| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 988333.7554 | 800574.3444 | 187759.411 | 40887889.2556 | 62267301.6403 | -21379412.3847 |
| Total P&L (%) | 988.3338 | 800.5743 | 187.7594 | 40887.8893 | 62267.3016 | -21379.4124 |
| Avg Daily Profit (%) | 0.3953 | 0.3202 | 0.0751 | 0.2409 | 0.2577 | 0 |
| Buy And Hold Return (%) | 739.5147 | 739.5147 | 739.5147 | 739.5147 | 739.5147 | 739.5147 |
| Max Trade Drawdown | -70613 | -47384 | -76095 | -39452148 | -12304524 | -37211771 |
| Profit Factor | 3.6728 | 5.8196 | 1.9219 | 1.5012 | 3.0323 | 0.5803 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Profitability (%) | 57.8313 | 58.5366 | 57.1429 | 57.8313 | 58.5366 | 57.1429 |
| Ratio Avg Win / Avg Loss | 2.6781 | 4.1222 | 1.4414 | 1.0947 | 2.1479 | 0.4352 |
| Largest Winning Trade | 246346 | 246346 | 49932 | 48012388 | 48012388 | 4570240 |
| Largest Losing Trade | -41628 | -26399 | -41628 | -28100181 | -9220784 | -28100181 |
| Avg Bars in Trades | 87 | 109 | 67 | 87 | 109 | 67 |
| Avg Bars in Winners | 109 | 125 | 93 | 109 | 125 | 93 |
| Avg Bars in Losers | 58 | 85 | 32 | 58 | 85 | 32 |
| Bars Traded | 7297 | 4473 | 2824 | 7297 | 4473 | 2824 |
| Profit Streak | 82.9553 | 86.9553 | 82.9553 | 82.9553 | 86.9553 | 82.9553 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -43872 | -120928 | -254393 | 374414 | 576871 | -579250 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542067200000,
"first_datapoint_time": 1546876800000,
"last_datapoint_time": 1758067200000,
"evaluation_time": 1758092134022,
"expiration_time": 1764548064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 210,
"offset": 0,
"poles": 3
}
},
"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": [
[
988333.7554085844,
800574.3443593826,
187759.4110492021,
40887889.255585544,
62267301.640302375,
-21379412.384716835
],
[
988.333755,
800.574344,
187.759411,
40887.889256,
62267.30164,
-21379.412385
],
[
0.395281,
0.320187,
0.075094,
0.240892,
0.257723,
0
],
[
739.514741,
739.514741,
739.514741,
739.514741,
739.514741,
739.514741
],
[
-70613,
-47384,
-76095,
-39452148,
-12304524,
-37211771
],
[
3.672762,
5.819596,
1.921873,
1.501247,
3.032335,
0.580253
],
[
83,
41,
42,
83,
41,
42
],
[
48,
24,
24,
48,
24,
24
],
[
35,
17,
18,
35,
17,
18
],
[
57.831325,
58.536585,
57.142857,
57.831325,
58.536585,
57.142857
],
[
2.678056,
4.122214,
1.441404,
1.094659,
2.147904,
0.43519
],
[
246346,
246346,
49932,
48012388,
48012388,
4570240
],
[
-41628,
-26399,
-41628,
-28100181,
-9220784,
-28100181
],
[
87,
109,
67,
87,
109,
67
],
[
109,
125,
93,
109,
125,
93
],
[
58,
85,
32,
58,
85,
32
],
[
7297,
4473,
2824,
7297,
4473,
2824
],
[
82.955255,
86.955255,
82.955255,
82.955255,
86.955255,
82.955255
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-43872,
-120928,
-254393,
374414,
576871,
-579250
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1542067200000,
"first_datapoint_time": 1546876800000,
"last_datapoint_time": 1758067200000,
"evaluation_time": 1758092134022,
"expiration_time": 1764548064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 210,
"offset": 0,
"poles": 3
}
},
"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) |
|---|