,
24,
24,
23
],
[
19,
22,
16,
19,
22,
16
],
[
7315,
3954,
3361,
7315,
3954,
3361
],
[
0,
18.122904,
0,
0,
18.122904,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-95383,
-150577,
-283836,
450691,
500783,
-100686
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542355200000,
"first_datapoint_time": 1546329600000,
"last_datapoint_time": 1758355200000,
"evaluation_time": 1758365818934,
"expiration_time": 1764836064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|