| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1034928.3076 | 825251.152 | 209677.1556 | 54186545.7941 | 48385719.5476 | 5800826.2464 |
| Total P&L (%) | 1034.9283 | 825.2512 | 209.6772 | 54186.5458 | 48385.7195 | 5800.8262 |
| Avg Daily Profit (%) | 0.4136 | 0.3298 | 0.0838 | 0.252 | 0.2475 | 0.1631 |
| Buy And Hold Return (%) | 808.4391 | 808.4391 | 808.4391 | 808.4391 | 808.4391 | 808.4391 |
| Max Trade Drawdown | -85178 | -85163 | -51128 | -4076890 | -2826055 | -1334443 |
| Profit Factor | 4.3094 | 5.5182 | 2.612 | 5.2414 | 7.2096 | 2.164 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
| Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
| Profitability (%) | 60.5634 | 57.1429 | 63.8889 | 60.5634 | 57.1429 | 63.8889 |
| Ratio Avg Win / Avg Loss | 2.8061 | 4.1387 | 1.4763 | 3.413 | 5.4072 | 1.2231 |
| Largest Winning Trade | 353664 | 353664 | 54650 | 28621823 | 28621823 | 2490376 |
| Largest Losing Trade | -51128 | -27574 | -51128 | -1518026 | -1518026 | -1254441 |
| Avg Bars in Trades | 96 | 119 | 74 | 96 | 119 | 74 |
| Avg Bars in Winners | 115 | 144 | 90 | 115 | 144 | 90 |
| Avg Bars in Losers | 68 | 86 | 47 | 68 | 86 | 47 |
| Bars Traded | 6876 | 4181 | 2695 | 6876 | 4181 | 2695 |
| Profit Streak | 136.4957 | 136.4957 | 203.8291 | 136.4957 | 136.4957 | 203.8291 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -149745 | -140499 | -240200 | -71825 | 664473 | 486098 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7506,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1548460800000,
"last_datapoint_time": 1758700800000,
"evaluation_time": 1758714832506,
"expiration_time": 1765185984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 217,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 206,
"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": [
[
1034928.3076389695,
825251.1520083363,
209677.1556306331,
54186545.79406001,
48385719.54763891,
5800826.246421102
],
[
1034.928308,
825.251152,
209.677156,
54186.545794,
48385.719548,
5800.826246
],
[
0.41364,
0.329837,
0.083804,
0.25199,
0.247462,
0.16311
],
[
808.439138,
808.439138,
808.439138,
808.439138,
808.439138,
808.439138
],
[
-85178,
-85163,
-51128,
-4076890,
-2826055,
-1334443
],
[
4.309403,
5.518237,
2.611976,
5.241439,
7.209611,
2.16402
],
[
71,
35,
36,
71,
35,
36
],
[
43,
20,
23,
43,
20,
23
],
[
28,
15,
13,
28,
15,
13
],
[
60.56338,
57.142857,
63.888889,
60.56338,
57.142857,
63.888889
],
[
2.806123,
4.138678,
1.476334,
3.41303,
5.407208,
1.223142
],
[
353664,
353664,
54650,
28621823,
28621823,
2490376
],
[
-51128,
-27574,
-51128,
-1518026,
-1518026,
-1254441
],
[
96,
119,
74,
96,
119,
74
],
[
115,
144,
90,
115,
144,
90
],
[
68,
86,
47,
68,
86,
47
],
[
6876,
4181,
2695,
6876,
4181,
2695
],
[
136.495746,
136.495747,
203.82908,
136.495747,
136.495747,
203.82908
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149745,
-140499,
-240200,
-71825,
664473,
486098
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7506,
"evaluation_days": 2502,
"actual_first_datapoint_time": 1542556800000,
"first_datapoint_time": 1548460800000,
"last_datapoint_time": 1758700800000,
"evaluation_time": 1758714832506,
"expiration_time": 1765185984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 217,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 206,
"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) |
|---|