| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 805773.9785 | 738723.4613 | 67050.5172 | 4717404.7104 | 8090262.77 | -3372858.0596 |
| Total P&L (%) | 805.774 | 738.7235 | 67.0505 | 4717.4047 | 8090.2628 | -3372.8581 |
| Avg Daily Profit (%) | 0.3221 | 0.2953 | 0.0268 | 0.155 | 0.1762 | 0 |
| Buy And Hold Return (%) | 803.4267 | 803.4267 | 803.4267 | 803.4267 | 803.4267 | 803.4267 |
| Max Trade Drawdown | -95795 | -46290 | -94585 | -5588494 | -2577879 | -5059909 |
| Profit Factor | 2.1369 | 3.4958 | 1.1625 | 1.2859 | 2.2275 | 0.6597 |
| Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
| Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Losing Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Profitability (%) | 45.6853 | 45.9184 | 45.4545 | 45.6853 | 45.9184 | 45.4545 |
| Ratio Avg Win / Avg Loss | 2.5406 | 4.1172 | 1.3949 | 1.5287 | 2.6235 | 0.7916 |
| Largest Winning Trade | 325933 | 325933 | 49547 | 6563968 | 6563968 | 815810 |
| Largest Losing Trade | -42025 | -28947 | -42025 | -2615839 | -948101 | -2615839 |
| Avg Bars in Trades | 36 | 38 | 35 | 36 | 38 | 35 |
| Avg Bars in Winners | 51 | 54 | 48 | 51 | 54 | 48 |
| Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
| Bars Traded | 7259 | 3748 | 3511 | 7259 | 3748 | 3511 |
| Profit Streak | 0 | 95.95 | 0 | 0 | 95.95 | 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 | -152369 | -151559 | -366735 | 265060 | 387115 | -582835 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7506,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1548144000000,
"last_datapoint_time": 1758700800000,
"evaluation_time": 1758725278792,
"expiration_time": 1765185984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 172,
"offset": 155,
"multiplier": 1.7161
}
}
}
{
"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": [
[
805773.978474853,
738723.4612966569,
67050.5171781959,
4717404.710412894,
8090262.7700080415,
-3372858.059595149
],
[
805.773978,
738.723461,
67.050517,
4717.40471,
8090.26277,
-3372.85806
],
[
0.322052,
0.295253,
0.026799,
0.154989,
0.176235,
0
],
[
803.426694,
803.426694,
803.426694,
803.426694,
803.426694,
803.426694
],
[
-95795,
-46290,
-94585,
-5588494,
-2577879,
-5059909
],
[
2.136939,
3.495756,
1.162456,
1.28586,
2.227486,
0.659705
],
[
197,
98,
99,
197,
98,
99
],
[
90,
45,
45,
90,
45,
45
],
[
107,
53,
54,
107,
53,
54
],
[
45.685279,
45.918367,
45.454545,
45.685279,
45.918367,
45.454545
],
[
2.540583,
4.117224,
1.394947,
1.528745,
2.623483,
0.791646
],
[
325933,
325933,
49547,
6563968,
6563968,
815810
],
[
-42025,
-28947,
-42025,
-2615839,
-948101,
-2615839
],
[
36,
38,
35,
36,
38,
35
],
[
51,
54,
48,
51,
54,
48
],
[
24,
24,
24,
24,
24,
24
],
[
7259,
3748,
3511,
7259,
3748,
3511
],
[
0,
95.949986,
0,
0,
95.949986,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-152369,
-151559,
-366735,
265060,
387115,
-582835
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7506,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1548144000000,
"last_datapoint_time": 1758700800000,
"evaluation_time": 1758725278792,
"expiration_time": 1765185984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 172,
"offset": 155,
"multiplier": 1.7161
}
}
}
| # | 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) |
|---|