| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 583350.5662 | 558545.1933 | 24805.3729 | -1229891.9144 | 4101247.4521 | -5331139.3665 |
| Total P&L (%) | 583.3506 | 558.5452 | 24.8054 | -1229.8919 | 4101.2475 | -5331.1394 |
| Avg Daily Profit (%) | 0.2333 | 0.2234 | 0.0099 | 0 | 0.1496 | 0 |
| Buy And Hold Return (%) | 790.3735 | 790.3735 | 790.3735 | 790.3735 | 790.3735 | 790.3735 |
| Max Trade Drawdown | -140529 | -61837 | -138205 | -5539231 | -1368281 | -6619815 |
| Profit Factor | 2.3229 | 4.9945 | 1.0824 | 0.8822 | 2.8898 | 0.3554 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 38 | 19 | 19 | 34 | 18 | 16 |
| Losing Trades | 20 | 10 | 10 | 24 | 11 | 13 |
| Profitability (%) | 65.5172 | 65.5172 | 65.5172 | 58.6207 | 62.069 | 55.1724 |
| Ratio Avg Win / Avg Loss | 1.2226 | 2.6287 | 0.5697 | 0.6227 | 1.766 | 0.2887 |
| Largest Winning Trade | 169066 | 169066 | 37756 | 2770585 | 2770585 | 700873 |
| Largest Losing Trade | -117956 | -44585 | -117956 | -5201121 | -897645 | -5201121 |
| Avg Bars in Trades | 125 | 122 | 129 | 125 | 122 | 129 |
| Avg Bars in Winners | 118 | 115 | 122 | 116 | 106 | 127 |
| Avg Bars in Losers | 138 | 135 | 141 | 138 | 148 | 130 |
| Bars Traded | 7289 | 3545 | 3744 | 7289 | 3545 | 3744 |
| Profit Streak | 212.4492 | 212.4492 | 232.4492 | 0 | 0 | 0 |
| Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -330222 | -146817 | -473627 | -759160 | 464803 | -580162 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541520000000,
"first_datapoint_time": 1547107200000,
"last_datapoint_time": 1757520000000,
"evaluation_time": 1757530008703,
"expiration_time": 1764000864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 100,
"offset": 42
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 195,
"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": [
[
583350.5661671102,
558545.1933027786,
24805.3728643318,
-1229891.9144195477,
4101247.45212614,
-5331139.366545687
],
[
583.350566,
558.545193,
24.805373,
-1229.891914,
4101.247452,
-5331.139367
],
[
0.233309,
0.223389,
0.009921,
0,
0.149611,
0
],
[
790.373456,
790.373456,
790.373456,
790.373456,
790.373456,
790.373456
],
[
-140529,
-61837,
-138205,
-5539231,
-1368281,
-6619815
],
[
2.322899,
4.994505,
1.082373,
0.882198,
2.889817,
0.355374
],
[
58,
29,
29,
58,
29,
29
],
[
38,
19,
19,
34,
18,
16
],
[
20,
10,
10,
24,
11,
13
],
[
65.517241,
65.517241,
65.517241,
58.62069,
62.068966,
55.172414
],
[
1.222579,
2.628687,
0.56967,
0.622728,
1.765999,
0.288741
],
[
169066,
169066,
37756,
2770585,
2770585,
700873
],
[
-117956,
-44585,
-117956,
-5201121,
-897645,
-5201121
],
[
125,
122,
129,
125,
122,
129
],
[
118,
115,
122,
116,
106,
127
],
[
138,
135,
141,
138,
148,
130
],
[
7289,
3545,
3744,
7289,
3545,
3744
],
[
212.449175,
212.449175,
232.449175,
0,
0,
0
],
[
5,
2,
3,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-330222,
-146817,
-473627,
-759160,
464803,
-580162
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541520000000,
"first_datapoint_time": 1547107200000,
"last_datapoint_time": 1757520000000,
"evaluation_time": 1757530008703,
"expiration_time": 1764000864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 100,
"offset": 42
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 195,
"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) |
|---|