| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1028109.9432 | 866167.2139 | 161942.7293 | 27855315.8099 | 30609102.422 | -2753786.6121 |
| Total P&L (%) | 1028.1099 | 866.1672 | 161.9427 | 27855.3158 | 30609.1024 | -2753.7866 |
| Avg Daily Profit (%) | 0.4111 | 0.3464 | 0.0648 | 0.2255 | 0.2293 | 0 |
| Buy And Hold Return (%) | 844.9441 | 844.9441 | 844.9441 | 844.9441 | 844.9441 | 844.9441 |
| Max Trade Drawdown | -90923 | -75453 | -93806 | -19912054 | -10923022 | -8989031 |
| Profit Factor | 3.1634 | 4.4062 | 1.7329 | 2.0413 | 3.0532 | 0.7675 |
| Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
| Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
| Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
| Profitability (%) | 61.4679 | 59.2593 | 63.6364 | 61.4679 | 59.2593 | 63.6364 |
| Ratio Avg Win / Avg Loss | 1.983 | 3.0293 | 0.9903 | 1.2796 | 2.0991 | 0.4385 |
| Largest Winning Trade | 320812 | 320812 | 60571 | 23646042 | 23646042 | 2272374 |
| Largest Losing Trade | -51128 | -38352 | -51128 | -6340380 | -6340380 | -4149950 |
| Avg Bars in Trades | 64 | 78 | 51 | 64 | 78 | 51 |
| Avg Bars in Winners | 79 | 94 | 65 | 79 | 94 | 65 |
| Avg Bars in Losers | 42 | 56 | 26 | 42 | 56 | 26 |
| Bars Traded | 7075 | 4243 | 2833 | 7075 | 4243 | 2833 |
| Profit Streak | 157.3379 | 158.0045 | 157.3379 | 157.3379 | 158.0045 | 157.3379 |
| Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -79230 | -318817 | -448665 | 512726 | -163381 | -757713 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1541606400000,
"first_datapoint_time": 1547856000000,
"last_datapoint_time": 1757635200000,
"evaluation_time": 1757635592261,
"expiration_time": 1764116928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 218,
"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": [
[
1028109.9431652825,
866167.2138775508,
161942.7292877312,
27855315.809901994,
30609102.422027268,
-2753786.612125269
],
[
1028.109943,
866.167214,
161.942729,
27855.31581,
30609.102422,
-2753.786612
],
[
0.411134,
0.346374,
0.06476,
0.225521,
0.229287,
0
],
[
844.944135,
844.944135,
844.944135,
844.944135,
844.944135,
844.944135
],
[
-90923,
-75453,
-93806,
-19912054,
-10923022,
-8989031
],
[
3.163351,
4.406225,
1.732938,
2.041315,
3.05319,
0.767457
],
[
109,
54,
55,
109,
54,
55
],
[
67,
32,
35,
67,
32,
35
],
[
42,
22,
20,
42,
22,
20
],
[
61.46789,
59.259259,
63.636364,
61.46789,
59.259259,
63.636364
],
[
1.982996,
3.02928,
0.99025,
1.27963,
2.099068,
0.438547
],
[
320812,
320812,
60571,
23646042,
23646042,
2272374
],
[
-51128,
-38352,
-51128,
-6340380,
-6340380,
-4149950
],
[
64,
78,
51,
64,
78,
51
],
[
79,
94,
65,
79,
94,
65
],
[
42,
56,
26,
42,
56,
26
],
[
7075,
4243,
2833,
7075,
4243,
2833
],
[
157.337873,
158.00454,
157.337873,
157.337873,
158.00454,
157.337873
],
[
6,
3,
3,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-79230,
-318817,
-448665,
512726,
-163381,
-757713
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 2500.67,
"actual_first_datapoint_time": 1541606400000,
"first_datapoint_time": 1547856000000,
"last_datapoint_time": 1757635200000,
"evaluation_time": 1757635592261,
"expiration_time": 1764116928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 218,
"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) |
|---|