| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 706121.9413 | 636233.0622 | 69888.8792 | 3334976.8334 | 7945077.7242 | -4610100.8908 |
| Total P&L (%) | 706.1219 | 636.2331 | 69.8889 | 3334.9768 | 7945.0777 | -4610.1009 |
| Avg Daily Profit (%) | 0.2823 | 0.2543 | 0.0279 | 0.1415 | 0.1755 | 0 |
| Buy And Hold Return (%) | 760.9326 | 760.9326 | 760.9326 | 760.9326 | 760.9326 | 760.9326 |
| Max Trade Drawdown | -78170 | -73781 | -91188 | -5978711 | -1180617 | -6580574 |
| Profit Factor | 2.3914 | 3.9572 | 1.2391 | 1.2839 | 3.6963 | 0.4761 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
| Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
| Profitability (%) | 57.8947 | 61.7021 | 54.1667 | 57.8947 | 61.7021 | 54.1667 |
| Ratio Avg Win / Avg Loss | 1.7392 | 2.4562 | 1.0484 | 0.9338 | 2.2943 | 0.4028 |
| Largest Winning Trade | 172045 | 172045 | 55249 | 5488230 | 5488230 | 735136 |
| Largest Losing Trade | -62452 | -48598 | -62452 | -5419787 | -744469 | -5419787 |
| Avg Bars in Trades | 74 | 86 | 63 | 74 | 86 | 63 |
| Avg Bars in Winners | 80 | 58 | 104 | 80 | 58 | 104 |
| Avg Bars in Losers | 67 | 130 | 16 | 67 | 130 | 16 |
| Bars Traded | 7113 | 4045 | 3069 | 7113 | 4045 | 3069 |
| Profit Streak | 69.2236 | 148.8902 | 69.2236 | 69.2236 | 148.8902 | 69.2236 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -150235 | -147295 | -320436 | -5081 | 634228 | -579590 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7505,
"evaluation_days": 2501.67,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1547366400000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758691315482,
"expiration_time": 1765156320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 31,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 168,
"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": [
[
706121.9413268379,
636233.0621629921,
69888.879163846,
3334976.8334040646,
7945077.724207816,
-4610100.890803751
],
[
706.121941,
636.233062,
69.888879,
3334.976833,
7945.077724,
-4610.100891
],
[
0.28226,
0.254323,
0.027937,
0.141469,
0.175543,
0
],
[
760.932649,
760.932649,
760.932649,
760.932649,
760.932649,
760.932649
],
[
-78170,
-73781,
-91188,
-5978711,
-1180617,
-6580574
],
[
2.391443,
3.957226,
1.239076,
1.283925,
3.696335,
0.476087
],
[
95,
47,
48,
95,
47,
48
],
[
55,
29,
26,
55,
29,
26
],
[
40,
18,
22,
40,
18,
22
],
[
57.894737,
61.702128,
54.166667,
57.894737,
61.702128,
54.166667
],
[
1.739231,
2.456209,
1.048449,
0.933764,
2.294277,
0.402843
],
[
172045,
172045,
55249,
5488230,
5488230,
735136
],
[
-62452,
-48598,
-62452,
-5419787,
-744469,
-5419787
],
[
74,
86,
63,
74,
86,
63
],
[
80,
58,
104,
80,
58,
104
],
[
67,
130,
16,
67,
130,
16
],
[
7113,
4045,
3069,
7113,
4045,
3069
],
[
69.223559,
148.890225,
69.223559,
69.223559,
148.890225,
69.223559
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-150235,
-147295,
-320436,
-5081,
634228,
-579590
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7505,
"evaluation_days": 2501.67,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1547366400000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758691315482,
"expiration_time": 1765156320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 31,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 168,
"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) |
|---|