| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1088802.1316 | 881506.1666 | 207295.9651 | 65408702.9182 | 141064225.8441 | -75655522.9258 |
| Total P&L (%) | 1088.8021 | 881.5062 | 207.296 | 65408.7029 | 141064.2258 | -75655.5229 |
| Avg Daily Profit (%) | 0.4355 | 0.3526 | 0.0829 | 0.2597 | 0.2905 | 0 |
| Buy And Hold Return (%) | 716.6803 | 716.6803 | 716.6803 | 716.6803 | 716.6803 | 716.6803 |
| Max Trade Drawdown | -99239 | -64438 | -97231 | -121335179 | -13898271 | -117629766 |
| Profit Factor | 3.751 | 5.349 | 2.0736 | 1.3363 | 3.3828 | 0.4407 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
| Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
| Profitability (%) | 58.6207 | 53.4884 | 63.6364 | 58.6207 | 53.4884 | 63.6364 |
| Ratio Avg Win / Avg Loss | 2.6478 | 4.6513 | 1.1849 | 0.9433 | 2.9415 | 0.2518 |
| Largest Winning Trade | 207751 | 207751 | 63628 | 103214658 | 103214658 | 11052144 |
| Largest Losing Trade | -58481 | -39572 | -58481 | -93912992 | -11057853 | -93912992 |
| Avg Bars in Trades | 83 | 90 | 77 | 83 | 90 | 77 |
| Avg Bars in Winners | 97 | 98 | 97 | 97 | 98 | 97 |
| Avg Bars in Losers | 64 | 81 | 41 | 64 | 81 | 41 |
| Bars Traded | 7285 | 3896 | 3388 | 7285 | 3896 | 3388 |
| Profit Streak | 116.9072 | 116.9072 | 125.2405 | 116.9072 | 116.9072 | 125.2405 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 343345 | -75767 | -242425 | 356013 | 588488 | -577993 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541577600000,
"first_datapoint_time": 1545580800000,
"last_datapoint_time": 1757577600000,
"evaluation_time": 1757598380215,
"expiration_time": 1764058464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 173,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 140,
"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": [
[
1088802.1316393076,
881506.1665502398,
207295.9650890676,
65408702.918237634,
141064225.84405422,
-75655522.9258166
],
[
1088.802132,
881.506167,
207.295965,
65408.702918,
141064.225844,
-75655.522926
],
[
0.435463,
0.352556,
0.082907,
0.259693,
0.290483,
0
],
[
716.680294,
716.680294,
716.680294,
716.680294,
716.680294,
716.680294
],
[
-99239,
-64438,
-97231,
-121335179,
-13898271,
-117629766
],
[
3.751024,
5.34904,
2.073567,
1.336332,
3.382769,
0.440727
],
[
87,
43,
44,
87,
43,
44
],
[
51,
23,
28,
51,
23,
28
],
[
36,
20,
16,
36,
20,
16
],
[
58.62069,
53.488372,
63.636364,
58.62069,
53.488372,
63.636364
],
[
2.647782,
4.651339,
1.184895,
0.943293,
2.941538,
0.251844
],
[
207751,
207751,
63628,
103214658,
103214658,
11052144
],
[
-58481,
-39572,
-58481,
-93912992,
-11057853,
-93912992
],
[
83,
90,
77,
83,
90,
77
],
[
97,
98,
97,
97,
98,
97
],
[
64,
81,
41,
64,
81,
41
],
[
7285,
3896,
3388,
7285,
3896,
3388
],
[
116.907178,
116.907178,
125.240512,
116.907178,
116.907178,
125.240512
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
343345,
-75767,
-242425,
356013,
588488,
-577993
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541577600000,
"first_datapoint_time": 1545580800000,
"last_datapoint_time": 1757577600000,
"evaluation_time": 1757598380215,
"expiration_time": 1764058464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 173,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 140,
"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) |
|---|