| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1046549.1181 | 891267.3367 | 155281.7815 | 26854583.9032 | 27412977.9722 | -558394.0689 |
| Total P&L (%) | 1046.5491 | 891.2673 | 155.2818 | 26854.5839 | 27412.978 | -558.3941 |
| Avg Daily Profit (%) | 0.4186 | 0.3565 | 0.0621 | 0.2241 | 0.2249 | 0 |
| Buy And Hold Return (%) | 791.5638 | 791.5638 | 791.5638 | 791.5638 | 791.5638 | 791.5638 |
| Max Trade Drawdown | -80875 | -69124 | -37513 | -10011117 | -5290233 | -6941360 |
| Profit Factor | 2.7666 | 3.8839 | 1.548 | 2.038 | 3.1758 | 0.9579 |
| Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
| Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
| Losing Trades | 101 | 52 | 49 | 101 | 52 | 49 |
| Profitability (%) | 38.0368 | 35.8025 | 40.2439 | 38.0368 | 35.8025 | 40.2439 |
| Ratio Avg Win / Avg Loss | 4.5068 | 6.9642 | 2.2985 | 3.32 | 5.6945 | 1.4224 |
| Largest Winning Trade | 347858 | 347858 | 48746 | 20313074 | 20313074 | 2272399 |
| Largest Losing Trade | -36234 | -36234 | -23213 | -4805038 | -4805038 | -4609776 |
| Avg Bars in Trades | 44 | 45 | 44 | 44 | 45 | 44 |
| Avg Bars in Winners | 85 | 85 | 85 | 85 | 85 | 85 |
| Avg Bars in Losers | 20 | 22 | 17 | 20 | 22 | 17 |
| Bars Traded | 7293 | 3651 | 3642 | 7293 | 3651 | 3642 |
| Profit Streak | 84.8554 | 85.8554 | 84.8554 | 84.8554 | 85.8554 | 84.8554 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -53211 | -127160 | -280761 | 334081 | -2601 | -586805 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542412800000,
"first_datapoint_time": 1547107200000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758429110229,
"expiration_time": 1764893664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 164,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 5,
"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": [
[
1046549.1181235327,
891267.3366544994,
155281.7814690327,
26854583.903246947,
27412977.972185742,
-558394.0689387978
],
[
1046.549118,
891.267337,
155.281781,
26854.583903,
27412.977972,
-558.394069
],
[
0.418564,
0.35646,
0.062105,
0.224091,
0.224913,
0
],
[
791.563755,
791.563755,
791.563755,
791.563755,
791.563755,
791.563755
],
[
-80875,
-69124,
-37513,
-10011117,
-5290233,
-6941360
],
[
2.766554,
3.883881,
1.547977,
2.037999,
3.175754,
0.957928
],
[
163,
81,
82,
163,
81,
82
],
[
62,
29,
33,
62,
29,
33
],
[
101,
52,
49,
101,
52,
49
],
[
38.03681,
35.802469,
40.243902,
38.03681,
35.802469,
40.243902
],
[
4.506805,
6.9642,
2.298511,
3.319966,
5.694456,
1.422377
],
[
347858,
347858,
48746,
20313074,
20313074,
2272399
],
[
-36234,
-36234,
-23213,
-4805038,
-4805038,
-4609776
],
[
44,
45,
44,
44,
45,
44
],
[
85,
85,
85,
85,
85,
85
],
[
20,
22,
17,
20,
22,
17
],
[
7293,
3651,
3642,
7293,
3651,
3642
],
[
84.855442,
85.855442,
84.855442,
84.855442,
85.855442,
84.855442
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-53211,
-127160,
-280761,
334081,
-2601,
-586805
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542412800000,
"first_datapoint_time": 1547107200000,
"last_datapoint_time": 1758412800000,
"evaluation_time": 1758429110229,
"expiration_time": 1764893664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 164,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 5,
"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) |
|---|