| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 848073.9694 | 754735.7882 | 93338.1812 | 5703025.1666 | 7946532.8304 | -2243507.6637 |
| Total P&L (%) | 848.074 | 754.7358 | 93.3382 | 5703.0252 | 7946.5328 | -2243.5077 |
| Avg Daily Profit (%) | 0.3392 | 0.3019 | 0.0373 | 0.1625 | 0.1756 | 0 |
| Buy And Hold Return (%) | 730.8561 | 730.8561 | 730.8561 | 730.8561 | 730.8561 | 730.8561 |
| Max Trade Drawdown | -89916 | -68209 | -73773 | -3627815 | -2080286 | -4480147 |
| Profit Factor | 2.9199 | 4.8238 | 1.382 | 1.5347 | 2.9014 | 0.6541 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 55.0725 | 54.2857 | 55.8824 | 55.0725 | 54.2857 | 55.8824 |
| Ratio Avg Win / Avg Loss | 2.3821 | 4.0621 | 1.0911 | 1.252 | 2.4433 | 0.5164 |
| Largest Winning Trade | 307005 | 307005 | 57739 | 5869593 | 5869593 | 836137 |
| Largest Losing Trade | -54988 | -21046 | -54988 | -2976593 | -832362 | -2976593 |
| Avg Bars in Trades | 104 | 108 | 100 | 104 | 108 | 100 |
| Avg Bars in Winners | 126 | 126 | 127 | 126 | 126 | 127 |
| Avg Bars in Losers | 78 | 88 | 67 | 78 | 88 | 67 |
| Bars Traded | 7244 | 3812 | 3431 | 7244 | 3812 | 3431 |
| Profit Streak | 70.9019 | 159.5686 | 0 | 70.9019 | 159.5686 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -205861 | -137527 | -307480 | -95548 | 535696 | -580032 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541692800000,
"first_datapoint_time": 1543680000000,
"last_datapoint_time": 1757692800000,
"evaluation_time": 1757713126358,
"expiration_time": 1764173664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 70,
"offset": 0,
"a": 0.77289
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 49,
"offset": 0,
"std": 3.50364
}
}
}
{
"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": [
[
848073.9694279269,
754735.7882296009,
93338.1811983266,
5703025.166643802,
7946532.830366742,
-2243507.6637229417
],
[
848.073969,
754.735788,
93.338181,
5703.025167,
7946.53283,
-2243.507664
],
[
0.339185,
0.301854,
0.03733,
0.162549,
0.175644,
0
],
[
730.856068,
730.856068,
730.856068,
730.856068,
730.856068,
730.856068
],
[
-89916,
-68209,
-73773,
-3627815,
-2080286,
-4480147
],
[
2.919935,
4.823784,
1.382,
1.53471,
2.901446,
0.654123
],
[
69,
35,
34,
69,
35,
34
],
[
38,
19,
19,
38,
19,
19
],
[
31,
16,
15,
31,
16,
15
],
[
55.072464,
54.285714,
55.882353,
55.072464,
54.285714,
55.882353
],
[
2.382052,
4.062133,
1.091053,
1.252,
2.443323,
0.516413
],
[
307005,
307005,
57739,
5869593,
5869593,
836137
],
[
-54988,
-21046,
-54988,
-2976593,
-832362,
-2976593
],
[
104,
108,
100,
104,
108,
100
],
[
126,
126,
127,
126,
126,
127
],
[
78,
88,
67,
78,
88,
67
],
[
7244,
3812,
3431,
7244,
3812,
3431
],
[
70.901925,
159.568592,
0,
70.901925,
159.568592,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-205861,
-137527,
-307480,
-95548,
535696,
-580032
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541692800000,
"first_datapoint_time": 1543680000000,
"last_datapoint_time": 1757692800000,
"evaluation_time": 1757713126358,
"expiration_time": 1764173664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 70,
"offset": 0,
"a": 0.77289
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 49,
"offset": 0,
"std": 3.50364
}
}
}
| # | 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) |
|---|