| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 670067.3049 | 606189.8513 | 63877.4536 | 3604767.4317 | 5070073.1301 | -1465305.6985 |
| Total P&L (%) | 670.0673 | 606.1899 | 63.8775 | 3604.7674 | 5070.0731 | -1465.3057 |
| Avg Daily Profit (%) | 0.268 | 0.2424 | 0.0255 | 0.1446 | 0.1579 | 0 |
| Buy And Hold Return (%) | 628.407 | 628.407 | 628.407 | 628.407 | 628.407 | 628.407 |
| Max Trade Drawdown | -74898 | -25690 | -99705 | -1747919 | -592204 | -2930880 |
| Profit Factor | 2.8561 | 5.8629 | 1.2703 | 1.5101 | 3.4101 | 0.7048 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
| Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
| Profitability (%) | 37.5 | 40.9091 | 34.0909 | 37.5 | 40.9091 | 34.0909 |
| Ratio Avg Win / Avg Loss | 4.7602 | 8.4686 | 2.4559 | 2.5168 | 4.9256 | 1.3626 |
| Largest Winning Trade | 261293 | 261293 | 49903 | 3297498 | 3297498 | 825842 |
| Largest Losing Trade | -20987 | -20987 | -20211 | -782193 | -301910 | -782193 |
| Avg Bars in Trades | 82 | 82 | 82 | 82 | 82 | 82 |
| Avg Bars in Winners | 156 | 140 | 176 | 156 | 140 | 176 |
| Avg Bars in Losers | 38 | 42 | 34 | 38 | 42 | 34 |
| Bars Traded | 7283 | 3636 | 3647 | 7283 | 3636 | 3647 |
| Profit Streak | 73.2814 | 88.9481 | 0 | 73.2814 | 88.9481 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -135149 | -151867 | -329635 | -2056 | 406118 | -585239 |
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1545609600000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757832316759,
"expiration_time": 1764288864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 133,
"offset": 0,
"a": 0.9161
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 69,
"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": [
[
670067.304871363,
606189.851305027,
63877.4535663362,
3604767.431665635,
5070073.130126145,
-1465305.6984605098
],
[
670.067305,
606.189851,
63.877454,
3604.767432,
5070.07313,
-1465.305698
],
[
0.267992,
0.242444,
0.025548,
0.144574,
0.157923,
0
],
[
628.407,
628.407,
628.407,
628.407,
628.407,
628.407
],
[
-74898,
-25690,
-99705,
-1747919,
-592204,
-2930880
],
[
2.856145,
5.862877,
1.270275,
1.510063,
3.410057,
0.704789
],
[
88,
44,
44,
88,
44,
44
],
[
33,
18,
15,
33,
18,
15
],
[
55,
26,
29,
55,
26,
29
],
[
37.5,
40.909091,
34.090909,
37.5,
40.909091,
34.090909
],
[
4.760241,
8.4686,
2.455864,
2.516771,
4.925638,
1.362592
],
[
261293,
261293,
49903,
3297498,
3297498,
825842
],
[
-20987,
-20987,
-20211,
-782193,
-301910,
-782193
],
[
82,
82,
82,
82,
82,
82
],
[
156,
140,
176,
156,
140,
176
],
[
38,
42,
34,
38,
42,
34
],
[
7283,
3636,
3647,
7283,
3636,
3647
],
[
73.281444,
88.948111,
0,
73.281444,
88.948111,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-135149,
-151867,
-329635,
-2056,
406118,
-585239
]
]
}
{
"trading_pair": "XRP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 2500.33,
"actual_first_datapoint_time": 1541808000000,
"first_datapoint_time": 1545609600000,
"last_datapoint_time": 1757808000000,
"evaluation_time": 1757832316759,
"expiration_time": 1764288864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 133,
"offset": 0,
"a": 0.9161
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 69,
"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) |
|---|